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RL Model
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Reinforcement Learning trading model on custom dataset using gym anytrading environment
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dptrup69 committed May 19, 2024
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983 changes: 983 additions & 0 deletions RL Model/RL Trading.ipynb

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252 changes: 252 additions & 0 deletions RL Model/gmedata.csv
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Date,Open,High,Low,Close,Volume
03/12/2021,"275.00","295.50","262.27","264.50","25,845,900"
03/11/2021,"241.64","281.50","232.60","260.00","28,312,490"
03/10/2021,"269.43","348.50","172.00","265.00","71,570,570"
03/09/2021,"217.71","249.85","208.51","246.90","39,099,328"
03/08/2021,"154.89","210.87","146.10","194.50","63,565,621"
03/05/2021,"128.17","151.53","127.50","137.74","30,733,670"
03/04/2021,"125.00","147.87","115.30","132.35","32,606,891"
03/03/2021,"122.51","127.75","113.12","124.18","19,273,881"
03/02/2021,"116.93","133.20","112.20","118.18","33,783,039"
03/01/2021,"104.54","133.99","99.97","120.40","49,793,969"
02/26/2021,"117.46","142.90","86.00","101.74","92,194,148"
02/25/2021,"169.56","184.68","101.00","108.73","150,308,797"
02/24/2021,"44.70","91.71","44.70","91.71","83,111,742"
02/23/2021,"44.97","46.23","40.00","44.97","7,565,215"
02/22/2021,"46.69","48.51","42.40","46.00","19,476,020"
02/19/2021,"41.28","43.89","38.50","40.59","14,828,240"
02/18/2021,"48.49","48.87","40.65","40.69","23,990,561"
02/17/2021,"49.77","51.19","44.56","45.94","9,260,795"
02/16/2021,"52.66","53.50","49.04","49.51","8,175,030"
02/12/2021,"50.75","55.24","48.05","52.40","14,573,260"
02/11/2021,"50.01","55.32","48.22","51.10","13,056,730"
02/10/2021,"50.77","62.83","46.55","51.20","36,455,039"
02/09/2021,"56.61","57.00","46.52","50.31","26,843,080"
02/08/2021,"72.41","72.66","58.02","60.00","25,687,279"
02/05/2021,"54.04","95.00","51.09","63.77","81,345,008"
02/04/2021,"91.19","91.50","53.33","53.50","62,427,281"
02/03/2021,"112.01","113.40","85.25","92.41","42,698,512"
02/02/2021,"140.76","158.00","74.22","90.00","78,183,070"
02/01/2021,"316.56","322.00","212.00","225.00","37,382,152"
01/29/2021,"379.71","413.98","250.00","325.00","50,566,059"
01/28/2021,"265.00","483.00","112.25","193.60","58,815,809"
01/27/2021,"354.83","380.00","249.00","347.51","93,396,672"
01/26/2021,"88.56","150.00","80.20","147.98","178,588,000"
01/25/2021,"96.73","159.18","61.13","76.79","177,874,000"
01/22/2021,"42.59","76.76","42.32","65.01","197,157,906"
01/21/2021,"39.23","44.75","37.00","43.03","57,079,754"
01/20/2021,"37.37","41.19","36.06","39.12","33,471,789"
01/19/2021,"41.55","45.52","36.64","39.36","74,721,922"
01/15/2021,"38.49","40.75","34.01","35.50","46,866,359"
01/14/2021,"38.09","43.06","33.05","39.91","93,717,406"
01/13/2021,"20.42","38.65","20.03","31.40","144,501,703"
01/12/2021,"19.96","20.40","19.32","19.95","7,060,665"
01/11/2021,"19.41","20.65","19.01","19.94","14,927,610"
01/08/2021,"18.18","18.30","17.08","17.69","6,481,960"
01/07/2021,"18.47","19.45","18.02","18.08","6,129,276"
01/06/2021,"17.34","18.98","17.33","18.36","6,056,248"
01/05/2021,"17.35","18.08","17.23","17.37","4,961,457"
01/04/2021,"19.00","19.10","17.15","17.25","10,022,470"
12/31/2020,"19.25","19.80","18.80","18.84","6,922,652"
12/30/2020,"19.38","20.00","18.85","19.26","5,934,391"
12/29/2020,"20.82","21.07","18.56","19.38","9,241,441"
12/28/2020,"21.31","21.97","20.35","20.99","8,965,858"
12/24/2020,"21.01","21.48","19.95","20.15","6,262,174"
12/23/2020,"20.17","22.35","19.13","20.57","25,830,260"
12/22/2020,"16.22","20.04","16.15","19.46","30,687,721"
12/21/2020,"15.81","16.35","15.28","15.53","9,876,128"
12/18/2020,"15.78","16.30","15.18","15.63","16,618,779"
12/17/2020,"13.96","14.98","13.59","14.83","8,194,902"
12/16/2020,"13.96","14.31","13.58","13.85","5,865,123"
12/15/2020,"12.78","14.02","12.48","13.85","8,192,856"
12/14/2020,"13.34","13.43","12.14","12.72","10,007,090"
12/11/2020,"13.91","14.00","13.02","13.31","7,496,868"
12/10/2020,"13.12","14.41","13.05","14.12","7,558,922"
12/09/2020,"13.92","14.73","13.23","13.66","24,357,939"
12/08/2020,"16.37","17.21","15.93","16.94","16,120,160"
12/07/2020,"17.00","17.50","16.22","16.35","7,386,258"
12/04/2020,"16.30","17.29","16.26","16.90","8,972,672"
12/03/2020,"16.48","16.64","15.87","16.12","6,294,965"
12/02/2020,"15.70","16.68","15.38","16.58","7,883,380"
12/01/2020,"17.11","17.40","15.76","15.80","12,666,030"
11/30/2020,"18.17","19.42","16.56","16.56","31,983,500"
11/27/2020,"15.29","16.74","14.88","16.08","12,504,200"
11/25/2020,"13.60","15.25","13.42","14.75","8,860,092"
11/24/2020,"14.23","14.26","13.30","13.67","7,186,710"
11/23/2020,"12.90","14.12","12.67","13.90","9,607,973"
11/20/2020,"12.55","13.46","12.54","12.71","8,402,347"
11/19/2020,"11.60","12.79","11.45","12.46","11,787,610"
11/18/2020,"11.80","12.04","11.56","11.57","3,169,222"
11/17/2020,"11.65","11.92","11.23","11.63","6,678,176"
11/16/2020,"11.16","12.66","10.72","12.06","9,774,824"
11/13/2020,"11.36","11.55","11.00","11.01","3,546,171"
11/12/2020,"11.74","11.87","10.97","11.13","4,355,892"
11/11/2020,"11.50","11.95","11.21","11.75","4,882,569"
11/10/2020,"11.50","11.66","10.83","11.10","3,825,963"
11/09/2020,"12.76","12.93","11.25","11.49","6,244,865"
11/06/2020,"11.52","12.17","11.32","11.86","5,518,243"
11/05/2020,"11.27","11.84","11.06","11.45","4,705,245"
11/04/2020,"11.76","11.77","10.61","10.91","5,807,871"
11/03/2020,"10.75","11.86","10.63","11.57","7,454,472"
11/02/2020,"10.82","11.09","10.50","10.75","5,227,011"
10/30/2020,"11.64","11.64","10.36","10.47","11,562,370"
10/29/2020,"11.88","12.25","11.68","11.73","4,165,843"
10/28/2020,"12.27","13.05","11.78","11.82","6,388,580"
10/27/2020,"13.71","13.71","12.36","12.69","7,231,006"
10/26/2020,"14.93","15.45","13.26","13.45","13,376,270"
10/23/2020,"15.05","15.38","14.55","15.00","6,507,324"
10/22/2020,"14.20","15.87","14.19","14.91","16,212,230"
10/21/2020,"13.90","14.42","13.80","14.10","5,361,928"
10/20/2020,"14.03","14.14","13.67","13.86","6,603,951"
10/19/2020,"13.44","14.50","13.38","13.91","13,169,070"
10/16/2020,"13.77","13.90","13.08","13.31","11,651,580"
10/15/2020,"11.99","15.10","11.99","13.83","39,894,820"
10/14/2020,"12.67","12.68","12.05","12.25","10,776,760"
10/13/2020,"11.73","12.42","11.65","11.88","10,179,710"
10/12/2020,"11.66","12.77","11.40","11.80","23,655,699"
10/09/2020,"12.83","14.80","11.90","12.02","77,152,781"
10/08/2020,"9.54","13.64","9.19","13.49","76,453,562"
10/07/2020,"9.23","9.56","9.17","9.36","3,308,644"
10/06/2020,"9.56","9.84","9.10","9.13","4,535,421"
10/05/2020,"9.44","9.59","9.25","9.46","2,804,969"
10/02/2020,"9.38","9.78","9.30","9.39","4,340,484"
10/01/2020,"10.09","10.25","9.69","9.77","4,554,055"
09/30/2020,"10.25","10.76","10.06","10.20","6,079,033"
09/29/2020,"10.00","10.65","9.93","10.35","5,244,339"
09/28/2020,"10.16","10.26","9.55","10.09","6,764,323"
09/25/2020,"9.19","10.18","9.10","10.02","7,515,157"
09/24/2020,"9.71","9.81","9.01","9.14","7,938,838"
09/23/2020,"10.60","10.86","9.92","10.04","10,651,150"
09/22/2020,"10.45","11.17","9.90","10.56","34,752,480"
09/21/2020,"9.35","9.60","8.38","8.75","7,639,806"
09/18/2020,"9.20","9.77","8.91","9.47","17,407,510"
09/17/2020,"8.57","9.77","8.41","9.20","17,026,721"
09/16/2020,"7.03","9.04","7.03","8.68","19,346,510"
09/15/2020,"6.86","7.26","6.69","7.09","5,743,489"
09/14/2020,"6.80","7.00","6.43","6.91","10,118,970"
09/11/2020,"6.26","6.33","5.87","6.09","6,061,190"
09/10/2020,"6.65","6.95","6.19","6.23","15,558,280"
09/09/2020,"7.96","7.99","7.31","7.35","9,068,082"
09/08/2020,"7.55","8.28","7.48","7.70","9,816,620"
09/04/2020,"7.78","7.92","7.17","7.65","7,661,994"
09/03/2020,"7.88","8.45","7.24","7.82","14,344,500"
09/02/2020,"7.80","8.05","7.11","7.71","13,011,110"
09/01/2020,"7.30","7.82","6.77","7.65","23,211,051"
08/31/2020,"5.77","7.15","5.69","6.68","37,976,000"
08/28/2020,"5.30","5.57","5.22","5.39","4,236,926"
08/27/2020,"5.11","5.38","5.02","5.25","3,384,658"
08/26/2020,"4.97","5.22","4.92","5.11","2,779,664"
08/25/2020,"4.88","5.25","4.88","4.98","2,998,678"
08/24/2020,"5.10","5.13","4.56","4.87","4,585,366"
08/21/2020,"4.60","5.60","4.60","5.03","10,642,590"
08/20/2020,"4.62","4.68","4.51","4.61","2,441,184"
08/19/2020,"4.80","4.84","4.64","4.72","2,612,583"
08/18/2020,"4.61","4.87","4.44","4.81","3,834,840"
08/17/2020,"4.78","4.78","4.56","4.63","2,370,970"
08/14/2020,"4.60","4.83","4.55","4.75","3,474,692"
08/13/2020,"4.52","4.71","4.50","4.64","2,128,313"
08/12/2020,"4.40","4.63","4.36","4.52","3,057,594"
08/11/2020,"4.43","4.57","4.34","4.35","3,139,105"
08/10/2020,"4.20","4.57","4.18","4.33","4,561,772"
08/07/2020,"4.39","4.40","4.06","4.16","3,341,099"
08/06/2020,"4.60","4.66","4.38","4.43","1,901,224"
08/05/2020,"4.50","4.76","4.25","4.63","4,925,697"
08/04/2020,"4.13","4.74","4.13","4.43","10,361,360"
08/03/2020,"4.03","4.25","4.00","4.15","2,518,010"
07/31/2020,"4.06","4.16","3.99","4.01","1,879,553"
07/30/2020,"4.00","4.23","3.97","4.10","2,398,485"
07/29/2020,"3.94","4.18","3.92","4.06","2,879,626"
07/28/2020,"3.96","4.05","3.92","3.94","4,555,392"
07/27/2020,"4.02","4.12","3.95","4.01","2,472,696"
07/24/2020,"4.06","4.23","4.01","4.03","2,216,295"
07/23/2020,"4.09","4.31","4.06","4.11","3,237,550"
07/22/2020,"4.02","4.12","3.92","4.11","2,523,547"
07/21/2020,"3.90","4.09","3.88","4.01","3,341,012"
07/20/2020,"3.95","4.06","3.77","3.85","3,401,088"
07/17/2020,"4.16","4.23","3.94","3.96","3,066,549"
07/16/2020,"4.19","4.20","4.09","4.17","1,330,461"
07/15/2020,"4.13","4.29","4.13","4.19","1,474,126"
07/14/2020,"4.22","4.31","4.07","4.08","2,261,589"
07/13/2020,"4.35","4.55","4.26","4.26","4,216,265"
07/10/2020,"4.20","4.38","4.18","4.34","1,410,828"
07/09/2020,"4.27","4.32","4.13","4.21","1,992,621"
07/08/2020,"4.10","4.29","4.03","4.26","2,052,829"
07/07/2020,"4.20","4.25","4.06","4.09","2,456,970"
07/06/2020,"4.31","4.34","4.19","4.24","2,140,879"
07/02/2020,"4.49","4.51","4.29","4.29","1,887,751"
07/01/2020,"4.31","4.50","4.31","4.44","2,304,101"
06/30/2020,"4.33","4.51","4.20","4.34","3,889,029"
06/29/2020,"4.35","4.52","4.30","4.38","2,131,330"
06/26/2020,"4.48","4.50","4.27","4.35","3,801,155"
06/25/2020,"4.33","4.54","4.30","4.46","2,450,936"
06/24/2020,"4.83","4.84","4.38","4.41","2,976,209"
06/23/2020,"4.95","4.99","4.80","4.83","3,205,372"
06/22/2020,"4.79","4.95","4.72","4.87","3,178,966"
06/19/2020,"4.95","5.08","4.69","4.88","7,365,867"
06/18/2020,"4.67","4.95","4.65","4.95","3,423,827"
06/17/2020,"4.54","4.83","4.53","4.76","3,593,466"
06/16/2020,"4.95","4.95","4.51","4.64","3,123,535"
06/15/2020,"4.50","4.77","4.42","4.69","3,910,385"
06/12/2020,"4.60","4.78","4.39","4.72","4,378,192"
06/11/2020,"4.64","4.90","4.18","4.37","6,235,993"
06/10/2020,"4.78","5.53","4.68","5.07","10,606,370"
06/09/2020,"5.00","5.00","4.55","4.96","8,073,448"
06/08/2020,"4.28","5.14","4.27","5.01","10,133,660"
06/05/2020,"4.29","4.41","4.09","4.14","6,274,428"
06/04/2020,"4.44","4.72","4.37","4.47","3,514,299"
06/03/2020,"4.24","4.52","4.20","4.44","3,037,424"
06/02/2020,"4.27","4.31","4.06","4.18","2,369,780"
06/01/2020,"4.12","4.36","4.02","4.13","2,618,424"
05/29/2020,"4.33","4.42","4.05","4.06","3,973,540"
05/28/2020,"4.75","4.76","4.30","4.33","2,184,367"
05/27/2020,"4.57","4.71","4.36","4.69","3,146,603"
05/26/2020,"4.34","4.61","4.33","4.42","3,545,926"
05/22/2020,"4.46","4.49","4.13","4.18","2,379,851"
05/21/2020,"4.45","4.65","4.40","4.44","1,971,906"
05/20/2020,"4.50","4.69","4.34","4.43","2,543,609"
05/19/2020,"4.58","4.75","4.37","4.44","1,840,732"
05/18/2020,"4.40","4.63","4.36","4.58","2,371,694"
05/15/2020,"4.05","4.45","4.04","4.22","1,940,704"
05/14/2020,"4.15","4.19","3.96","4.13","2,004,868"
05/13/2020,"4.54","4.54","4.07","4.21","2,882,877"
05/12/2020,"4.78","4.92","4.46","4.54","2,639,157"
05/11/2020,"4.92","4.96","4.75","4.76","1,699,158"
05/08/2020,"4.88","5.19","4.82","4.98","2,353,661"
05/07/2020,"4.83","4.94","4.65","4.87","2,501,195"
05/06/2020,"5.40","5.40","4.90","4.93","3,369,640"
05/05/2020,"5.55","5.63","5.35","5.39","2,105,919"
05/04/2020,"5.84","5.93","5.40","5.48","4,068,105"
05/01/2020,"5.65","6.18","5.45","6.05","4,005,598"
04/30/2020,"5.87","5.98","5.64","5.73","2,173,530"
04/29/2020,"5.83","6.09","5.45","6.04","3,370,045"
04/28/2020,"5.92","6.04","5.06","5.64","5,200,189"
04/27/2020,"4.85","5.99","4.81","5.82","7,275,138"
04/24/2020,"4.78","4.85","4.66","4.77","2,236,544"
04/23/2020,"4.75","4.89","4.58","4.70","2,265,853"
04/22/2020,"5.14","5.17","4.83","4.89","2,678,133"
04/21/2020,"5.23","5.30","4.76","4.78","4,142,050"
04/20/2020,"4.85","5.90","4.78","5.61","6,085,011"
04/17/2020,"5.22","5.28","4.43","4.88","5,653,188"
04/16/2020,"5.12","5.44","4.88","5.03","3,371,921"
04/15/2020,"5.66","5.67","4.90","5.27","7,499,854"
04/14/2020,"5.21","6.47","5.14","5.95","13,506,630"
04/13/2020,"4.25","4.76","4.16","4.74","6,844,501"
04/09/2020,"3.60","4.25","3.49","3.89","5,908,916"
04/08/2020,"3.23","3.67","3.20","3.41","2,884,528"
04/07/2020,"3.39","3.44","3.10","3.27","2,836,859"
04/06/2020,"2.86","3.20","2.83","3.09","3,331,070"
04/03/2020,"2.85","2.94","2.57","2.80","3,830,761"
04/02/2020,"3.26","3.35","2.85","2.85","4,064,339"
04/01/2020,"3.45","3.49","3.12","3.25","4,568,695"
03/31/2020,"3.63","3.80","3.50","3.50","2,304,132"
03/30/2020,"4.22","4.27","3.65","3.65","3,350,571"
03/27/2020,"4.94","5.09","4.15","4.22","7,024,763"
03/26/2020,"4.24","4.71","4.24","4.41","6,210,979"
03/25/2020,"4.15","4.49","4.04","4.17","3,592,059"
03/24/2020,"3.95","4.21","3.89","4.16","6,805,659"
03/23/2020,"3.58","3.86","3.50","3.81","6,009,784"
03/20/2020,"4.08","4.08","3.65","3.76","7,722,194"
03/19/2020,"3.71","4.20","3.55","4.19","5,039,539"
03/18/2020,"4.10","4.25","3.50","3.77","3,651,709"
03/17/2020,"4.40","4.65","4.11","4.23","3,562,210"
03/16/2020,"3.93","4.57","3.90","4.37","4,866,696"
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