Deep Reinforcement Learning Hands-On
by Oleg Vasilev, Maxim Lapan, Martijn van Otterlo, Mikhail Yurushkin, Basem O. F. Alijla
Data
In our example, we’ll use the Russian stock market prices for the period of 2015-2016, which is placed in Chapter08/data/ch08-small-quotes.tgz and has to be unpacked before model training.
Inside the archive, we have CSV files with M1 bars, which means that every row in the CSV corresponds to a single minute in time and price movement during this minute is captured with four prices: open, high, low, and close. Here, an open price is the price at the beginning of the minute, high is the maximum price during the interval, low is the minimum price, and the close price is the last price of the minute time interval. Every minute interval is called bar and allows us to have an idea of price movement within the interval. For example, in the YNDX_160101_161231.csv ...
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