This folder has three subfolders:
- applications: trading tasks,
- agents: DRL algorithms, from ElegantRL, RLlib, or Stable Baselines 3 (SB3). Users can plug in any DRL lib and play.
- meta: market environments, we merge the stable ones from the active FinRL-Meta repo.
Then, we employ a train-test-trade pipeline by three files: train.py, test.py, and trade.py.
FinRL
βββ finrl (this folder)
β βββ applications
β βββ cryptocurrency_trading
β βββ high_frequency_trading
β βββ portfolio_allocation
β βββ stock_trading
β βββ agents
β βββ elegantrl
β βββ rllib
β βββ stablebaseline3
β βββ meta
β βββ data_processors
β βββ env_cryptocurrency_trading
β βββ env_portfolio_allocation
β βββ env_stock_trading
β βββ preprocessor
β βββ data_processor.py
β βββ finrl_meta_config.py
β βββ config.py
β βββ config_tickers.py
β βββ main.py
β βββ train.py
β βββ test.py
β βββ trade.py
β βββ plot.py