mlblogger

mlblogger / metrics.py

Created January 21, 2023 11:18

	import pandas as pd
	import pandas_datareader.data as web
	import numpy as np

	class Metrics():
	def __init__(self, returns, risk_free_rate=2, period='daily'):
	self.returns = returns
	self.period = {
	'monthly' : 12,
	'weekly' : 52,

mlblogger / tradingenv.py

Created January 19, 2023 11:27

Simple trading environment using openai gym

	import gym
	from gym.envs.registration import register
	from gym import error, spaces, utils
	import numpy as np
	import matplotlib.pyplot as plt
	import pandas as pd
	import pandas_datareader.data as web
	import arrow
	import random
	import sys