Gym environment for algorithmic trading


#1

Hi all!
I’m working on a module for running OpenAI Gym environment on top of Backtrader backtesting framework.
The idea is to create realistic reinforcement learning setup for algorithmic trading tasks.

This is just personal project in alpha stage, do not expect it run smoothly or to be feature-full,
documentation is also yet to come, etc.; nevertheless I invite everybody concerned to check it out:

https://github.com/Kismuz/btgym

Feedback and comments are welcome.