Felix Martin
e577ce34d2
Add support for trading view data
2021-06-20 15:04:30 -04:00
Felix Martin
71f9b58803
Add util because I cannot remember why I would ignore it
2021-06-19 09:47:35 -04:00
Felix Martin
0af5a9885d
Add project 8 report to readme
2020-11-10 12:41:50 -05:00
Felix Martin
063d9a75ae
Finish project 8 and course!
2020-11-10 12:33:42 -05:00
Felix Martin
6e1f70bcba
Improve QLearner so that commission is considered
2020-11-10 11:01:21 -05:00
Felix Martin
761a0366e4
Finish first version of Q trader
2020-11-09 15:07:52 -05:00
Felix Martin
169dd8278d
Implement binning and state calculation
2020-11-07 12:39:37 -05:00
Felix Martin
889bcf68ca
Finish experiment 1 and start with Q trader
2020-11-05 14:34:48 -05:00
Felix Martin
5fbbc26929
Update StrategyLearner to pass tests
2020-11-04 17:32:02 -05:00
Felix Martin
10d87aefd3
Add tree learners to strategy evaluation directory
2020-11-04 15:15:24 -05:00
Felix Martin
05db89e8c2
Implement first version of strategy learner
...
This version does not pass the automatic test.
2020-11-04 15:14:27 -05:00
Felix Martin
c40ffcf84b
Show both MACD and indicator strat on figure
...
Prepare for strategy learner.
2020-11-04 09:23:42 -05:00
Felix Martin
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
Felix Martin
43e297c075
Change indicators to return their results and work on three indicator strat
2020-11-02 09:10:01 -05:00
Felix Martin
4679910374
Implement first version of manual strategy
2020-10-27 19:57:46 -04:00
Felix Martin
1798e9569e
Make marketsim support buying and selling via sign of shares
2020-10-27 19:53:55 -04:00
Felix Martin
85a9c4fcb3
Start working on strategy evaluation
2020-10-26 21:44:18 -04:00
Felix Martin
d112dce5f5
Implement dyna-q to finish project 7
2020-10-19 08:56:24 -04:00
Felix Martin
22022c3780
Update readme for project 7
2020-10-18 14:48:15 -04:00
Felix Martin
d5aa22e9dd
Implement Q learner
2020-10-18 14:44:32 -04:00
Felix Martin
f5e91eba0a
Add template for project 8
2020-10-15 16:46:50 -04:00
Felix Martin
cefc6f7893
Add files for qlearning assignment
2020-10-15 16:44:21 -04:00
Felix Martin
6a9e762012
Fix picture link in project 6 report
2020-10-15 13:11:40 -04:00
Felix Martin
66ffe6d11b
Add figures to report to finish project 6
2020-10-15 13:09:57 -04:00
Felix Martin
9464943f75
Implment remaining indicators and add figures
2020-10-15 13:05:46 -04:00
Felix Martin
5ac3d46c1f
Implement SMA, price/SMA, and bollinger band
2020-10-13 20:46:56 -04:00
Felix Martin
3e12fda047
Add figure
2020-10-13 19:50:43 -04:00
Felix Martin
828160fc82
Add report links to main readme
2020-10-13 19:47:05 -04:00
Felix Martin
7481b2d6cc
Document optimal strategy for project 6
2020-10-13 19:40:43 -04:00
Felix Martin
f53f6a4d40
Implement theoretical optimal strategy and evaluate
2020-10-12 20:37:53 -04:00
Felix Martin
61bc03e230
Change marketsim to support orders dataframe as input
2020-10-12 20:07:05 -04:00
Felix Martin
5a24622410
Start to implement testPolicy
2020-10-12 17:38:20 -04:00
Felix Martin
d66b350390
Create template for project 6
2020-10-10 10:00:05 -04:00
Felix Martin
cb9ae77ddc
Finish project 5 marketsim successfully
2020-10-10 09:48:08 -04:00
Felix Martin
cb72af1781
Implement marketsim without commission and impact
2020-10-09 10:39:17 -04:00
Felix Martin
117d97b8e9
Parse orders and extract information (start/end date and symbols)
2020-10-08 21:28:12 -04:00
Felix Martin
0429c497c7
Make zip naming consistent and start marketsim project
2020-10-08 20:24:49 -04:00
Felix Martin
4e2a7a8e77
Add marketsim zip
2020-10-08 20:21:38 -04:00
Felix Martin
d0c40f9af5
Finish project 4
2020-10-05 20:01:29 -04:00
Felix Martin
381670705b
Change best for LinReg to return optimal data
2020-10-05 17:27:09 -04:00
Felix Martin
a662e302db
Add my DT Learner to defeat_learners assignment
2020-10-05 12:49:58 -04:00
Felix Martin
db537d7043
Start working on defeat learners assignment.
2020-09-27 16:22:16 -04:00
Felix Martin
8ee47c9a1d
Finish report for project 3.
2020-09-26 10:52:05 -04:00
Felix Martin
3ef06ccc96
Create charts for project 3 report.
2020-09-26 10:29:53 -04:00
Felix Martin
bd19b4fb18
Resolve split_value issue in DTLearner and pass all tests.
2020-09-25 10:27:15 -04:00
Felix Martin
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
Felix Martin
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
Felix Martin
51b2c9ceb0
Finish first version of DTLearner. Needs testing.
2020-09-23 16:15:22 -04:00
Felix Martin
f823029a50
Continue work on project 3.
2020-09-22 17:01:07 -04:00
Felix Martin
9697add7a6
Start working on project assess learners.
2020-09-21 22:15:46 -04:00
Felix Martin