| --- |
| language: en |
| tags: |
| - reinforcement-learning |
| - stable-baselines3 |
| - ppo |
| - trading-bot |
| - finance |
| - cryptocurrency |
| --- |
| |
| # GPy-Trade Generalist PPO Trading Agent |
|
|
| A hierarchical multi-asset generalist reinforcement learning agent for cryptocurrency trading built on top of Stable-Baselines3 (PPO), optimized with pre-trained LSTM trend classifiers, MLP volatility regressors, and an Isolation Forest anomaly detector. |
|
|
| ## Model Details |
| * **Framework**: PyTorch & Gymnasium |
| * **Algorithm**: PPO (Stable-Baselines3) |
| * **Assets**: BTCUSDT, ETHUSDT, SOLUSDT, BNBUSDT, XRPUSDT |
| * **Base Models**: |
| * **Classifier**: LSTM (Price direction prediction) |
| * **Regressor**: MLP (Future return volatility prediction) |
| * **Anomaly Detector**: Isolation Forest (Volatility filter) |
| * **Observations**: Standardized z-score technical indicators (RSI, MACD, Bollinger Bands, ATR, SMAs) and Cumulative Volume Delta (CVD) to capture order book flow, plus asset-specific `symbol_id`. |
|
|
| ## Files included |
| * `ppo_trading_agent.zip`: Trained PPO model weights |
| * `scaler.pkl`: StandardScaler fitted on base features |
| * `anomaly_detector.pkl`: Isolation Forest weights |
| * `classifier.pt`: PyTorch LSTM direction classifier |
| * `regressor.pt`: PyTorch MLP volatility regressor |
|
|
