Comments (2)
I tried to use this model with other stock data, but failed
from finrl-trading.
maybe a little late, but 181 is the dimension of the state space:
balance + num_stocks+holdings +technichal indiactors
1+30+30+4*30 (4 technical indicators for each 30 stocks) = 181
balance = [balance]
num_stcosk = [stock_1,stock_2+...+stock_30]
technicahl indicators = [TI_1,stock_1,TI_2,stock_1,TI_3,stock_1,TI_4_stock_1,+...+TI_1,stock_30,TI_2,stock_30,TI_3,stock_30,TI_4_stock_30]
if you have a state space of dimension 176 change self.observation_space = spaces.Box(low=0, high=np.inf, shape = (181,)) to self.observation_space = spaces.Box(low=0, high=np.inf, shape = (176,))
low depends on the input of your data if you have negartive values i would recomend low = -np.inf
additionally when training and testing you should normalize the input to[-1,1] for your neural net by VecNormalize follwoing the Stable Basleine Documentation (training also the reward)
https://stable-baselines.readthedocs.io/en/master/guide/vec_envs.html
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
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from finrl-trading.