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Learning to trade under the reinforcement learning framework

License: Apache License 2.0

CSS 0.17% Jupyter Notebook 90.10% TeX 2.51% Python 7.23%
machine-learning trade reinforcement-learning agent-based-modeling

qlearning_trading's Issues

Bug: Learning_trade.ipynb Please Help

I have not changed any of the files and Running the example fails for me when I run:

import qtrader.eda as eda; reload(eda);
df_last_pnl = eda.plot_cents_changed(archive, archive2)

program crashes in plot_cents_changed(archive, archive2) with error message:

424     # filer data

--> 425 na_hour = np.array([x.hour*60 + x.minute for x in quotes.index])
426 quotes = quotes[(na_hour >= (10 * 60 + 30)) & (na_hour <= (16 * 60 + 30))]
427 na_days = np.array([x.day for x in quotes.index])

AttributeError: 'tuple' object has no attribute 'hour'

Question

Hi Caio,

Did you try to put this algo in production?

Best,
Thiago

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