Updated README.md
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README.md
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README.md
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# AutoTradingSystem
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This project is an automatic trading system based on a Transformer and Reinforcement Learning hybrid model. It is built using HuggingFace's Transformers library and ChatGPT-4.
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Trial project for deep learning trading model with ChatGPT-4
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This project is an automatic trading system based on a Transformer and Reinforcement Learning hybrid model.
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## Setup
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1. Install the required packages: `pip install -r requirements.txt`
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1. Install the required packages: `pip install -r requirements.txt`
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2. Run the main script: `python src/main.py`
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## Structure
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my_project/<br />
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│<br />
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├── data/<br />
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│ ├── raw/ # Raw data goes here<br />
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│ └── processed/ # Processed data goes here<br />
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│<br />
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├── notebooks/ # Jupyter notebooks for exploratory analysis and prototyping<br />
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│ ├── data_exploration.ipynb # Notebook for exploring the data<br />
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│ ├── data_preprocessing.ipynb # Notebook for preprocessing the data<br />
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│ ├── model_prototyping.ipynb # Notebook for prototyping models<br />
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│ ├── model_training.ipynb # Notebook for training models<br />
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│ ├── model_evaluation.ipynb # Notebook for evaluating models<br />
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│ └── hyperparameter_tuning.ipynb # Notebook for tuning hyperparameters<br />
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│<br />
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├── src/<br />
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│ ├── agents/ # Agents module for HuggingFace's Transformers<br />
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│ │ ├── init.py<br />
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│ │ └── agent_example.py # An example of a Transformer Agent<br />
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│ │<br />
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│ ├── data/ # Data handling module<br />
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│ │ ├── init.py<br />
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│ │ ├── data_collection.py # Data collection scripts<br />
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│ │ └── data_preprocessing.py # Data preprocessing scripts<br />
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│ │<br />
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│ ├── models/ # Models module<br />
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│ │ ├── init.py<br />
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│ │ ├── transformer_model.py # Transformer model script<br />
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│ │ ├── rl_model.py # RL model script<br />
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│ │ └── trading_model.py # Trading model script<br />
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│ │<br />
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│ ├── training/ # Training module<br />
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│ │ ├── init.py<br />
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│ │ └── train.py # Training scripts<br />
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│ │<br />
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│ ├── evaluation/ # Evaluation module<br />
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│ │ ├── init.py<br />
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│ │ └── evaluate.py # Evaluation scripts<br />
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│ │<br />
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│ ├── utils/ # Utility module<br />
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│ │ ├── init.py<br />
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│ │ ├── utils.py # Utility scripts (including seeding function)<br />
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│ │ └── metrics.py # Metrics computation scripts<br />
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│ │<br />
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│ └── main.py # Main script to run the model<br />
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│<br />
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├── config/ # Configuration files<br />
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│ ├── transformer.json<br />
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│ ├── rl.json<br />
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│ └── training.json<br />
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│<br />
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├── tests/ # Test module<br />
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│ ├── init.py<br />
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│ ├── test_data.py # Tests for data collection and preprocessing<br />
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│ ├── test_models.py # Tests for model creation<br />
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│ ├── test_training.py # Tests for model training<br />
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│ ├── test_evaluation.py # Tests for model evaluation<br />
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│ └── test_utils.py # Tests for utility functions<br />
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│<br />
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├── .gitignore # Specifies which files should be ignored by Git<br />
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├── README.md # Project description and instructions<br />
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└── requirements.txt # List of Python dependencies<br />
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my_project/
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│
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├── data/
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│ ├── raw/ # Raw data goes here
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│ └── processed/ # Processed data goes here
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│
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├── notebooks/ # Jupyter notebooks for exploratory analysis and prototyping
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│ ├── data_exploration.ipynb
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│ ├── data_preprocessing.ipynb
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│ ├── model_prototyping.ipynb
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│ ├── model_training.ipynb
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│ ├── hyperparameter_tuning.ipynb
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│ └── model_evaluation.ipynb
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│
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├── src/
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│ ├── agents/ # Agents module for HuggingFace's Transformers
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│ │ ├── \_\_init\_\_.py
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│ │ └── agent_example.py # An example of a Transformer Agent
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│ │
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│ ├── data/ # Data handling module
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│ │ ├── \_\_init\_\_.py
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│ │ ├── data_collection.py # Data collection scripts
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│ │ └── data_preprocessing.py # Data preprocessing scripts
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│ │
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│ ├── models/ # Models module
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│ │ ├── \_\_init\_\_.py
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│ │ ├── transformer_model.py # Transformer model script
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│ │ ├── rl_model.py # RL model script
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│ │ └── trading_model.py # Trading model script
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│ │
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│ ├── training/ # Training module
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│ │ ├── \_\_init\_\_.py
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│ │ └── train.py # Training scripts
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│ │
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│ ├── evaluation/ # Evaluation module
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│ │ ├── \_\_init\_\_.py
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│ │ └── evaluate.py # Evaluation scripts
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│ │
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│ ├── utils/ # Utility module
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│ │ ├── \_\_init\_\_.py
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│ │ ├── utils.py # Utility scripts (including seeding function)
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│ │ └── metrics.py # Metrics computation scripts
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│ │
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│ └── main.py # Main script to run the model
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│
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├── config/ # Configuration files
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│ ├── transformer.json
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│ ├── rl.json
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│ └── training.json
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│
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├── tests/ # Test module
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│ ├── \_\_init\_\_.py
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│ ├── test_data.py # Tests for data collection and preprocessing
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│ ├── test_models.py # Tests for model creation
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│ ├── test_training.py # Tests for model training
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│ ├── test_evaluation.py # Tests for model evaluation
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│ └── test_utils.py # Tests for utility functions
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│
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├── .gitignore # Specifies which files should be ignored by Git
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├── README.md # Project description and instructions
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└── requirements.txt # List of Python dependencies
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