05db89e8c2
Implement first version of strategy learner
...
This version does not pass the automatic test.
2020-11-04 15:14:27 -05:00
c40ffcf84b
Show both MACD and indicator strat on figure
...
Prepare for strategy learner.
2020-11-04 09:23:42 -05:00
0519ae9336
Finish manual strategy for project 8
...
I struggled with the manual strategy, mostly because I tried to read
good triggers from the price action charts. Finally, I had the ingenious
(hmm) idea to scatter plot the 1, 3, and 5 day percentage returns over
different indicators. I can also use this information to train my Q
learner.
2020-11-03 19:05:43 -05:00
43e297c075
Change indicators to return their results and work on three indicator strat
2020-11-02 09:10:01 -05:00
4679910374
Implement first version of manual strategy
2020-10-27 19:57:46 -04:00
1798e9569e
Make marketsim support buying and selling via sign of shares
2020-10-27 19:53:55 -04:00
85a9c4fcb3
Start working on strategy evaluation
2020-10-26 21:44:18 -04:00
d112dce5f5
Implement dyna-q to finish project 7
2020-10-19 08:56:24 -04:00
22022c3780
Update readme for project 7
2020-10-18 14:48:15 -04:00
d5aa22e9dd
Implement Q learner
2020-10-18 14:44:32 -04:00
f5e91eba0a
Add template for project 8
2020-10-15 16:46:50 -04:00
cefc6f7893
Add files for qlearning assignment
2020-10-15 16:44:21 -04:00
6a9e762012
Fix picture link in project 6 report
2020-10-15 13:11:40 -04:00
66ffe6d11b
Add figures to report to finish project 6
2020-10-15 13:09:57 -04:00
9464943f75
Implment remaining indicators and add figures
2020-10-15 13:05:46 -04:00
5ac3d46c1f
Implement SMA, price/SMA, and bollinger band
2020-10-13 20:46:56 -04:00
3e12fda047
Add figure
2020-10-13 19:50:43 -04:00
828160fc82
Add report links to main readme
2020-10-13 19:47:05 -04:00
7481b2d6cc
Document optimal strategy for project 6
2020-10-13 19:40:43 -04:00
f53f6a4d40
Implement theoretical optimal strategy and evaluate
2020-10-12 20:37:53 -04:00
61bc03e230
Change marketsim to support orders dataframe as input
2020-10-12 20:07:05 -04:00
5a24622410
Start to implement testPolicy
2020-10-12 17:38:20 -04:00
d66b350390
Create template for project 6
2020-10-10 10:00:05 -04:00
cb9ae77ddc
Finish project 5 marketsim successfully
2020-10-10 09:48:08 -04:00
cb72af1781
Implement marketsim without commission and impact
2020-10-09 10:39:17 -04:00
117d97b8e9
Parse orders and extract information (start/end date and symbols)
2020-10-08 21:28:12 -04:00
0429c497c7
Make zip naming consistent and start marketsim project
2020-10-08 20:24:49 -04:00
4e2a7a8e77
Add marketsim zip
2020-10-08 20:21:38 -04:00
d0c40f9af5
Finish project 4
2020-10-05 20:01:29 -04:00
381670705b
Change best for LinReg to return optimal data
2020-10-05 17:27:09 -04:00
a662e302db
Add my DT Learner to defeat_learners assignment
2020-10-05 12:49:58 -04:00
db537d7043
Start working on defeat learners assignment.
2020-09-27 16:22:16 -04:00
8ee47c9a1d
Finish report for project 3.
2020-09-26 10:52:05 -04:00
3ef06ccc96
Create charts for project 3 report.
2020-09-26 10:29:53 -04:00
bd19b4fb18
Resolve split_value issue in DTLearner and pass all tests.
2020-09-25 10:27:15 -04:00
7007bc7514
Fix DTLearner. The issue was that I took the lenght of the wrong tree (right instead of left) for the root. Also avoid code duplication via abstract tree learner class because why not.
2020-09-24 22:15:41 -04:00
3f2d2f4df3
Finish all learners, but they don't pass tests. I have to figure out why they perform so bad.
2020-09-24 17:32:29 -04:00
51b2c9ceb0
Finish first version of DTLearner. Needs testing.
2020-09-23 16:15:22 -04:00
f823029a50
Continue work on project 3.
2020-09-22 17:01:07 -04:00
9697add7a6
Start working on project assess learners.
2020-09-21 22:15:46 -04:00
927c5eb9de
Finish project 2.
2020-09-07 21:24:45 -04:00
a7e17c6059
Start with optimize something exercise. Also add a playground for testing candlestick plotting via mplfinance.
2020-08-28 22:36:43 -04:00
a11cc99a88
Fix mistake in previous solution and finish report for project 1.
2020-08-07 15:55:12 -04:00
27675adf59
Remove zips into subdirectory and test readme link to report.
2020-08-07 14:06:07 -04:00
63fe29e781
Finish project 1 coding.
2020-08-06 18:49:49 -04:00
f1443f7c57
Start with first project.
2020-08-05 20:10:38 -04:00
a5514d5775
Add readme and license.
2020-08-05 17:05:32 -04:00
