Awesome AI Agents › Financial & Trading Systems

harveybc/gym-fx

⭐ 209 Python added to this list on 2025-03-09 repository created 2017-02-21

The project "gym-fx" is a Forex trading simulator environment designed for OpenAI Gym, enabling users to test and optimize custom trading agents in a simulated forex market. It provides a configurable environment where initial capital, spread (dynamic or dataset-based), and trading parameters such as take-profit, stop-loss, and order volume can be adjusted. The environment supports both discrete and continuous action spaces, allowing agents to perform actions like buying, selling, closing orders, or doing nothing, with optional control over take-profit, stop-loss, and order volume percentages. Observations provided to the agent include a concatenation of vectors representing recent timeseries data, equity and its variation, order status, time opened, order profit and its variation, drawdown metrics, and volume in pips. This rich observation space helps the agent make informed trading decisions based on historical and current market data. The reward function is designed to encourage profitable trading by averaging the area under the equity curve and balance variation, promoting strategies that maintain and grow capital over time. The project also includes tools for generating datasets from Metatrader 4 (MT4) using MQL4 scripts, facilitating the creation of realistic historical data for training and testing agents. Installation instructions cover dependency setup, cloning the repository, setting environment variables, and running the optimizer script to start training agents. Overall, gym-fx serves as a comprehensive platform for developing, testing, and optimizing forex trading strategies using reinforcement learning within the OpenAI Gym framework. It is particularly useful for researchers and developers interested in algorithmic trading and financial machine learning, providing a flexible and extensible environment to simulate real-world forex trading scenarios.

https://github.com/harveybc/gym-fx

agentalgorithmic-tradingblockchaincontinuous-action-spacecsv-timeseriesdataset-generatordecentralizeddeep-learningdeep-q-networkdiscrete-action-spacedistributedevolutionary-algorithmsfinancial-machine-learningforexforex-tradinginitial-capitalmachine-learningmachinelearningmetatrader-4mql4observation-spaceopenai-gymorder-volumep2ppythonq-learningreinforcement-learningreward-functionsimulatorspreadstop-losstake-profittimeseriestrading-agent