Open Source Reinforcement Learning Frameworks

On over 800 pages, this revised and expanded 2nd edition demonstrates how ML can add value to algorithmic trading through a broad range of applications. Organized in four parts and 24 chapters, it covers the end-to-end workflow from data sourcing and model development to strategy backtesting and evaluation. Covers key aspects of data sourcing, financial feature engineering, and portfolio management. The design and evaluation of long-short strategies based on a broad range of ML algorithms, how to extract tradeable signals from financial text data like SEC filings, earnings call transcripts or financial news. Using deep learning models like CNN and RNN with financial and alternative data, and how to generate synthetic data with Generative Adversarial Networks, as well as training a trading agent using deep reinforcement learning.

This project provides the Julia code to generate figures in the book Reinforcement Learning: An Introduction(2nd). One of our main goals is to help users understand the basic concepts of reinforcement learning from an engineer's perspective. Once you have grasped how different components are organized, you're ready to explore a wide variety of modern deep reinforcement learning algorithms in ReinforcementLearningZoo.jl.

gym-anytrading is an OpenAI Gym-compatible environment designed for developing and testing reinforcement learning algorithms on trading strategies. It simulates trading environments for financial markets, including stocks and forex.

TradeMaster is a first-of-its-kind, best-in-class open-source platform for quantitative trading (QT) empowered by reinforcement learning (RL), which covers the full pipeline for the design, implementation, evaluation and deployment of RL-based algorithms. TradeMaster is composed of 6 key modules: 1) multi-modality market data of different financial assets at multiple granularities; 2) whole data preprocessing pipeline; 3) a series of high-fidelity data-driven market simulators for mainstream QT tasks; 4) efficient implementations of over 13 novel RL-based trading algorithms; 5) systematic evaluation toolkits with 6 axes and 17 measures; 6) different interfaces for interdisciplinary users.

A collection of tools for doing reinforcement learning research in Julia. Provide elaborately designed components and interfaces to help users implement new algorithms. Make it easy for new users to run benchmark experiments, compare different algorithms, and evaluate and diagnose agents. Facilitate reproducibility from traditional tabular methods to modern deep reinforcement learning algorithms. Make it easy for new users to run benchmark experiments, compare different algorithms, and evaluate and diagnose agents. Facilitate reproducibility from traditional tabular methods to modern deep reinforcement learning algorithms. Provide elaborately designed components and interfaces to help users implement new algorithms. A number of built-in environments and third-party environment wrappers are provided to evaluate algorithms in various scenarios.