mirror of
https://github.com/NousResearch/atropos.git
synced 2026-04-19 12:57:58 +00:00
Integrate michaelwaves options iv (#144)
* options iv agent * bug fix * outputs * linted and moved to community folder * linting --------- Co-authored-by: michaelwaves <michaelyu713705@gmail.com>
This commit is contained in:
parent
1862b193ee
commit
1a79132809
6 changed files with 4430 additions and 0 deletions
|
|
@ -507,4 +507,50 @@ python -m atroposlib.cli.dpo \
|
|||
- **Combined Scoring**: Overall article score in [-1, 1] range balancing quality and accuracy
|
||||
- **W&B Integration**: Complete research session tracking with tool usage analytics
|
||||
|
||||
## 33. Options Implied Volatility Prediction Environment
|
||||
|
||||
**Location:** `environments/community/options_iv_prediction/`
|
||||
**Contributor:** [michaelwaves](https://github.com/michaelwaves)
|
||||
**PR:** [#78](https://github.com/NousResearch/atropos/pull/78)
|
||||
|
||||
### Core Features
|
||||
- **Real Market Data Integration**: Live options data fetching via Yahoo Finance API (`yahooquery`)
|
||||
- **Financial Analysis Training**: Teaches models options pricing relationships and implied volatility prediction
|
||||
- **Thinking Process Framework**: Encourages step-by-step reasoning with `<think>` tags for complex financial analysis
|
||||
- **Dual Scoring System**: Magnitude accuracy and binary correctness evaluation
|
||||
|
||||
### Technical Implementation
|
||||
- **Environment Name**: `OptionsIVPrediction`
|
||||
- **Data Source**: Real-time UNH (UnitedHealth Group) options chain data
|
||||
- **Input Parameters**: Option price, stock price, strike price, time to expiry, risk-free rate
|
||||
- **Output Format**: Structured prediction with exact format requirement: "The implied volatility will be: {percentage}%"
|
||||
|
||||
### Research Applications
|
||||
- **Financial AI Development**: Training models to understand complex options pricing mechanisms
|
||||
- **Quantitative Analysis**: Automated volatility prediction for trading and risk management
|
||||
- **Educational Applications**: Teaching AI systems fundamental financial concepts
|
||||
- **Real-World Integration**: Direct application to live market data and trading scenarios
|
||||
|
||||
### Setup and Usage
|
||||
```bash
|
||||
# Dependencies
|
||||
pip install pandas wandb datasets tqdm yahooquery atroposlib
|
||||
|
||||
# Training mode
|
||||
python environments/community/options_iv_prediction/options_iv_prediction.py serve \
|
||||
--env.total_steps 2000 --env.batch_size 1024
|
||||
|
||||
# Process mode (data generation)
|
||||
python environments/community/options_iv_prediction/options_iv_prediction.py process \
|
||||
--env.data_path_to_save_groups ./outputs/options_rollouts.jsonl \
|
||||
--openai.api_key YOUR_KEY
|
||||
```
|
||||
|
||||
### Performance Characteristics
|
||||
- **Memory Usage**: ~2-4 GB RAM for typical configurations with live data processing
|
||||
- **Data Processing**: Automatic filtering of invalid options (negative prices, expired contracts)
|
||||
- **Scoring Metrics**: Magnitude accuracy (0-1 scale) and binary correctness (within 10% threshold)
|
||||
- **Combined Reward**: Weighted combination (70% magnitude + 30% binary) for balanced learning
|
||||
- **Market Integration**: Real-time data fetching with robust error handling for market anomalies
|
||||
|
||||
---
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue