RL Options Trading Bot

A Deep Q-Network (DQN) reinforcement learning agent for US stock options trading, featuring a custom OpenAI Gym environment, backtesting, and a Streamlit dashboard for monitoring and paper trading.

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🚀 Running Instructions

1. Clone the repository
2. Set your API keys in utils/config.py
3. Install dependencies

   pip install -r requirements.txt

4. Train the RL model

   python rl_model/train_rl_model.py

5. Run the Streamlit app

   streamlit run app/app.py

6. If you'd like to see backtest results run the file called "backtest_dynamic_option_chain.ipynb

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🧠 Model Type

• Deep Q-Network (DQN)
• Implemented with Stable Baselines3
• Custom OpenAI Gym environment for options trading

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🏆 Reward Function

• +1 for each successful sell action
• 0 otherwise
  (See OptionsTradingEnv.step in rl_model/trading_env.py)

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📈 Model Results

Metric	Value
💰 ROI	6.25%
📊 Sharpe Ratio	0.14