├── .gitignore ├── LICENSE ├── OrderExecution ├── README.md ├── demo.py ├── order_execution_env.py └── plot.py ├── README.md ├── abides-vecenv ├── LICENSE ├── abides-jpmc-public-main.zip ├── abides_core │ ├── __init__.py │ ├── abides.py │ ├── agent.py │ ├── generators.py │ ├── kernel.py │ ├── latency_model.py │ ├── message.py │ └── utils.py ├── abides_env.py ├── abides_markets │ ├── __init__.py │ ├── agents │ │ ├── __init__.py │ │ ├── background_v2 │ │ │ ├── __init__.py │ │ │ └── core_background_agent.py │ │ ├── examples │ │ │ ├── __init__.py │ │ │ └── momentum_agent.py │ │ ├── exchange_agent.py │ │ ├── financial_agent.py │ │ ├── market_makers │ │ │ ├── __init__.py │ │ │ └── adaptive_market_maker_agent.py │ │ ├── noise_agent.py │ │ ├── trading_agent.py │ │ ├── utils.py │ │ └── value_agent.py │ ├── configs │ │ ├── __init__.py │ │ ├── rmsc03.py │ │ └── rmsc04.py │ ├── generators.py │ ├── messages │ │ ├── __init__.py │ │ ├── market.py │ │ ├── marketdata.py │ │ ├── order.py │ │ ├── orderbook.py │ │ └── query.py │ ├── models │ │ ├── __init__.py │ │ └── order_size_model.py │ ├── oracles │ │ ├── __init__.py │ │ ├── mean_reverting_oracle.py │ │ ├── oracle.py │ │ └── sparse_mean_reverting_oracle.py │ ├── order_book.py │ ├── orders.py │ ├── price_level.py │ └── utils │ │ └── __init__.py ├── envs │ ├── __init__.py │ ├── core_environment.py │ ├── markets_daily_investor_environment_v0.py │ ├── markets_environment.py │ ├── markets_execution_custom_metrics.py │ └── markets_execution_environment_v0.py └── experimental_agents │ ├── __init__.py │ ├── core_gym_agent.py │ └── financial_gym_agent.py ├── constants.py ├── copyright.txt ├── data └── stock.csv ├── env.py ├── environment.yml ├── policy_tuned_dqn.py ├── policy_tuned_ppo.py └── policy_twap.py /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/AI4Finance-Foundation/FinRL_Market_Simulator/HEAD/.gitignore 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