5-ppo2-ml-appl

PPO2 and MLP trading AAPL stock

• StockTradingEnv.py: A trading environment
• data/AAPL.csv: AAPL stock price data for 1998-2018

Run

Open the Jupyter Notebook

Dependencies

You need to install Stable Baselines:

brew install cmake openmpi
pip3 install stable-baselines[mpi]

Issues

• Is the model even tested in this example?
• Surely the stock price split breaks something here

Sources

• https://medium.com/@adamjking3/creating-a-custom-openai-gym-environment-for-stock-trading-be532be3910e
• https://github.com/notadamking/Stock-Trading-Environment