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Likelihood-Lab / RL in market making

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README

DRLMM

Research about reinforce learning.

使用说明

安装依赖
    pip install -r requirement.txt
放置数据
    将数据放在./data里,读取路径在main.py里修改,比如直接将白银月数据的文件夹放在data里,
    例如:data/Ag(T+D)_SGE_TickData_202003/
运行
    python main.py 

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rl-in-market-making
RL in market making
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