Deep Reinforcement Learning in Trading

When i run def run(bars5m, rl_config):



where is savet?



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Hi Johan,



First of all, I will assume that you are running the notebooks on your local computer.

There is a parameter "TEST_MODE", which is present in the rl_config dictionary. This rl_config dictionary is a part of the quantra_reinforcement_learning.py file, which you can find inside the data_modules folder. 

So when the "TEST_MODE" is set to "True", the program will exit after seven trades and will not save anything anywhere. This is, by default, set to "True" to check the workability of the code while keeping in mind the resource constraints.

However, when you set this parameter to "False" and run the function run(bars5m, rl_config), the model and the other files will be saved in the location as stated in the rl_config. So there are three parameters inside rl_config, as shown below, which contain the location where these files will be stored. By default, the files are stored inside the data_modules folder. You can change them as per your requirement, but please make sure to update the other parts of the code so that it does not break. 







Hope this helps! Please feel free to reach out if you have any issues or other queries.



Thanks,

Akshay