Installation

TradeMaster works on Linux, Windows and MacOS for both CPU and GPU, which requires Python 3.9+, CUDA 11.3+ and PyTorch 1.12+.

Download and install Miniconda from the official webiste.

Ceate a conda environment and activate it

conda update -n base -c defaults conda
conda create --name TradeMaster python=3.9
conda activate TradeMaster

install Pytorch following official instructions:

On CPU platforms

conda install pytorch==1.12.1 torchvision==0.13.1 torchaudio==0.12.1 cpuonly -c pytorch

On GPU platforms

conda install pytorch==1.12.1 torchvision==0.13.1 torchaudio==0.12.1 cudatoolkit=11.3 -c pytorch

Install Apex following apex repo:

pip install packaging mkl
git clone https://github.com/NVIDIA/apex
cd apex
pip install -v --no-cache-dir .
cd ..

git clone https://github.com/TradeMaster-NTU/TradeMaster.git
cd TradeMaster
pip install -r requirements.txt

python tools/algorithmic_trading/train.py