This repo contains my capstone project for the Udacity Machine Learning Engineer Nanodegree program. The project is structured as follows:
- The Capstone Project Proposal.pdf file includes the formal project proposal, the problem statement, and some other helpful introductory information.
- The Capstone Project - Data EDA.ipynb workbook walks through the historical financial information collected for the project and on which the market environment is based on.
- The Capstone Project - Market Environment.ipynb workbook goes through the different iterations of the market environment and the final environment that was selected for the project.
- The Capstone Project - Lunar Lander Agent Test.ipynb is where the various agents were tested before trying them out in the market environment.
- Lastly, the Capstone Project - Agent Training.ipynb goes through the training and evaluation of the reinforcement learning agent trained on the market environment. This is where the main part of the project is located.
Additionally, the marketenv package contains the code for the environments that were used in the project, including the environment wrappers that were used for feature engineering. The simplerl package includes the code for the agents and the training and evaluation functions. Both of these packages were developed for this project, but have been expanded upon in their own github repos. Take a look at there for the most recent versions.
| Name | Version |
|---|---|
| cloudpickle | 1.2.2 |
| gym | 0.15.3 |
| matplotlib | 3.1.1 |
| numpy | 1.16.5 |
| pandas | 0.25.2 |
| pytorch | 1.3.0 |
| scipy | 1.3.1 |
| seaborn | 0.9.0 |
I hope you find everything interesting and useful!