This function is supposed to run on a weekly basis. Purpose of this function is to perform RL and trading simulation and find out the best possible control parameters for the RL function.
write_control_parameters(x, path_control_files)
- dataset containing the trading results for one trading robot
- path where control parameters will be saved
Function writes best control parameters to be used by the Reinforcement Learning Function
Function is used by the R script Adapt_RL_control.R
# NOT RUN {
# }
# NOT RUN {
#test lasts 15 sec:
library(dplyr)
library(readr)
library(ReinforcementLearning)
library(magrittr)
data(data_trades)
write_control_parameters(data_trades, path_control_files = tempfile())
# }
# NOT RUN {
# }
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