Comments (4)
I think you need to change parameter named "STOCK_DIM" which is total number of stocks in our portfolio in Env train, validation,trade files.
from finrl-trading.
I don't think so, in this repo all stocks in STOCK_DIM form a stock portfolio, in other words, after a prediction, people must do every ops(sell, buy, nothing) according to prediction result, but if I have STOCK_DIM=3000, I can't buy all of them, it may need a lot of money.
from finrl-trading.
From my point of view buy and sell actions are ranked according to the ammount to buy at each time step. So you are right if you have 3000 stocks in your action space hence possibly buy every stock of the 3000 then it can happen that not every stock is bought because the buy function is intitialized in a for loop and the actions are sorted according to the amount to buy maybe you should increase the intitial account balance from 100.000 to a higher amount or lower the HMAX parameter to control the rescaling of the actions because the PPO/A2C... rely on a gaussian distribution and are scaled to [-1,1]
you can also verify this by creating a variable (buy_activity/sell_activity) which is returend after testing to track the stocks bought and sold at each time step
just modifiy the testing environment if you want i can help you
from finrl-trading.
@emjay032 thank you, I'm trying to another method, that is every stock is one episode even in environment, so one episode is done, another one again, I'm doing it
from finrl-trading.
Related Issues (20)
- SyntaxError HOT 2
- Does the cost is updating with new value of shares or old ones ? HOT 1
- Rebalance window
- Question regarding the observation space in the Env
- Format of original data
- Cannot copy sequence with size... even with correct observation space dim. HOT 1
- python 3.6.0 is not supported
- Backtesting results
- Please ask why bring my stock data into the training, the action produces nan HOT 2
- I am trying to run this code but NameError: name 'DRLEnsembleAgent' is not defined
- Including more variables into the algorithm
- Problem with stockenvtrain, stockenvvalidation and stockenvtrade HOT 3
- I have add other 2 algorithms to this ensemble stragegy but i am gettting error
- No module named 'env' HOT 3
- Trying to integrate model with SPY stocks
- deployment page down
- What can I do for Crypto trading?
- A Synergistic Exploration of RL-Based Stock trading & Quantitative finance Strategies for an Enhanced understanding of the trading.
- Repository not found for Phase II: Portfolio Allocation
- Missing .xlsx Files
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