Hands-On Artificial Intelligence for Beginners

Creating an artificial trader

While utilizing algorithms to inform trading decisions is the definition of algorithmic trading, this is not necessarily automated trading. For that, we need to create an artificial trading agent that will execute our strategies for us:

1. We'll call this class Trader and initialize all of the variables that we'll need for the trader algorithm:

class Trader(object): ''' An Artificial Trading Agent '''     def __init__(self, market, cash=100000000.0):         ## Initialize all the variables we need for our trader         self.cash = cash ## Our Cash Variable         self.market = market ##         self.codes = market.codes         self.reward = 0         self.positions = []         self.action_times = 0         self.initial_cash = cash         self.max_cash = cash * 3 self.total_rewards ...