Genetic Algorithm Simulator

Overview

This program implements a genetic algorithm to optimize a given model using historical stock data. It utilizes a simulation environment to evolve solutions through crossover and mutation processes, evaluating their performance over generations.

Installation

To install the required dependencies for this project, you should have Python 3.x installed. Create a virtual environment if needed, then use pip to install the packages listed in requirements.txt.

1. Create a virtual environment (optional but recommended):

   python -m venv venv

2. Activate the virtual environment:

   source venv/bin/activate

3. Install the required packages:

   pip install -r requirements.txt

Usage

Running the Genetic Algorithm (main.py)

Train models using the genetic algorithm with the following command:

python3 main.py --generation-size 20 --initial-cash 10000 --generations 15 --start-date 2005-01-01 --end-date 2015-01-01 --tickers-file tickers_training.txt

Available options:

• --generation-size: Number of individuals in each generation (default: 10)
• --initial-cash: Initial cash amount (default: 100)
• --generations: Number of generations to simulate (default: 10)
• --start-date: Start date for simulation in YYYY-MM-DD format (default: 2000-01-01)
• --end-date: End date for simulation in YYYY-MM-DD format (default: 2010-01-01)
• --tickers-file: Path to the tickers file (default: tickers.txt)

Testing a Single Configuration (simulate_single_model.py)

Test a specific model configuration using the following command:

python3 simulate_single_model.py "<config>" --initial-cash 5000 --start-date 2010-01-01 --end-date 2020-01-01 --tickers-file tickers_testing.txt

Available options:

• config: Configuration parameters as a list produced by main.py (required)
• --initial-cash: Initial cash amount (default: 100)
• --start-date: Start date for simulation in YYYY-MM-DD format (default: 2000-01-01)
• --end-date: End date for simulation in YYYY-MM-DD format (default: 2010-01-01)
• --tickers-file: Path to the tickers file (default: tickers.txt)

License

This project is licensed under the GPL v3 License. See the LICENSE file for details.