├── .DS_Store ├── .gitattributes ├── Data ├── .DS_Store ├── .vscode │ └── settings.json ├── 000001.csv ├── 000300.csv ├── 000300_2019.csv ├── 000300_2019_10.csv ├── Picture1.png ├── Picture2.png ├── RB.csv ├── TA.csv ├── TAfun.csv ├── clean_000001.csv ├── fbmdf.csv ├── fbmperformance.csv ├── get_data.py ├── performance.png ├── performance1126.csv ├── stable_baseline_test.py ├── testmerge.csv ├── trades1126.csv └── train_and_evaluate.py ├── README.md ├── __init__.py ├── a2c-training.py ├── a2c_learn.py ├── actions ├── .DS_Store ├── __init__.py ├── action_strategy.py ├── continuous_action_strategy.py ├── discrete_action_strategy.py ├── future_action_strategy.py ├── future_position_strategy.py └── multi_discrete_action_strategy.py ├── environments ├── .DS_Store ├── __init__.py └── trading_environment.py ├── exchanges ├── .DS_Store ├── __init__.py ├── asset_exchange.py ├── instrument_exchange.py └── simulated │ ├── __init__.py │ ├── __pycache__ │ ├── __init__.cpython-37.pyc │ ├── fbm_exchange.cpython-37.pyc │ ├── future_exchange.cpython-37.pyc │ ├── future_exchange_position.cpython-37.pyc │ ├── gan_exchange.cpython-37.pyc │ └── simulated_exchange.cpython-37.pyc │ ├── future_exchange.py │ ├── future_exchange_position.py │ └── simulated_exchange.py ├── features ├── .DS_Store ├── __init__.py ├── feature_pipeline.py ├── feature_transformer.py ├── indicators │ ├── __init__.py │ ├── __pycache__ │ │ ├── __init__.cpython-37.pyc │ │ ├── simple_moving_average.cpython-37.pyc │ │ └── talib_indicator.cpython-37.pyc │ ├── simple_moving_average.py │ └── talib_indicator.py ├── scalers │ ├── __init__.py │ ├── __pycache__ │ │ ├── __init__.cpython-37.pyc │ │ ├── min_max_normalizer.cpython-37.pyc │ │ └── standard_normalizer.cpython-37.pyc │ ├── min_max_normalizer.py │ └── standard_normalizer.py ├── stationarity │ ├── __init__.py │ ├── __pycache__ │ │ ├── __init__.cpython-37.pyc │ │ └── fractional_difference.cpython-37.pyc │ └── fractional_difference.py ├── transformer.py └── utils │ ├── __init__.py │ ├── __pycache__ │ ├── __init__.cpython-37.pyc │ ├── column_selector.cpython-37.pyc │ └── pd_feature_union.cpython-37.pyc │ ├── column_selector.py │ └── pd_feature_union.py ├── ipython.html ├── position_evaluate.py ├── ppo_learn.py ├── readme_chi.md ├── rewards ├── __init__.py ├── __pycache__ │ ├── __init__.cpython-37.pyc │ ├── direct_profit_strategy.cpython-37.pyc │ ├── position_reward.cpython-37.pyc │ ├── reward_strategy.cpython-37.pyc │ ├── risk_adjusted_return_strategy.cpython-37.pyc │ └── simple_profit_strategy.cpython-37.pyc ├── direct_profit_strategy.py ├── position_reward.py ├── reward_strategy.py ├── risk_adjusted_return_strategy.py └── simple_profit_strategy.py ├── save └── .DS_Store ├── simple_ppo.py ├── slippage ├── .DS_Store ├── __init__.py ├── random_slippage_model.py └── slippage_model.py ├── strategies ├── .DS_Store ├── __init__.py ├── stable_baselines_strategy.py ├── tensorforce_trading_strategy.py └── trading_strategy.py ├── trades ├── .DS_Store ├── 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