Deep Reinforcement Learning in Trading API?

Algo Trading Business
1

Hi I all must finish "Deep Reinforcement Learning in Trading". But in tutorials use IBridgePy. But what about use api to other brokers?

2

Hi Johan,



IBridgePy helps you connect your Python strategies with different brokers, including Interactive Brokers, TD Ameritrade, and Robinhood. If you don't wish to open accounts in these brokers, you can use the demo account to paper trade.



If you want to use another Broker API, you need to read their documentation. However, the crux of all these APIs is somewhat similar. You need to import some of their supported packages, write and schedule the strategy logic.



Hope that helps.

3

thx.

Anothe question!

in data_modules folder

when you backtest to real world trade in rl_config the use:



'WEIGHTS_FILE': 'indicator_model_price_data.h5',

'TRADE_FILE': 'trade_logs_price_data.bz2',

'REPLAY_FILE': 'memory_price_data.bz2',



where i should make it?

I try trainings and run but can´t see i make files like those

4

Hello Johan,



The model weights, memory buffer and trade logs will automatically be created when you train the RL agent. These files will be saved on your local machine in the folder where the notebook is located.



Hope this helps!

Let me know if you have any more questions!



Thanks,

Gaurav