EarnMore

conda install pytorch==1.13.0 torchvision==0.14.0 torchaudio==0.13.0 pytorch-cuda=11.7 -c pytorch -c nvidia
git clone https://github.com/microsoft/qlib.git && cd qlib
python setup.py install
cd ..
pip install -r requirements.txt

RUN

1. make scripts
sh tools/pipeline_mask_sac_dj30_example.sh

2. make pipeline
python tools/pipeline.py

3. run pipeline
sh tools/pipeline.sh

References

ElegantRL: https://github.com/AI4Finance-Foundation/ElegantRL

RL-Adventure: https://github.com/higgsfield/RL-Adventure

Qlib: https://github.com/microsoft/qlib

Citing EarnMore

@inproceedings{zhang2024reinforcement,
    title={Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools}, 
    author={Wentao Zhang and Yilei Zhao and Shuo Sun and Jie Ying and Yonggang Xie and Zitao Song and Xinrun Wang and Bo An},
    booktitle={The Web Conference 2024},
    year={2024},
}