【强化学习】基于强化学习的股票量化交易Automated-Stock-Trading-Ensemble-Strategy

今天尝试了一下https://github.com/AI4Finance-Foundation/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020的股票量化交易策略，需要安装很多库，我这里把我的运行方法分享出来：然后运行命令：参考文献[1]. Deep Reinforcement

农民小飞侠

1166人浏览 · 2022-06-12 17:32:33

农民小飞侠 · 2022-06-12 17:32:33 发布

git clone https://github.com/AI4Finance-Foundation/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020.git
git clone https://github.com/hill-a/stable-baselines.git
cd Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 
pip install -r requirements.txt

然后运行命令：

export PYTHONPATH=/your_path_to/stable-baselines:$PYTHONPATH
python run_DRL.py

总体上这个方法给我们提供了很多思路，比如它的多支股票的环境，可以给我们一定的启发，但是那个stable-baselines把强化学习算法的细节封装了，不太适合我们去改进和调整，我是希望能看到强化学习的建模过程的，总体上，这个算法离实用还差了那么一点。

参考文献

[1]. Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy. https://github.com/AI4Finance-Foundation/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020