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hajirazin
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learnfinance-models-ppo

Reinforcement Learning
ppo
portfolio-optimization
finance
dual-forecasts
learnfinance
Model card Files
xet
 Community
hajirazin commited on
Commit
3064537
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1 Parent(s): 3b94956

Promote PPO version v2026-02-20-16f82388631b to current

Browse files
Files changed (4) hide show
  1. metadata.json +24 -23
  2. scaler.pkl +2 -2
  3. symbol_order.json +14 -13
  4. weights.pt +2 -2
metadata.json CHANGED
@@ -1,34 +1,35 @@
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  {
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- "version": "v2026-02-13-450ba9c43404",
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  "model_type": "ppo",
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  "data_window": {
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- "start": "2011-01-01",
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- "end": "2026-02-13"
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  },
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  "symbols": [
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- "NVDA",
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- "AAPL",
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- "MSFT",
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  "TSM",
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- "GOOGL",
14
- "META",
15
- "AVGO",
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- "TSLA",
17
- "SAP",
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- "LLY",
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- "XOM",
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- "JNJ",
21
- "TOELY",
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- "MU"
 
 
 
 
23
  ],
24
  "metrics": {
25
- "policy_loss": -0.009968774500661226,
26
- "value_loss": 50317.601953125,
27
- "avg_episode_return": 0.27473973821563236,
28
- "avg_episode_sharpe": 0.20072054963155306,
29
- "eval_sharpe": 2.5078423330733717,
30
- "eval_cagr": 0.6663448611882279,
31
- "eval_max_drawdown": 0.0826743044336452
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  },
33
  "promoted": true,
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  "prior_version": "v2026-02-13-450ba9c43404"
 
1
  {
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+ "version": "v2026-02-20-16f82388631b",
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  "model_type": "ppo",
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  "data_window": {
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+ "start": "2016-01-01",
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+ "end": "2026-02-20"
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  },
8
  "symbols": [
 
 
 
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  "TSM",
10
+ "ALPMY",
11
+ "GFI",
12
+ "UMC",
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+ "SAN",
14
+ "TPR",
15
+ "OMRNY",
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+ "AEM",
17
+ "KOF",
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+ "SCCO",
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+ "RL",
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+ "HAL",
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+ "BHP",
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+ "CSUAY",
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+ "CFR"
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  ],
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  "metrics": {
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+ "policy_loss": -0.024852034739719996,
27
+ "value_loss": 356963.475,
28
+ "avg_episode_return": 0.16807376565072005,
29
+ "avg_episode_sharpe": 0.13429708439656626,
30
+ "eval_sharpe": 1.116657097637767,
31
+ "eval_cagr": 0.16013140334484932,
32
+ "eval_max_drawdown": 0.07359513207044562
33
  },
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  "promoted": true,
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  "prior_version": "v2026-02-13-450ba9c43404"
scaler.pkl CHANGED
@@ -1,3 +1,3 @@
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  version https://git-lfs.github.com/spec/v1
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- oid sha256:304a41d1a9ee5bd0c86830abd4434837c1d31e1fda4eaabca2297379b1480bb6
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- size 3522
 
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  version https://git-lfs.github.com/spec/v1
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+ oid sha256:a52440447a5f208521e8df6f7fe86fb4f0b6c46f59ad314269747042b8a6b8f5
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+ size 3738
symbol_order.json CHANGED
@@ -1,16 +1,17 @@
1
  [
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- "NVDA",
3
- "AAPL",
4
- "MSFT",
5
  "TSM",
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- "GOOGL",
7
- "META",
8
- "AVGO",
9
- "TSLA",
10
- "SAP",
11
- "LLY",
12
- "XOM",
13
- "JNJ",
14
- "TOELY",
15
- "MU"
 
 
 
 
16
  ]
 
1
  [
 
 
 
2
  "TSM",
3
+ "ALPMY",
4
+ "GFI",
5
+ "UMC",
6
+ "SAN",
7
+ "TPR",
8
+ "OMRNY",
9
+ "AEM",
10
+ "KOF",
11
+ "SCCO",
12
+ "RL",
13
+ "HAL",
14
+ "BHP",
15
+ "CSUAY",
16
+ "CFR"
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  ]
weights.pt CHANGED
@@ -1,3 +1,3 @@
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  version https://git-lfs.github.com/spec/v1
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- oid sha256:12a5eb044bf879b79542db26f907b51eff72425cce3b9604e1b0498d16ccd95a
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- size 114876
 
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  version https://git-lfs.github.com/spec/v1
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+ oid sha256:dd060c748bb35f7450dc18447fc4f68d143570d9e1c576fa7319c98cb4a43d57
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+ size 120252