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Duplicate from AdityaaXD/Multi-Agent_Reinforcement_Learning_Trading_System_Models

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  1. .gitattributes +35 -0
  2. README.md +80 -0
  3. a2c_AAPL.zip +3 -0
  4. a2c_GOOGL.zip +3 -0
  5. a2c_MSFT.zip +3 -0
  6. dqn_AAPL.zip +3 -0
  7. dqn_GOOGL.zip +3 -0
  8. dqn_MSFT.zip +3 -0
  9. ppo_AAPL.zip +3 -0
  10. ppo_GOOGL.zip +3 -0
  11. ppo_MSFT.zip +3 -0
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README.md ADDED
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+ ---
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+ library_name: stable-baselines3
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+ tags:
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+ - reinforcement-learning
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+ - finance
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+ - stock-trading
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+ - deep-reinforcement-learning
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+ - dqn
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+ - ppo
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+ - a2c
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+ model-index:
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+ - name: RL-Trading-Agents
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+ results:
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+ - task:
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+ type: reinforcement-learning
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+ name: Stock Trading
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+ metrics:
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+ - type: sharpe_ratio
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+ value: Variable
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+ - type: total_return
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+ value: Variable
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+ ---
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+
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+ # 🤖 Multi-Agent Reinforcement Learning Trading System
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+
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+ This repository contains trained Deep Reinforcement Learning agents for automated stock trading. The agents were trained using `stable-baselines3` on a custom OpenAI Gym environment simulating the US Stock Market (AAPL, MSFT, GOOGL).
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+
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+ ## 🧠 Models
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+
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+ The following algorithms were used:
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+ 1. **DQN (Deep Q-Network)**: Off-policy RL algorithm suitable for discrete action spaces.
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+ 2. **PPO (Proximal Policy Optimization)**: On-policy gradient method known for stability.
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+ 3. **A2C (Advantage Actor-Critic)**: Synchronous deterministic policy gradient method.
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+ 4. **Ensemble**: A meta-voter that takes the majority decision from the above three.
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+
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+ ## 🏋️ Training Data
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+
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+ The models were trained on technical indicators derived from historical daily price data (2018-2024):
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+ * **Returns**: Daily percentage change.
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+ * **RSI (14)**: Relative Strength Index.
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+ * **MACD**: Moving Average Convergence Divergence.
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+ * **Bollinger Bands**: Volatility measure.
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+ * **Volume Ratio**: Relative volume intensity.
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+ * **Market Regime**: Bull/Bear trend classification.
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+
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+ ## 🔗 Related Data
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+
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+ * **Dataset Repository**: [AdityaaXD/Multi-Agent_Reinforcement_Learning_Trading_System_Data](https://huggingface.co/AdityaaXD/Multi-Agent_Reinforcement_Learning_Trading_System_Data)
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+ * **GitHub Repository**: [ADITYA-tp01/Multi-Agent-Reinforcement-Learning-Trading-System-Data](https://github.com/ADITYA-tp01/Multi-Agent-Reinforcement-Learning-Trading-System-Data)
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+
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+
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+ ## 🎮 Environment (`TradingEnv`)
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+
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+ * **Action Space**: Discrete(3) - `0: HOLD`, `1: BUY`, `2: SELL`.
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+ * **Observation Space**: Box(10,) - Normalized technical features + portfolio state.
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+ * **Reward**: Profit & Loss (PnL) minus transaction costs and drawdown penalties.
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+
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+ ## 🚀 Usage
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+
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+ ```python
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+ import gymnasium as gym
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+ from stable_baselines3 import PPO
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+
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+ # Load the environment (custom wrapper required)
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+ # env = TradingEnv(df)
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+
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+ # Load model
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+ model = PPO.load("ppo_AAPL.zip")
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+
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+ # Predict
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+ action, _ = model.predict(obs, deterministic=True)
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+ ```
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+
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+ ## 📈 Performance
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+
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+ Performance varies by ticker and market condition. See the generated `results/` CSVs for detailed Sharpe Ratios and Max Drawdown stats per agent.
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+
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+ ## 🛠️ Credits
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+
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+ Developed by **Adityaraj Suman** as part of the Multi-Agent RL Trading System project.
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