gym-fx

gym-forex

TheForexevirometisaforextradigsimulatorfeaturig:cofigurableiitialcapital,dyamicordataset-basedspread,CSVhistorytimeseriesfortradigcurreciesadobservatiosfortheaget,fixedoraget-cotrolledtake-profit,stop-lossadordervolume.

Theevirometfeaturesdiscreteactiospacesadoptioallycotiuousactiospacesiftheordersdothavefixedtake-profit/stop-lossadordervolume.

Acocateatioofum_ticksvectorsforthelastest:vectorofvaluesfromtimeseries,equityaditsvariatio,order_status(-1=closed,1=opeed),time_opeed(ormalizedwithmax_order_time),order_profitaditsvariatio,order_drawdow/order_volume_pips,cosecutive_drawdow/max_cosecutive_dd

discreteactio0:0=op,1=close,2=buy,3=selldiscreteactio0parameter:symbol(optioal)cotiuousactio0parameter:percet_tp,percet_sl,percet_max

Therewardfuctioistheaverageoftheareauderthecurveofequityadthebalacevariatio.

ThedatasetsusedforthetestsweregeeratedwithaMQL4programlocateditheagetsfolder(Pedigdocumetatio).

IstallPytho,pip,OpeAIGymadotherdepedecies:

sudoapt-getistall-ypytho3-umpypytho3-devcmakezlib1g-devlibjpeg-devxvfbffmpeglibboost-all-devlibsdl2-devpytho3-pipgitgccmakeperl

pip3istallgraphvizeat-pythogitpythogymeat-pythomatplotlib

gitcloehttps://github.com/harveybc/gym-forex

SetthePYTHONPATHvevirometvariable,youmayaddthefollowiglietothe.profilefileiyourhomedirectorytoexportostartofsessios.Replacewithyouruserame.

exportPYTHONPATH=/home/userame/gym-forex/:${PYTHONPATH}

cdgym-forexaoagets/cofig

Cofigurethepopulatiosizeadotherparametersaccordigtoyourcomputigcapacityorrequiremets,startwiththedefaults.

aores

Forexample:

#!/bi/bashgitpullpytho3agets/aget_NEAT.py./datasets/ts_5mi_1w.CSV./datasets/vs_5mi_1w.CSVcofig_20

Aftereditig,chagethepermissioofthefiletobeexecutable:

chmod777res

./res