├── .gitignore ├── LICENSE ├── License ├── README.md ├── ScorePlot-PPO, RAINBOW, Attention together.ipynb ├── agent ├── DQN │ ├── DQNTradingAgent │ │ ├── default_hyperparameters.py │ │ ├── dqn_agent.py │ │ ├── model.py │ │ └── replay_buffer.py │ ├── Observation of fee and volume.ipynb │ ├── README.md │ ├── ScorePlot.ipynb │ ├── [DQN]IntegratedGradients-everyaction_together_no diff.ipynb │ ├── custom_hyperparameters.py │ ├── dqn_start.py │ ├── kill_session.sh │ ├── run.sh │ ├── saves │ │ ├── ScorePlot.ipynb │ │ ├── fee_rate_dict.pkl │ │ ├── fee_table.pkl │ │ ├── fees_pkl │ │ │ ├── 0.000.pkl │ │ │ ├── 0.003.pkl │ │ │ ├── 0.005.pkl │ │ │ ├── bollinger.pkl │ │ │ ├── macd.pkl │ │ │ ├── rsi.pkl │ │ │ └── stochastic.pkl │ │ ├── fees_pkl2 │ │ │ ├── 0.000.pkl │ │ │ ├── 0.003.pkl │ │ │ ├── 0.005.pkl │ │ │ ├── bollinger.pkl │ │ │ ├── macd.pkl │ │ │ ├── rsi.pkl │ │ │ └── stochastic.pkl │ │ ├── fees_pkl_no_diff_gradient │ │ │ ├── 0.000.pkl │ │ │ ├── 0.003.pkl │ │ │ ├── 0.005.pkl │ │ │ ├── bollinger.pkl │ │ │ ├── macd.pkl │ │ │ ├── rsi.pkl │ │ │ └── stochastic.pkl │ │ ├── fees_pkl_with_gradient_normalized │ │ │ ├── 0.000.pkl │ │ │ ├── 0.003.pkl │ │ │ ├── 0.005.pkl │ │ │ ├── bollinger.pkl │ │ │ ├── macd.pkl │ │ │ ├── rsi.pkl │ │ │ └── stochastic.pkl │ │ └── volume_table.pkl │ ├── test_with_render_dqn.py │ ├── transfer_learn.sh │ └── transfer_learning.py ├── PPO.ipynb ├── PPO │ ├── PPOTradingAgent │ │ ├── PPO Model.ipynb │ │ ├── __init__.py │ │ └── model.py │ ├── PPOagent.ipynb │ ├── README.md │ ├── ScorePlot-PPO-Copy1.ipynb │ ├── ScorePlot-PPO.ipynb │ ├── [PPO]AllActionIntegratedGradient.ipynb │ ├── common │ │ └── multiprocessing_env.py │ ├── custom_trading_env.py │ ├── dataset │ │ ├── SGXTWsample.h5 │ │ ├── binance_data.h5 │ │ ├── binance_data_test.h5 │ │ └── binance_data_train.h5 │ ├── ppo_start.py │ ├── transfer_learning.py │ └── utils.py ├── README.md ├── Transformer(Attention) │ ├── DQNTradingAgent │ │ ├── default_hyperparameters.py │ │ ├── dqn_agent.py │ │ ├── model.py │ │ └── replay_buffer.py │ ├── LSTM.ipynb │ ├── README.md │ ├── ScorePlot.ipynb │ ├── [Transformer]IntegratedGradients-everyaction_together-diff 곱한거 normalized.ipynb │ ├── [Transformer]IntegratedGradients-everyaction_together_no diff.ipynb │ ├── attention_start.py │ ├── custom_hyperparameters.py │ ├── dataset │ │ ├── SGXTWsample.h5 │ │ ├── binance_data.h5 │ │ ├── binance_data_test.h5 │ │ └── binance_data_train.h5 │ ├── debug.log │ ├── envs │ │ ├── __init__.py │ │ ├── derivative_utils.py │ │ └── trading_env_integrated.py │ ├── kill_session.sh │ ├── run.sh │ ├── saves │ │ └── fees_pkl │ │ │ └── macd.pkl │ ├── transfer_learn.sh │ ├── transfer_learning.py │ └── utils.py └── utils │ ├── Analysis of transfer_learned Agent.ipynb │ ├── IntegratedGradients.ipynb │ ├── [Bifee_total_0-Copy1.0001]Analysis of transfer_learned Agent.ipynb │ ├── [Bifee_total_0.0005]Analysis of transfer_learned Agent.ipynb │ ├── [Bifee_total_0.0015]Analysis of transfer_learned Agent.ipynb │ ├── [TOTAL0.003]Analysis of transfer_learned Agent.ipynb │ ├── [TOTAL_0.005]Analysis of transfer_learned Agent.ipynb │ ├── arguments.py │ ├── custom_hyperparameters.py │ ├── custom_parse_start.py │ ├── custom_trading_env.py │ ├── debug_test.py │ ├── kill_session.sh │ ├── run.sh │ ├── test_with_render_dqn.py │ ├── transfer_learn.sh │ ├── transfer_learning.py │ ├── utils.py │ ├── volume_fee_trading_env.py │ └── volume_fee_transfer_learning.py ├── arguments.py ├── dataset ├── Crawl_binance_data.ipynb ├── SGXTWsample.h5 ├── binance_data.h5 ├── binance_data_test.h5 └── binance_data_train.h5 ├── envs ├── README.md ├── __init__.py ├── derivative_utils.py └── trading_env_integrated.py └── figs ├── Agent1DifferentDecision.png ├── Decon.png ├── Decon_square.jpg ├── TotalFee.png ├── TotalVolume.png ├── TradingAgentPerformance.png ├── attention_IG.png ├── bollinger_IG.png ├── ezgif.com-optimize.gif ├── ppo_IG.png ├── ppo_performance.png ├── rainbow_IG.png └── rainbow_performance.png /.gitignore: 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