https://github.com/dvampire/earnmore
https://github.com/dvampire/earnmore
Last synced: 8 months ago
JSON representation
- Host: GitHub
- URL: https://github.com/dvampire/earnmore
- Owner: DVampire
- License: mit
- Created: 2024-02-12T16:32:30.000Z (about 2 years ago)
- Default Branch: main
- Last Pushed: 2024-02-27T06:05:26.000Z (about 2 years ago)
- Last Synced: 2025-05-28T11:19:05.496Z (10 months ago)
- Language: Python
- Size: 7.7 MB
- Stars: 57
- Watchers: 1
- Forks: 18
- Open Issues: 7
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
README
# EarnMore
```
conda install pytorch==1.13.0 torchvision==0.14.0 torchaudio==0.13.0 pytorch-cuda=11.7 -c pytorch -c nvidia
git clone https://github.com/microsoft/qlib.git && cd qlib
python setup.py install
cd ..
pip install -r requirements.txt
```
# RUN
```
1. make scripts
sh tools/pipeline_mask_sac_dj30_example.sh
2. make pipeline
python tools/pipeline.py
3. run pipeline
sh tools/pipeline.sh
```
# References
ElegantRL: https://github.com/AI4Finance-Foundation/ElegantRL
RL-Adventure: https://github.com/higgsfield/RL-Adventure
Qlib: https://github.com/microsoft/qlib
# Citing EarnMore
```bibtex
@inproceedings{zhang2024reinforcement,
title={Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools},
author={Wentao Zhang and Yilei Zhao and Shuo Sun and Jie Ying and Yonggang Xie and Zitao Song and Xinrun Wang and Bo An},
booktitle={The Web Conference 2024},
year={2024},
}
```