Q-learning trader

A technical q trader on SPY given macd.

run

python teststratgy.py

structure

QLearner.py: an independent tabular (dyna)q-learner.

StrategyLearner.py: Build upon Qlearner.py to learn the trading strategy

testStrategy.py: train and test the StrategyLearner

util.py: some helper functions for the model

experiment result

please see this link

or the evernote screenshot below: