AutoTradingSystem

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.

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 # Notebook for exploring the data │ ├── data_preprocessing.ipynb # Notebook for preprocessing the data │ ├── model_prototyping.ipynb # Notebook for prototyping models │ ├── model_training.ipynb # Notebook for training models │ ├── model_evaluation.ipynb # Notebook for evaluating models │ └── hyperparameter_tuning.ipynb # Notebook for tuning hyperparameters │ ├── 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