AI4Finance-Foundation / AI4Finance-Foundation/FinRL-Tutorials

Question about actions = actions / closings in StockTradingEnvV2.step() (tutorial_this_works_1_18.ipynb)

Abierto
#107 0 comentarios 0 reacciones 0 asignados Ver en GitHub
Lenguaje dominante
Jupyter Notebook
Estrellas
1.2k
Forks
435
Métricas de merge de PR
Sin PR fusionados en 30 d

Descripción

Hello AI4Finance team,

First of all, thank you for providing the excellent tutorials and open-source implementations in FinRL — they are very helpful for reinforcement learning applications in finance!

I have a question regarding the notebook:
📍 FinRL-Tutorials/5-Others/tutorial_this_works_1_18.ipynb
Specifically in:
Part 5. Design Environment → class StockTradingEnvV2(gym.Env)

In the step(self, actions) function, I noticed the following line:
"actions = actions / closings"

Could you kindly explain the purpose of this line?

Is it intended to normalize the action values by the stock's closing prices?

Or does it serve a different function related to position sizing, portfolio allocation, or transaction cost handling?

I’d appreciate any clarification you could provide.

Thank you so much again for your amazing work!

Best regards

Guía de contribución

Abrir la guía de contribución

Evaluación

Este issue todavía no se ha evaluado.

Recibe los nuevos issues en tu correo

Un resumen breve de issues de GitHub para principiantes.