update

yduan19 · Oct 4, 2024 · af79e69 · af79e69
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diff --git a/README.md b/README.md
@@ -1,5 +1,6 @@
 # ML-based Trading bot
 
+
 ## Trading algorithms:
 
 - PPO
@@ -14,4 +15,17 @@
 - Lookback window size
 - Indicators
 - Training data period
-- Trading intervals
+- Trading intervals
+
+
+### Train on SPY data with 30 days lookback window
+|  | Buy&Hold     | Max possible     | RL optimized     | Profit increase|
+|--------------|--------------|--------------|--------------|--------------|
+| **Train** (2023-01-01 to 2023-12-31)| 1.16| 1.99| 1.42|  **22%**|
+| **Test1** (2024-01-01 to 2024-09-01) | 1.11| 1.59| 1.17| **5%**|
+| **Test2** (2022-01-01 to 2022-12-31) | 0.86| 2.99| 0.92| **7%**|
+<div style="display: flex; flex-direction: column; align-items: center;">
+    <img src="artifacts/plots/train.png" alt="Plot 1" style="margin-bottom: 20px;" />
+    <img src="artifacts/plots/test1.png" alt="Plot 2" />
+    <img src="artifacts/plots/test.png" alt="Plot 2" />
+</div>