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)
- The output actions or the portfolio weights look like this: HOT 1
- 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
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