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a3c_trading's Issues

potential forward looking

Thanks for sharing the great work!

  1. In test_trading.py file - line 41: R = (R - R.mean()) / (R.max() - R.min())
    This normalization used the whole test set's data, will this introduce forward-looking bias? Since in living trading, we do not know the populations' mean/max/min (we can obtain rolling or historical mean/min/max).

  2. Didn't find ['RTS-12.15']w5k, ['RTS-3.16', 'RTS-6.16']w5k these two files in G-drive. It would be great if you can share these two files and original data file

Thanks!

Результат не соответствуют заявленному.

Оформлено как научная работа, а код то не работает как описано.
С текущими настройками, ничего не меняя в коде, ревард сотни эпизодов в 10 потоках топчется на месте.
Зачем вводить людей в заблуждение, выкладывая такое ?

Some vars not defined in config.py

In A3C_training.py

from configs import TRAIN_DATA, LOAD_MODEL, LR, FRAMES_STACKED, NUM_WORKERS, MODEL_DIR

But I can't find the TRAIN_DATA, FRAMES_STACKED and NUM_WORKERS in configs.py

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