half_tael_DQN v4.5: Refactor to work with Anita_v2.0 + Proper documentation.

Acknowledgment

Henry Z. (@choh )

Technical Updates:

• ✨ Supported feature to generate dynamic action_list in FX_env.py base on input account currencies (self.TI_train.all_currency_list).
• ✨ Developed ./Anita — a.k.a. anita_v2.0 — to influent the model reward according to persona-driven adjustment (demonstrative, only one placeholder Anita_Trait method is implemented).
• ♻️ Refactored half_tael_4.0 to work with anita_v2.0.
• 🐛 Bugfix on crashing when output dir does not exist (in model_interface.py for tensorboard_logs and trade_logs, in oanda_interface.py for raw_data CSV files, and in trade_interface.py for arena_data CSV files.
• 🐛 Bugfix on crashing during pd.concat in trade_interface.py when raw_data DataFrame has duplicated index (now dropped).

Chore:

• 🐛 📚 Fixed incorrect Run instruction in README.md.
• 🔨 📚 Updated README.md to add info regarding anita_v2.0 and Graphen.ai.
• 🔨 🔰 📚 Update CONTRIBUTING.md to untracked future changes to oanda_config.py
• 🔨 🔰 📚 Update User Manual for trade_interface.py to add documentation regarding CSV output flags.
• ✨ 🔰 📚 Added User Manual for anita_interface.py.

half_tael_DQN v4.0: DQN_v3.0 with improved cohesion, textual output, and documentation

Acknowledgment

Henry Z. (@choh )

Technical Updates:

• ✨ Support textual trade_log output.
• ♻️ Refactor train_interface.py into multiple files for higher cohesion, check #21 for details.

Chore:

• 📡 📚 Draft a relatively proper README.md.
• 🔨 🔰 📚 Update CONTRIBUTING.md for pin, pull request, and checkout comment.

half_tael_DQN v3.0: Virtual Trading Platform with DQN v3.0

Acknowledgment

Henry Z. (@choh )

Technical Updates:

• ♻️ Refactor DQN_v2.5 to work with half_tael_v2.0.
  • Runnable with any amount of currencies and _n_features setting with all parameters universalized.
    • although the strides are defined rather arbitrarily — tuning required.
  • Stored as DQN_v3.0.
• 🐛 Bugfix on cost converges unreasonable fast and smooth.
• ✨ Add freedom to not export arena/raw CSV file(s) in the Virtual Trading Platform.

Chore:

• 📡 🔰 📚 Add CC BY-NC as LICENSE.md, checkout #25 for more details.
• 🚚 Moved pervious DQN models into legacy_DQN folder.
• 🗑️ Removed historical CSV files in raw_data folder.

half_tale_DQN v2.0: Virtual Trading Platform with DQN v1.0 + DQN v2.5

Acknowledgment

Henry Z.

• ♻️ Refactored DQN_v1.0 (a.k.a trial_DQN) to work with half_tael_v1.0.
  • Runnable on any two currencies with almost all parameters universalized.
  • Stored as DQN_v2.0.
• 🐛 🔨 Debugged and partially adjusted the CNN + DQN model which supports multiple (>2) currencies based on Steven X.'s design (ef6e716).
  • Presented a runnable demo, although only on a specific dummy data set.
  • Main works presented as f7259b3. Stored as DQN_v2.5.
  • Cost converges unreasonable fast and smooth, potentially overfit, need investigation.

Steven X.

• ✨ Research and redesigned DQN_v1.0 as DQN_v2.5 to support multiple (>2) currencies using a CNN + DQN structure.
  • Responsible for the main design of the CNN + DQN structure.
  • Designed to run on a specific dummy data set, need debug.
  • Works presented as ef6e716.

half_tale_DQN v1.0: Virtual Trading Platform + Trial DQN

Acknowledgment

Henry Z.

• ✨ Built a set of methods to interact with OANDA API.
• ✨ Designed a virtual trading interface/platform to register all possible trading behaviors among multiple currencies.
  • 🔒 🔰 Custom exception handling implemented and user manual written.

Steven X.

• ✨ Designed a trial model with pure DQN implemented between two currencies.
  • Runnable on a specific dummy data, proven that environment is working.