[FinRL] CH1. 설치

Financial Reinforcement Learning(FinRL) Platform

Contents

1. Installation
2. Framework Overview
3. Main Component
   • Dataset
   • Train
   • Backtest
4. Examples

 

CH1. Main Component - Installation

Introduction

• 강화학습 기반 퀀트를 위해 알고리즘 추가/수정이 필요하기에 오픈소스 사용이 필수
• 강화학습 오픈 소스 중 가장 공신력 있는 NeurIPS & Nature에서 공개된 FinRL을 선정
• 이번 장에서는 FinRL 운용을 위한 Linux 개발환경 셋팅 부터 FinRL 설치 예정

GitHub - AI4Finance-Foundation/FinRL: FinRL: Financial Reinforcement Learning. 🔥

FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

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Windows 10 (wsl install)

Step 1: Install Ubuntu on Windows 10

wsl --install

Step 2: Install Anaconda

Free Download | Anaconda

Step 3: Install OpenAI

• Open an ubuntu terminal and type:

sudo apt-get update && sudo apt-get install cmake libopenmpi-dev python3-dev zlib1g-dev libgl1-mesa-glx swig

Step 4: Install FinRL

• Please install the unstable development version of FinRL using pip:

pip install git+https://github.com/AI4Finance-Foundation/FinRL.git

Step 5: Run FinRL-Tutorials

• Download the FinRL-Tutorials repository in terminal:

git clone https://github.com/AI4Finance-Foundation/FinRL-Tutorials.git