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Trading with recurrent actor-critic reinforcement learning
fixed the issue. thansk
Where can I find A3C_training.py
file as said in README file. Thanks
Thanks for sharing the great work!
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).
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!
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 ?
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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