AutoTradingSystem

Trial project for deep learning trading model with ChatGPT-4

This project is an automatic trading system based on a Transformer and Reinforcement Learning hybrid model.

Setup

1. Install the required packages: pip install -r requirements.txt
2. Run the main script: python src/main.py

Structure

my_project/
│
├── data/
│ ├── raw/ # Raw data goes here
│ └── processed/ # Processed data goes here
│
├── notebooks/ # Jupyter notebooks for exploratory analysis and prototyping
│ ├── data_exploration.ipynb
│ ├── data_preprocessing.ipynb
│ ├── model_prototyping.ipynb
│ ├── model_training.ipynb
│ ├── hyperparameter_tuning.ipynb
│ └── model_evaluation.ipynb
│
├── src/
│ ├── agents/ # Agents module for HuggingFace's Transformers
│ │ ├── __init__.py
│ │ └── agent_example.py # An example of a Transformer Agent
│ │
│ ├── data/ # Data handling module
│ │ ├── __init__.py
│ │ ├── data_collection.py # Data collection scripts
│ │ └── data_preprocessing.py # Data preprocessing scripts
│ │
│ ├── models/ # Models module
│ │ ├── __init__.py
│ │ ├── transformer_model.py # Transformer model script
│ │ ├── rl_model.py # RL model script
│ │ └── trading_model.py # Trading model script
│ │
│ ├── training/ # Training module
│ │ ├── __init__.py
│ │ └── train.py # Training scripts
│ │
│ ├── evaluation/ # Evaluation module
│ │ ├── __init__.py
│ │ └── evaluate.py # Evaluation scripts
│ │
│ ├── utils/ # Utility module
│ │ ├── __init__.py
│ │ ├── utils.py # Utility scripts (including seeding function)
│ │ └── metrics.py # Metrics computation scripts
│ │
│ └── main.py # Main script to run the model
│
├── config/ # Configuration files
│ ├── transformer.json
│ ├── rl.json
│ └── training.json
│
├── tests/ # Test module
│ ├── __init__.py
│ ├── test_data.py # Tests for data collection and preprocessing
│ ├── test_models.py # Tests for model creation
│ ├── test_training.py # Tests for model training
│ ├── test_evaluation.py # Tests for model evaluation
│ └── test_utils.py # Tests for utility functions
│
├── .gitignore # Specifies which files should be ignored by Git
├── README.md # Project description and instructions
└── requirements.txt # List of Python dependencies