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Oliver Steffmann committed Feb 14, 2020
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13 changes: 13 additions & 0 deletions README.md
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Expand Up @@ -33,6 +33,19 @@ At minimum, at the end of this workshop, you should have backtested several trad

This library is licensed under the MIT-0 License. See the LICENSE file.

<details>
<summary>
<b>External Dependencies</b>

This package depends on and may retrieve a number of third-party software packages (such as open source packages) from third-party servers at install-time or build-time ("External Dependencies"). The External Dependencies are subject to license terms that you must accept in order to use this package. If you do not accept all of the applicable license terms, you should not use this package. We recommend that you consult your company’s open source approval policy before proceeding.
</summary>
Provided below is a list of the External Dependencies and the applicable license terms as indicated by the documentation associated with the External Dependencies as of Amazon's most recent review of such documentation.
THIS INFORMATION IS PROVIDED FOR CONVENIENCE ONLY. AMAZON DOES NOT PROMISE THAT THE LIST OR THE APPLICABLE TERMS AND CONDITIONS ARE COMPLETE, ACCURATE, OR UP-TO-DATE, AND AMAZON WILL HAVE NO LIABILITY FOR ANY INACCURACIES. YOU SHOULD CONSULT THE DOWNLOAD SITES FOR THE EXTERNAL DEPENDENCIES FOR THE MOST COMPLETE AND UP-TO-DATE LICENSING INFORMATION.
YOUR USE OF THE EXTERNAL DEPENDENCIES IS AT YOUR SOLE RISK. IN NO EVENT WILL AMAZON BE LIABLE FOR ANY DAMAGES, INCLUDING WITHOUT LIMITATION ANY DIRECT, INDIRECT, CONSEQUENTIAL, SPECIAL, INCIDENTAL, OR PUNITIVE DAMAGES (INCLUDING FOR ANY LOSS OF GOODWILL, BUSINESS INTERRUPTION, LOST PROFITS OR DATA, OR COMPUTER FAILURE OR MALFUNCTION) ARISING FROM OR RELATING TO THE EXTERNAL DEPENDENCIES, HOWEVER CAUSED AND REGARDLESS OF THE THEORY OF LIABILITY, EVEN IF AMAZON HAS BEEN ADVISED OF THE POSSIBILITY OF SUCH DAMAGES. THESE LIMITATIONS AND DISCLAIMERS APPLY EXCEPT TO THE EXTENT PROHIBITED BY APPLICABLE LAW.

** backtrader; version 1.9.74.123 -- https://www.backtrader.com/
</details>

## Dataset

We use the dataset generated by [Chi Zhang](https://github.com/vermouth1992/drl-portfolio-management/tree/master/src/utils/datasets). It contains the historic price of 16 target stocks from NASDAQ100, including open, close, high and low prices from 2012-08-13 to 2017-08-11. Specifically, those stocks are: “AAPL”, “ATVI”, “CMCSA”, “COST”, “CSX”, “DISH”, “EA”, “EBAY”, “FB”, “GOOGL”, “HAS”, “ILMN”, “INTC”, “MAR”, “REGN” and “SBUX”.
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32 changes: 31 additions & 1 deletion THIRD-PARTY-LICENSES.txt
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Expand Up @@ -677,4 +677,34 @@ into proprietary programs. If your program is a subroutine library, you
may consider it more useful to permit linking proprietary applications with
the library. If this is what you want to do, use the GNU Lesser General
Public License instead of this License. But first, please read
<http://www.gnu.org/philosophy/why-not-lgpl.html>.
<http://www.gnu.org/philosophy/why-not-lgpl.html>.

------

** Discrete-Time-Geometric-Brownian-Motion-Simulation-with-Python; version 1.0
--
https://github.com/yildizumut/Discrete-Time-Geometric-Brownian-Motion-Simulation-with-Python
Copyright (c) 2019 Umut Yildiz
** drl-portfolio-management; version 1.0 --
https://github.com/vermouth1992/drl-portfolio-management
Copyright (c) 2017 Chi Zhang

MIT License

Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all
copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
SOFTWARE.

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