Part VII. Reinforcement Learning. Trading Environment.
This is the part VII of the Deep Learning Trading Strategy from the beginning to the production series.
In this video we are going to have a look at the trading environment for reinforcement learning agent.
Trading Environment will be used together with TF-Agent, and the simplest way to do it is create a python environment, that implements py_environment.PyEnvironment interface.
Here we create a very simple test environment just to understand the main principles of environment for reinforcement learning agent.
00:20 Introduction.
01:01 Definition of an observation state of our environment.
01:58 Actions definitions
02:31 Reward definitions
03:08 Environment implementation
05:41 Environment validation
06:11 Validation
Previous video of the series: • Part VI. Reinforcement Learning. Deep Lear...
TF-Agent Environment tutorial: https://www.tensorflow.org/agents/tut...
Git-Hub code from the video: https://github.com/CloseToAlgoTrading...