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