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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