AI4Finance-Foundation / AI4Finance-Foundation/FinRL

Reward function in StockTradingEnvStopLoss

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描述

Referencing the env_stocktrading_stoploss.py , it states that "Reward at any step is given as follows
**r_i = (sum(cash, asset_value) + additional_reward - total_penalty - initial_cash) / initial_cash / days_elapsed"**.

But if we look at how reward is defined under get_reward(self) [lines 282-284], days elapsed seemed to be omitted.
**reward = (
(total_assets - total_penalty + additional_reward) / self.initial_amount
) - 1**

Is there a reason for this or there is an implicit assumption taken?

https://github.com/AI4Finance-Foundation/FinRL/blob/master/finrl/finrl_meta/env_stock_trading/env_stocktrading_stoploss.py

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