基于A2C算法的股票交易模型
A Stock Trading Model Based on A2C Algorithm

2024年9月中国A股市场大涨，再次点燃了全民的“炒股热”。然而，牵动股民心弦的股价涨跌——却跟许多因素息息相关。对于散户来说，除了筛选信息进行股票的买进卖出以外，通过算法模型预测也能够起到事半功倍的效果。上世纪六十年代初便有了通过计算机技术进行量化交易的雏形，随着技术的迭代，通过统计学和模型构建成为量化交易的主流选择。而本论文构建了一个使用A2C (优势行动–评论家)强化学习算法的股票交易模型。利用“gym-anytrading”库创建一个股票交易环境，并使用Stable-Baselines库训练一个策略网络来学习如何在该环境中进行交易以最大化收益。该模型的数据来源于Yahoo-Finance的阿里巴巴股票信息(2022年12月至2024年9月)，通过pandas-datareader库的接口获取。
In September 2024, a significant surge in China’s A-share market reignited the public’s “stock trading frenzy”. However, the fluctuating stock prices that excited stock investors were closely related to many factors. For individual investors, in addition to screening information for buying and selling stocks, using an algorithm model to predict can also have a twice-as-effective effect. In the early 1960s, the embryo of quantitative trading using computer technology had appeared, and with the advancement of technology, quantitative trading based on statistics and model building became the mainstream choice. This paper constructs a stock trading model using the A2C (Advantage Actor-Critic) reinforcement learning algorithm. By using the “gym-anytrading” library to create a stock trading environment and training a policy network using the Stable-Baselines library to learn how to trade in this environment to maximize profits. The data source for the model comes from the stock information of Alibaba (2022 December to 2024 September) obtained through the interface of the pandas-datareader library.