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seed_rl
Discontinued SEED RL: Scalable and Efficient Deep-RL with Accelerated Central Inference. Implements IMPALA and R2D2 algorithms in TF2 with SEED's architecture.
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InfluxDB
Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
For some context, this is an algo trading bot that's trained on intraday time series stock data. I'm using Google Research's SEED RL codebase with vtrace. The model has a sequence length of 240, and 30 features. Each iteration represents training on a batch of 256 samples, and there are 256 environments being sampled from at a time. A reward is applied when the agent closes a position, and the size of the reward is based on how much profit (positive or negative) was made. The agent is forced to close its remaining position at the end of each day, resulting in a larger negative reward than normal if it had a large and unprofitable position.
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