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ZhengyaoJiang/PGPortfolio

PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf). observed · 2026-08-28

github.com/ZhengyaoJiang/PGPortfolio · Python · GPL-3.0 (copyleft) observed · 2026-08-28

Health v2 · maintenance only

23/100

  • Activity 0
  • Release rhythm 8
  • Longevity 100
How is this computed?

round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10) — computed 2026-09-03. Adoption (stars, forks) is never an input.

  • gap_med: n/a
  • age_days: 3216
  • days_rel: n/a
  • days_push: 1789
  • n_releases_24m: 0

Full methodology

Adoption not part of the score

1849 stars · 757 forks observed · 2026-08-28

What it is AI-extracted, prompt v1, taxonomy v1, 2026-08-30, confidence not recorded

PGPortfolio is a Python library implementing a deep reinforcement learning framework for financial portfolio management, based on the paper 'A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem'. It includes a configurable training toolkit with TensorBoard visualization, parallel training, and embedded financial-model-based portfolio algorithms for comparison.

Use cases

  • train a deep reinforcement learning agent to manage a cryptocurrency portfolio
  • backtest portfolio management strategies against financial-model-based baselines
  • research policy gradient methods for immediate-reward portfolio optimization
  • run hyperparameter optimization experiments for trading policies
  • compare RL-based portfolio selection with online portfolio selection algorithms
  • visualize and log training runs with tensorboard

When to choose

  • you are doing academic research on RL for portfolio management and want a reproducible paper implementation
  • you need a configurable framework to experiment with policy network topologies and training data
  • you want built-in classical portfolio strategies (from OLPS) as baselines for comparison

When to avoid

  • you need a production trading system with live broker integrations and low-latency execution
  • you require modern maintained TensorFlow 2.x or PyTorch support, since the code targets older TensorFlow 1.x
  • you want plug-and-play stock or options trading out of the box without writing market adapters yourself

Facets

library · maturity maintenance

machine-learning reinforcement-learning trading data-science benchmarking machine-learning fintech data-science windows python portfolio-management deep-reinforcement-learning policy-gradient cryptocurrency-trading backtesting tensorboard research-toolkit cryptocurrency algorithms linux

1 source

Member repositories

RepositoryRoleHealth v2
ZhengyaoJiang/PGPortfoliomain23

For agents

markdown · JSON · MCP: product_card(name="ZhengyaoJiang/PGPortfolio")

Data as of 2026-08-30T08:39:29.467469+00:00 · Report a problem