deep-rl-trading

Basic portfolio optimization and trading using Deep Reinforcement Learning

This was my final project for CS 285: Deep Reinforcement Learning at UC Berkeley, taken in Fall 2019. My final report is included as a pdf.

Example usage for scripts

Split historical data into train / test files:

python preprocess_daily_ohlc.py ../../../data/daily-us-stocks-etfs/Stocks/aapl.us.txt ../historical_data -s 0.9