miroblog/deep_rl_trader
A deep reinforcement learning system that trains a Duel DQN agent to trade cryptocurrency using a custom OpenAI Gym environment.

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The project implements a Duel Deep Q Network agent using keras-rl for cryptocurrency trading. It provides a custom OpenAI Gym-compatible trading environment where the agent learns to take actions (buy, sell, hold) to maximize profit from OHLCV candle data. The agent learns long-term trading strategies through sparse rewards granted when positions are closed or episodes end, with configurable window sizes and transaction fees.