OpenAI Gym Environment for Low-Latency Trading
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Delta reward instead of cumulative reward
b4bb01d
Update default hyper-parameters
003c034
Update README
1c1551c
Update prerequisites
6e1361c
Progress bars + Separate trainVal, test funcs
08d443d
Measure action deltas relative to mid price
4fef6ab
Fix logging. Change defaults
a96670d
Add env reset upon trading end
9a5e6ae
Example of training RL agents
a6f77ef
Install nbstripout
82d1ba2
Separate init to load specific key. Step count for finishing episode
aba2409
Approximate action_space grid
123a56f
Fix trading_start in TradingEnv
df98fe4
Add TradingEnv. Still messy
e2f9568
Fix deal matching engine
aee34ad