FIN Status Report 2017-3-6

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2017年3月9日 (四) 04:47Wangyd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 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 Implement the backtesting strategy for latest use.
Help refactoring part of the data process module.
Test the new strategy.