AI4Finance-Foundation / AI4Finance-Foundation/FinRL-Tutorials
Stock_NeurIPS2018_2_Train.ipynb: clarification on state space, action space
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描述
Have couple of questions, should be trivial, but somehow not getting.
1. Action Space
As mentioned in the description, for a single share, action space should just be [buy, sell, hold] or {-1, 0, 1}. For multiple shares say 10, action space = {-10 ... -1, 0, 1 ... 10}
which should be equal to,
action_space = 2 * stock_dimension + 1
However, referring to env_kwargs in the workbook, "action_space": stock_dimension is being considered.
Can you please clarify ?
2. State Space
Also, can you help as to how you arrived at state_space ?
state_space = 1 + 2*stock_dimension + len(INDICATORS)*stock_dimension
I could understand state variables corresponding to - len(INDICATORS)*stock_dimension.
Why (1 + 2*stock_dimension) is being added ?
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