When I run FinRL_China_A_Share_Market.ipynb, the actions obtained from the training only traded in the firs two days. How to solve this problem？

df_actions:
600000.SH,600009.SH,600016.SH,600028.SH,600030.SH,600031.SH,600036.SH,600050.SH,600104.SH,600196.SH,600276.SH,600309.SH,600519.SH,600547.SH,600570.SH
-1000,1000,-1000,1000,1000,-1000,1000,1000,1000,-1000,1000,1000,1000,1000,-1000
0,0,0,0,0,0,0,300,0,0,0,500,1000,1000,0
0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
......

Like this, only traded in the firs two days, other days are 0.
How should I adjust the parameters to solve this problem?
Thanks.

Start by running FinRL_China_A_Share_Market.ipynb and inspecting the training output in df_actions across the full date range. Review the notebook's training and parameter cells to determine why actions become zero after the first two days; done means identifying a reproducible cause and confirming that later days produce expected trades.

Scritto dal modello di indicizzazione a partire dal testo della issue.