Duplicate from AdityaaXD/Multi-Agent_Reinforcement_Learning_Trading_System_Models
Browse files- .gitattributes +35 -0
- README.md +80 -0
- a2c_AAPL.zip +3 -0
- a2c_GOOGL.zip +3 -0
- a2c_MSFT.zip +3 -0
- dqn_AAPL.zip +3 -0
- dqn_GOOGL.zip +3 -0
- dqn_MSFT.zip +3 -0
- ppo_AAPL.zip +3 -0
- ppo_GOOGL.zip +3 -0
- ppo_MSFT.zip +3 -0
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README.md
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---
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library_name: stable-baselines3
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tags:
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- reinforcement-learning
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- finance
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- stock-trading
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- deep-reinforcement-learning
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- dqn
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- ppo
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- a2c
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model-index:
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- name: RL-Trading-Agents
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results:
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- task:
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type: reinforcement-learning
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name: Stock Trading
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metrics:
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- type: sharpe_ratio
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value: Variable
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- type: total_return
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value: Variable
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---
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# 🤖 Multi-Agent Reinforcement Learning Trading System
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This repository contains trained Deep Reinforcement Learning agents for automated stock trading. The agents were trained using `stable-baselines3` on a custom OpenAI Gym environment simulating the US Stock Market (AAPL, MSFT, GOOGL).
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## 🧠 Models
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The following algorithms were used:
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1. **DQN (Deep Q-Network)**: Off-policy RL algorithm suitable for discrete action spaces.
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2. **PPO (Proximal Policy Optimization)**: On-policy gradient method known for stability.
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3. **A2C (Advantage Actor-Critic)**: Synchronous deterministic policy gradient method.
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4. **Ensemble**: A meta-voter that takes the majority decision from the above three.
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## 🏋️ Training Data
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The models were trained on technical indicators derived from historical daily price data (2018-2024):
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* **Returns**: Daily percentage change.
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* **RSI (14)**: Relative Strength Index.
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* **MACD**: Moving Average Convergence Divergence.
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* **Bollinger Bands**: Volatility measure.
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* **Volume Ratio**: Relative volume intensity.
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* **Market Regime**: Bull/Bear trend classification.
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## 🔗 Related Data
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* **Dataset Repository**: [AdityaaXD/Multi-Agent_Reinforcement_Learning_Trading_System_Data](https://huggingface.co/AdityaaXD/Multi-Agent_Reinforcement_Learning_Trading_System_Data)
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* **GitHub Repository**: [ADITYA-tp01/Multi-Agent-Reinforcement-Learning-Trading-System-Data](https://github.com/ADITYA-tp01/Multi-Agent-Reinforcement-Learning-Trading-System-Data)
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## 🎮 Environment (`TradingEnv`)
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* **Action Space**: Discrete(3) - `0: HOLD`, `1: BUY`, `2: SELL`.
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* **Observation Space**: Box(10,) - Normalized technical features + portfolio state.
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* **Reward**: Profit & Loss (PnL) minus transaction costs and drawdown penalties.
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## 🚀 Usage
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```python
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import gymnasium as gym
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from stable_baselines3 import PPO
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# Load the environment (custom wrapper required)
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# env = TradingEnv(df)
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# Load model
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model = PPO.load("ppo_AAPL.zip")
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# Predict
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action, _ = model.predict(obs, deterministic=True)
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```
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## 📈 Performance
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Performance varies by ticker and market condition. See the generated `results/` CSVs for detailed Sharpe Ratios and Max Drawdown stats per agent.
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## 🛠️ Credits
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Developed by **Adityaraj Suman** as part of the Multi-Agent RL Trading System project.
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a2c_GOOGL.zip
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ppo_AAPL.zip
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ppo_MSFT.zip
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