“FIN Status Report 2017-3-6”版本间的差异

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(3位用户的5个中间修订版本未显示)
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| Yang Wang||
 
| Yang Wang||
training with different stock set, which consist of 10 stocks belonging to 10 industries. <br>  
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train the model with different stock set, which consist of 10 stocks belonging to 10 industries. <br>  
digitize the asset and set it as reward, which make the training and the target more mathing<br>
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digitize the asset and set it as reward, which makes the training and the target more mathing<br>
clip gradients, which stabilizes the training<br>
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clip the gradients, which stabilizes the training<br>
random goal. Its impact remains to be seen<br>
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randomize the goal. Its impact remains to be seen<br>
  
 
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| Yuxin Zhang||  
 
| Yuxin Zhang||  
Try to add convolutional layers to the ddpg model.<br>
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Try to use Pyalgotrading to test the algorithm.<br>
Use more suitable reward function.
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Start to develop algorithm for in-day market timing.<br>
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Did more experiments of ddpg.
 
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Use Pyalgotrading to test the algorithm.<br>
+
Test the ddpg algorithm with stock selection algorithm.<br>
Start to develop algorithm for in-day market timing.
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Develop algorithm for in-day market timing.
 
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| Yaodong Wang|| Deal with the database and learn pyalgotrade  
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| Yaodong Wang|| Learn git, pyalgotrade ,CNN and other models
  
|| help do tests
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|| help do test
  
 
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| Tongzheng Ren|| Implement the backtesting strategy for latest use.<br> Help refactoring part of the data process module.
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| Tongzheng Ren|| Review code.
  
|| Test the new strategy.
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|| Help do test.
  
 
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2017年3月9日 (四) 04:50的最后版本

People Last Week This Week
Yang Wang

train the model with different stock set, which consist of 10 stocks belonging to 10 industries.
digitize the asset and set it as reward, which makes the training and the target more mathing
clip the gradients, which stabilizes the training
randomize the goal. Its impact remains to be seen

do more test

Yuxin Zhang

Try to use Pyalgotrading to test the algorithm.
Start to develop algorithm for in-day market timing.
Did more experiments of ddpg.

Test the ddpg algorithm with stock selection algorithm.
Develop algorithm for in-day market timing.

Yaodong Wang Learn git, pyalgotrade ,CNN and other models help do test
Tongzheng Ren Review code. Help do test.