auto-trading/README.md

# 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.

Trial project for deep learning trading model with ChatGPT-4

## Setup

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

## Structure

trading-system/
│
├── data/
│   ├── raw/           # Raw data files
│   └── processed/     # Processed data files
│
├── models/            # Trained models and model checkpoints
│
├── logs/              # Training logs, evaluation results, etc.
│
├── notebooks/         # Jupyter notebooks
│   ├── data_exploration.ipynb
│   ├── model_training.ipynb
│   ├── model_evaluation.ipynb
│   └── demo.ipynb
│
├── src/
│   ├── data/          # Data-related modules
│   │   ├── __init__.py
│   │   ├── data_collection.py
│   │   └── data_preprocessing.py
│   │
│   ├── models/        # Model-related modules
│   │   ├── __init__.py
│   │   ├── transformer_model.py
│   │   ├── rl_model.py
│   │   └── trading_agent.py
│   │
│   ├── training/      # Training-related modules
│   │   ├── __init__.py
│   │   └── train.py
│   │
│   ├── evaluation/    # Evaluation-related modules
│   │   ├── __init__.py
│   │   └── evaluate.py
│   │
│   ├── utils/         # Utility modules
│   │   ├── __init__.py
│   │   ├── metrics.py
│   │   └── utils.py
│   │
│   └── main.py        # Main entry point for the project
│
├── tests/             # Test-related modules
│   ├── __init__.py
│   ├── test_data_collection.py
│   ├── test_data_preprocessing.py
│   ├── test_transformer_model.py
│   ├── test_rl_model.py
│   ├── test_trading_model.py
│   └── test_metrics.py
│
├── requirements.txt   # Required Python packages
│
└── README.md          # Project documentation