fintech

🐛 Bug Description

The current usage of lightGBM API is deprecated.

  /home/xiaoyang/miniconda3/envs/kaggle/lib/python3.7/site-packages/lightgbm/engine.py:177: UserWarning: Found `n_estimators` in params. Will use it

Following the tutorial from FinRL_HP_Tuning_Trade_Performance_with_Optuna_AI4F.ipynb, I wanted to optimize an agent against the forex environment instead of the env_stocktrading provided in the example.

So I added functions like save_asset_memory and save_action_memory and other class variables so that DRLAgent.DRL_prediction() can function properly with this new environment. Full edi

Fallible
Fidesa
Flexport
ForUsAll

ACH Version: v1.6.3

The achcli utility does not currently support ach files with IAT batches and ADV entries (and possibly other items). We should add support to print these items out to stdout.

A great repo and paper: https://github.com/golsun/deep-RL-trading

This could be useful for FinRL maybe as helper / environment function. Training first on rather simple idealized synthetic prices before feeding real data might be beneficial to learn the agent the "basics". Also it's great for testing.

• Sine wave
• Trend curves
• Random walk