FIN Status Report 2017-3-6

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2017年3月9日 (四) 04:46Wangyang讨论 | 贡献的版本

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Yang Wang

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

do more test

Yuxin Zhang

Try to add convolutional layers to the ddpg model.
Use more suitable reward function.

Use Pyalgotrading to test the algorithm.
Start to develop algorithm for in-day market timing.

Yaodong Wang Deal with the database and learn pyalgotrade help do tests
Tongzheng Ren Implement the backtesting strategy for latest use.
Help refactoring part of the data process module.
Test the new strategy.