fintech

🐛 Bug Description

The current usage of lightGBM API is deprecated.

  /home/xiaoyang/miniconda3/envs/kaggle/lib/python3.7/site-packages/lightgbm/engine.py:177: UserWarning: Found `n_estimators` in params. Will use it

The below 20 test trials is done on one trained ElegantRL model!!!! How can we have the best result fixed?

buy
2 221.0
buy
12 1.0
sell
2 221.0
buy
3 128.0
buy
7 1.0
buy
12 1.0
Test Finished!
episode_return 1.8533326059032225
+++++++++++++++++++++++++++++++++++++
buy
1 155.0
buy
12 1.0
buy
14 1.0
Test Finished!
episode_return 0.5597903215495362
++++++++++++++++++

Fallible
Fidesa
Flexport
ForUsAll

ACH Version: v1.6.3

The achcli utility does not currently support ach files with IAT batches and ADV entries (and possibly other items). We should add support to print these items out to stdout.

A great repo and paper: https://github.com/golsun/deep-RL-trading

This could be useful for FinRL maybe as helper / environment function. Training first on rather simple idealized synthetic prices before feeding real data might be beneficial to learn the agent the "basics". Also it's great for testing.

• Sine wave
• Trend curves
• Random walk