This is my personal project for Northwestern School of Professional Studies Masters of Data Science's 434 Analytics Application Engineering.
It is a reinforcement learning algorithm based on an implementation OpenAi gym for forex training. It is deployed as a flask app backend with a simple bootstrapped frontend managed via CircleCI and deployed on Google Cloud Platform's AppEngine.
Run locally simply by running from the app/ dir:
pip3 install -r requirements.txt
python3 main.py
Then navigate to your local host as directed by flask
####Model Parameters:
-
currency pair: Trading pair that will be used
- EUR/USD
- USD/JPY
- GBP/USD
- AUD/USD
- NZD/USD
- GBP/JPY
- EUR/GBP
- EUR/CAD
- EUR/SEK
- EUR/CHF
- EUR/HUF
- EUR/JPY
- USD/CNY
- USD/HKD
- USD/SGD
- USD/INR
- USD/MXN
- USD/PHP
- USD/IDR
- USD/THB
- USD/MYR
- USD/ZAR
- USD/RUB
-
period:
- 1d
- 5d
- 1mo
- 3mo
- 6mo
- 1y
- 2y
- 5y
- 10y
- ytd
- max