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