├── Data_Labeling └── Data_Labeling.ipynb ├── Episode_15_RL_Trading_Env └── tf_trade_env.ipynb ├── Episode_16_DQN ├── Enviroment │ ├── __pycache__ │ │ ├── tf_trade_enviroment.cpython-36.pyc │ │ └── tf_trade_enviroment.cpython-37.pyc │ └── tf_trade_enviroment.py ├── learningClass.py ├── myMetrics.py ├── test.csv ├── tf_complete_agent.ipynb └── tf_complete_agent_RNN.ipynb ├── Episode_17_Testing ├── rnn_chkp │ ├── logs │ │ ├── eval │ │ │ └── 20201206-181749 │ │ │ │ └── events.out.tfevents.1607275069.denis-linux.8114.541.v2 │ │ └── train │ │ │ └── 20201206-181749 │ │ │ └── events.out.tfevents.1607275069.denis-linux.8114.533.v2 │ └── policy │ │ ├── policy_specs.pbtxt │ │ ├── saved_model.pb │ │ └── variables │ │ ├── variables.data-00000-of-00001 │ │ └── variables.index └── test_trained_policy.ipynb ├── Episode_18_AllTogether ├── Environment_V02 │ └── tf_trade_enviroment_v02.py ├── QthttpRequestTest │ └── networkAccess │ │ ├── cmodelinputdata.cpp │ │ ├── cmodelinputdata.h │ │ ├── main.cpp │ │ ├── mainwindow.cpp │ │ ├── mainwindow.h │ │ ├── mainwindow.ui │ │ └── networkAccess.pro ├── additonal_info │ ├── Enviroment │ │ ├── tf_trade_enviroment.py │ │ └── tf_trade_enviroment_v02.py │ ├── learningClass.py │ ├── myMetrics.py │ ├── tf_complete_agent_RNN.ipynb │ ├── tf_complete_agent_V2Env.ipynb │ └── use_RNN_Policy.ipynb └── flaskApp │ ├── .dockerignore │ ├── .vscode │ ├── launch.json │ └── tasks.json │ ├── Dockerfile │ ├── app.py │ ├── policy │ ├── policy_specs.pbtxt │ ├── saved_model.pb │ └── variables │ │ ├── variables.data-00000-of-00001 │ │ └── variables.index │ └── requirements.txt ├── Episode_19_Extrapolation_fail ├── seq_simple_sin.ipynb ├── simple_linear.ipynb └── simple_sin.ipynb ├── Episode_20_Battle_Of_Optimization_Methods ├── Lstm_drawdown_etf_2016_2021.csv ├── Lstm_stat_2008_2010.csv ├── Lstm_stat_2011_2017.csv ├── Lstm_stat_2012_2016.csv ├── Lstm_stat_2018_2021.csv ├── Lstm_stat_etf_2010_2020.csv ├── Lstm_stat_etf_2016_2021.csv ├── Trained_Lstm_stat_etf_2016_2021.csv ├── Trained_Model_stat_2008_2010.csv ├── Trained_Model_stat_2011_2017.csv ├── Trained_Model_stat_2012_2016.csv ├── Trained_Model_stat_2018_2021.csv ├── __pycache__ │ ├── bt_testcode.cpython-38.pyc │ └── risk_model.cpython-38.pyc ├── bt_testcode.py ├── lstm_alloc_result.csv ├── lstm_alloc_result_2.csv ├── models_alloc_results.csv ├── models_alloc_results_2.csv ├── models_drawdown_2008_2010.csv ├── models_drawdown_2016_2021_etf.csv ├── models_drawdown_2018_2021.csv ├── models_stat_2008_2010.csv ├── models_stat_2010_2020_etf.csv ├── models_stat_2011_2017.csv ├── models_stat_2012_2016.csv ├── models_stat_2016_2021_etf.csv ├── models_stat_2018_2021.csv ├── results_graphs.ipynb ├── risk_model.py ├── saved_data │ ├── 10141372598286391588 │ │ └── 00000000.shard │ │ │ └── 00000000.snapshot │ ├── 14957857123256186882 │ │ └── 00000000.shard │ │ │ └── 00000000.snapshot │ ├── 345392646015277067 │ │ └── 00000000.shard │ │ │ └── 00000000.snapshot │ ├── 4493414000881613704 │ │ └── 00000000.shard │ │ │ └── 00000000.snapshot │ ├── 5721111760822212248 │ │ └── 00000000.shard │ │ │ └── 00000000.snapshot │ ├── 7309170861978952141 │ │ └── 00000000.shard │ │ │ └── 00000000.snapshot │ └── snapshot.metadata ├── saved_data_etf_2010_2015 │ ├── 12762090574695088206 │ │ └── 00000000.shard │ │ │ └── 00000000.snapshot │ ├── 2684278295103298710 │ │ └── 00000000.shard │ │ │ └── 00000000.snapshot │ ├── 4673584173284187466 │ │ └── 00000000.shard │ │ │ └── 00000000.snapshot │ └── snapshot.metadata ├── saved_data_tmp │ ├── 1361716128707352728 │ │ └── 00000000.shard │ │ │ └── 00000000.snapshot │ └── snapshot.metadata ├── saved_model_1_078 │ ├── saved_model.pb │ └── variables │ │ ├── variables.data-00000-of-00001 │ │ └── variables.index ├── saved_model_etf_2010_2015 │ ├── saved_model.pb │ └── variables │ │ ├── variables.data-00000-of-00001 │ │ └── variables.index ├── test_classic_model.ipynb ├── test_model_lstm.ipynb └── test_pretrain_model.ipynb ├── Episode_21_tf_data_dataset_tutorial └── tf_dataset_tutorial.ipynb ├── Episode_9 ├── Data_prep.ipynb └── IVE_tickbidask.zip ├── Episode_MonteCarlo_MDD ├── Docker │ ├── Dockerfile │ └── environment.yml ├── cuda_pi.cu ├── helper_cuda.h ├── helper_string.h ├── simple_mc.ipynb └── simple_mc_cpp.cpp ├── Episode_PSR └── psr_calc.py ├── Portfolio_Testing_Framework ├── Models │ ├── AllocationModelEqual.py │ ├── AllocationModelPyFo.py │ ├── AlphaModelGenericMomentum.py │ ├── AlphaModelMomentum.py │ ├── AlphaModelRandom.py │ ├── RebalanceModelSimple.py │ ├── RiskModel_StopLoss.py │ ├── SelectionModelAll.py │ ├── SelectionModelDropNa.py │ ├── __init__.py │ ├── base_AllocationModel.py │ ├── base_AlphaModel.py │ ├── base_RebalanceModel.py │ ├── base_SelectionModel.py │ ├── base_executionModel.py │ └── base_riskModel.py ├── Readme.txt ├── __init__.py ├── changed_packages │ ├── backtrader │ │ └── cerebro.py │ └── quantstats │ │ ├── __init__.py │ │ ├── _plotting │ │ ├── __init__.py │ │ ├── __pycache__ │ │ │ ├── __init__.cpython-38.pyc │ │ │ ├── core.cpython-38.pyc │ │ │ └── wrappers.cpython-38.pyc │ │ ├── core.py │ │ └── wrappers.py │ │ ├── plots.py │ │ ├── report.html │ │ ├── reports.py │ │ ├── stats.py │ │ ├── utils.py │ │ └── version.py ├── common │ ├── __init__.py │ ├── bt_testcode3.py │ └── helper_lib.py ├── reports_temlate │ └── report.html ├── research │ ├── Generic_Momentum │ │ └── test_momentum_snp500_generic.py │ └── Momentum_Portfolio_Optimization │ │ ├── Reports │ │ ├── test_GLOBAL_.html │ │ ├── test_MA_Momentum_CDaR.html │ │ ├── test_MA_Momentum_CLA.html │ │ ├── test_MA_Momentum_CVaR.html │ │ ├── test_MA_Momentum_HRP.html │ │ ├── test_MA_Momentum_equal.html │ │ ├── test_Momentum_CDaR.html │ │ ├── test_Momentum_CLA.html │ │ ├── test_Momentum_CVaR.html │ │ ├── test_Momentum_Equal.html │ │ └── test_Momentum_HRP.html │ │ └── test_momentum_snp500.py └── test_Generic_Momentum.html ├── TensorFlow_Model_Deployment └── ModelDeployment.ipynb ├── episode_10 ├── check_labels.ipynb 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