Because we have implemented the Q-learning algorithm, we can now develop the options trading application using Q-learning. However, at first, we need to load the data using the DataSource class (we will see its implementation later on). Then we can create an option model from the data for a given stock with default strike and minimum expiration time parameters, using OptionModel, which defines the model for a traded option, on a security. Then we have to create the model for the profit and loss on an option given the underlying security.
The profit and loss are adjusted to produce positive values. It instantiates an instance of the Q-learning class, that is, a generic parameterized class that implements the Q-learning ...
