Order Book Trading Gym
In order to make use of the Order Book Data Aggregator in Reinforcement Learning an gym environment is necessary. Inspired by other environments I created Order Book Trading Gym.
The trading environment includes parameters for tuning which enable the user to train Deep Neural networks to optimize a policy for maximum profit.
Key features
- Load data from time series database.
- Several configurable parameters such as tick interval, depth (Number of orderbook levels) and many more.
- Cache
Tech Stack:
- Python
- Pandas
- Numpy
- Order Book Data Aggregator