algostrats

algostrats is a package containing various utilities for training agents on financial data. data is imported via the Yahoo finance utility (yfinance) chosen from a user-provided list each day k stocks having greatest intraday gap are chosen from this list and tracked

strategies are coded as agents operating in a custom AI agent architecture wherein world supplied prices and technical indicators to the agent that needs to respond with an action of buy, sell or do nothing, as well as stop-loss and target-profit percentages

once a position is taken a reward is returned to the agent once a stop or target has been reached or the day ends.

included are RL agents and meta-RL agents that operated within the above archicture and train using the stable baselines 3 library

documentation is available at https://algostrats.readthedocs.io/

Name		Name	Last commit message	Last commit date
Latest commit History 35 Commits
docs		docs
metaLearning		metaLearning
saved_models		saved_models
.DS_Store		.DS_Store
.readthedocs.yaml		.readthedocs.yaml
README.md		README.md
aiagentbase.ipynb		aiagentbase.ipynb
aistrats_dev.ipynb		aistrats_dev.ipynb
backtest.ipynb		backtest.ipynb
capvol100.csv		capvol100.csv
capvolcomplement.csv		capvolcomplement.csv
capvolfiltered.csv		capvolfiltered.csv
config_strats.csv		config_strats.csv
datagen_discrete_ML.ipynb		datagen_discrete_ML.ipynb
dsutils_algofin.ipynb		dsutils_algofin.ipynb
featfuncs.ipynb		featfuncs.ipynb
features.ipynb		features.ipynb
feed_env.ipynb		feed_env.ipynb
feeds.ipynb		feeds.ipynb
fuzzy.ipynb		fuzzy.ipynb
fuzzyrules.ipynb		fuzzyrules.ipynb
fuzzystrats.ipynb		fuzzystrats.ipynb
genfuncs.ipynb		genfuncs.ipynb
india_calendar.ipynb		india_calendar.ipynb
labelfuncs.ipynb		labelfuncs.ipynb
mkdocs.yml		mkdocs.yml
mlstrats.ipynb		mlstrats.ipynb
mlstrats_dev.ipynb		mlstrats_dev.ipynb
models.ipynb		models.ipynb
nnets		nnets
optimal_labeling.ipynb		optimal_labeling.ipynb
pulp_jobs.ipynb		pulp_jobs.ipynb
remstrat.ipynb		remstrat.ipynb
requirements.txt		requirements.txt
rlagents.ipynb		rlagents.ipynb
rlagents_test.ipynb		rlagents_test.ipynb
rlagents_train.ipynb		rlagents_train.ipynb
rlagents_train.py		rlagents_train.py
rlagents_train.sh		rlagents_train.sh
ruleagents.ipynb		ruleagents.ipynb
ruleagents_dev.ipynb		ruleagents_dev.ipynb
rulestrats.ipynb		rulestrats.ipynb
rulestrats_dev.ipynb		rulestrats_dev.ipynb
scanner.ipynb		scanner.ipynb
synfeed.ipynb		synfeed.ipynb
teststrategy.ipynb		teststrategy.ipynb
trained_strats.csv		trained_strats.csv
utils.ipynb		utils.ipynb
validation.ipynb		validation.ipynb

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