AI4Finance-Foundation / AI4Finance-Foundation/FinRL

Paper Trading Demo does not handle tick level data

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Descripción

The paper trading demo expects to train on data in the form of OHLCV.

https://github.com/AI4Finance-Foundation/FinRL/blob/7c5deaff188176562309df600a86a5f89d4eb83a/tutorials/3-Practical/FinRL_PaperTrading_Demo.ipynb

This of course is great for any periodicity above 1 minute sampling.

However, it does not handle tick data i.e. time, bid price, ask price.

How can the demo be upgraded to cater for tick level data?

Much appreciated

Marc

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