View source: R/rl_write_control_parameters_mt.R
rl_write_control_parameters_mt  R Documentation 
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.
rl_write_control_parameters_mt(
x,
path_control_files,
num_trades_to_consider = 100
)
x 

path_control_files 

num_trades_to_consider 

Function is used by the R script Adapt_RL_MT_control.R
Function writes best control parameters to be used by the Reinforcement Learning Function
(C) 2019, 2021 Vladimir Zhbanko
# test lasts 15 sec:
dir < normalizePath(tempdir(),winslash = "/")
library(dplyr)
library(readr)
library(ReinforcementLearning)
library(magrittr)
library(lazytrade)
data(trading_systemDF)
# use optimal control parameters found by auxiliary function
rl_write_control_parameters_mt(x = trading_systemDF,
path_control_files = dir,
num_trades_to_consider = 100)
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