Repo with refactored code and Binance provider

[louisoutin]

Hey guys,

I did a fork of that project and made the following changes:

• update to last python/pandas/torch version
• Refactored the single file main.py into distinct python modules
• Moving from Poloniex data provider to Binance
• pip installable package
• experiment with train / val / test defined in a clearer way in the input configs.

Here is the repo:
https://github.com/louisoutin/rat_crypto_trader

I didn't manage to get portfolio values greater than 1 for the moment (as this post mention too: #8).

[diyano]

hey, louisoutin
as we know, there is no holy grail in trading......
what the big diff between nlp&CV and live trading is: the market is changing its distribution, but the sentences or images not.
so I suggest you to do some walk forward test instead of traditional train, val, test.

[louisoutin]

Hey Diyano,
Thanks for the feedback/tips.
You are totally right, this is the whole challenge with trading data, I'll implement the walk forward test in my repo soon.

[sergis4ake]

Hi louisoutin,

Do you thing that we have any chances to get profitable model with novel Attention/Transformers architectures?

I am currently developing a RL model for trading cryptocurrencies. For now, i'm at the first steps building a consistent approach, i.e. valuable reward function, kind of actions spaces, kinds of state spaces, etc.

I appreciate your help.