Trainable deep reinforcement learning agents to operate in the cryptocurrency market
7 % profit in 1 month trading LTC/USDT
10 % profit trading BTC/USDT ETH/USDT and LTC/USDT at the same time (wip)
- Miniconda or Anaconda
# make sure you have these installed
sudo apt-get install gcc g++ build-essential python-dev python3-dev htop
# create env
conda env create -f UBUNTU_CPU.yml
# activate it
conda activate crypto_prediction# create env
conda env create -f MAC_CPU.yml
# activate it
conda activate crypto_predictionYou can use one of these algorithms
Go to /configs/vars.py and custumize it:
SYMBOL_1, SYMBOL_2, SYMBOL_3 = 'LTC', 'ETH', 'OMG'
TRADE_INTRUMENT = 'USDT'
LIMIT = 1500
HISTO = 'minute'
...# multi model
python train_multi_model.py
# single pair
python train.py \
--algo PPO \
--pair XRP/USDT \
# to keep monitoring while the algo is trainning
tensorboard --logdir=./tensorflow
# or
gpustat -i
# or
htopIt will automatically use a different time period to evaluate
# multi model
python rollout_multi_model.py ./tensorboard/path_to_checkpoint-100 \
--run PPO \
--env TradingEnv-v0
# single pair
python rollout.py /path_to_checkpoint/file \
--run PPO \
--env TradingEnv-v0 \
--pair XRP/BTC \
--histo day \
--limit 180
Edit the commision and initial balance values in /configs/vars.py