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add more agents and refactor
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huseinzol05 committed Apr 3, 2019
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60 changes: 33 additions & 27 deletions README.md
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### [Agents](agent)

1. Moving average agent
2. Turtle strategy agent
3. Simple signal rolling agent
4. Q-learning deep learning agent
5. Evolution-strategy agent
6. Evolution-strategy-Bayesian agent
1. Turtle-trading agent
2. Moving-average agent
3. Signal rolling agent
4. Policy-gradient agent
5. Q-learning agent
6. Evolution-strategy agent

### [Data Explorations](misc)

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I code [LSTM Recurrent Neural Network](deep-learning/1.lstm.ipynb) and [Simple signal rolling agent](agent/simple-agent.ipynb) inside Tensorflow JS, you can try it here, [huseinhouse.com/stock-forecasting-js](https://huseinhouse.com/stock-forecasting-js/)

### Results
## Results

#### Results Agent
### Results Agent

moving average agent, [moving-average-agent.ipynb](agent/moving-average-agent.ipynb)
**This agent only able to buy or sell 1 unit per transaction.**

```text
total gained 601.809265, total investment 6.018093 %
```
1. Turtle-trading agent

turtle strategy agent, [turtle-agent.ipynb](agent/turtle-agent.ipynb)
<img src="output/turtle-agent.png" width="30%" align="left"><br>

```text
total gained 1475.280098, total investment 14.752801 %
```
2. Moving-average agent

signal rolling agent, [signal-rolling-agent.ipynb](agent/signal-rolling-agent.ipynb)
<img src="output/moving-average-agent.png" width="30%" align="left"><br>

```text
total gained 1791.480397, total investment 17.914804 %
```
3. Signal rolling agent

q-learning deep learning agent [q-learning-agent.ipynb](agent/q-learning-agent.ipynb)
<img src="output/signal-rolling-agent.png" width="30%" align="left"><br>

```text
total gained 103.330018, total investment 1.033300 %
```
4. Policy-gradient agent

<img src="output/policy-gradient-agent.png" width="30%" align="left"><br>

5. Q-learning agent

<img src="output/q-learning-agent.png" width="30%" align="left"><br>

6. Evolution-strategy agent

<img src="output/evolution-strategy-agent.png" width="30%" align="left"><br>

### Results free agent

**This agent able to buy or sell N-units per transaction.**

evolution strategy agent [evolution-strategy-agent.ipynb](agent/evolution-strategy-agent.ipynb)
evolution strategy agent [evolution-strategy-agent.ipynb](free-agent/evolution-strategy-agent.ipynb)

```text
total gained 11037.529911, total investment 110.375299 %
```

evolution strategy with bayesian agent [evolution-strategy-bayesian-agent.ipynb](agent/evolution-strategy-bayesian-agent.ipynb)
evolution strategy with bayesian agent [evolution-strategy-bayesian-agent.ipynb](free-agent/evolution-strategy-bayesian-agent.ipynb)

```text
total gained 13295.469683, total investment 132.954697 %
```

![alt text](output/tesla-nes.png)

#### Results signal prediction
### Results signal prediction

LSTM Recurrent Neural Network

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