notadamking/RLTrader

New Data Stream with Machine learning and RL process

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#13 opened on Jun 7, 2019

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 (9 comments) (0 reactions) (0 assignees)Python (1,592 stars) (535 forks)batch import
enhancementgood first issuehelp wanted

Description

I think that we should add Data stream to receive continuously new updated data, Train the model on the new data, check if there is model performance improves if yes, then we should update the model.

i found interesting post about it https://medium.com/analytics-vidhya/data-streams-and-online-machine-learning-in-python-a382e9e8d06a

Contributor guide

Tech stack
python
Domain
machine learningdata
Issue type
feature
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
4
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
over 1 week
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
stale
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
unclear
Prerequisites
Knowledge of reinforcement learningPythonFamiliarity with RLTrader codebase
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
20
Research direction
Review the article on data streams and online machine learning. Examine the existing RLTrader codebase for current data ingestion and model training loops. Identify where streaming data could be integrated. Consider whether to use a library like creme or river for online learning. Discuss with maintainers to clarify acceptance criteria.