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CTA-RL-TQSDK

Reinforcement Learning (RL) Commodity Trading Advisor (CTA) Strategy based on TQSDK

Feature

  • Tick/Bar Level reinforcement learning environment
  • Target position action schema
  • Subscribing and presisting data from tqsdk to MongoDB sharding
  • Ray RLlib supported distributed training
  • Plugable factors and alphas as state
  • Temporal Fusion Transformer as predictor model