AI4Finance-Foundation / AI4Finance-Foundation/FinRL
processor_alpaca.py: function: def fetch_latest_data() can be limited to downloading 1 data point?
- Ngôn ngữ chính
- Jupyter Notebook
- Star
- 16.3k
- Fork
- 3.5k
- Chỉ số merge pull request
- Không có pull request nào được merge trong 30 ngày
Mô tả
Currently extending the paper trading with a new data processor so as to integrate with my broker ig.com
They only support downloading a maximum of 10K data points per week (across all stocks), so extremely limited.
I am experimenting downloading data from Yahoo Finance, for training, testing and also fetching the latest data for the state as part of trading ops.
In processor_alpaca.py there's a function:
def fetch_latest_data(
self, ticker_list, time_interval, tech_indicator_list, limit=100
) -> pd.DataFrame:
I notice it only uses the latest price even though it downloads 100.
latest_price = price_array[-1]
latest_tech = tech_array[-1]
It looks like this function will still work properly if I set the limit to 1 - please would you confirm?
If this is the case why download 100 anyway?
Many thanks
Hướng dẫn đóng góp
Chưa lập chỉ mục được hướng dẫn đóng góp cho kho mã nguồn này
Đánh giá
Issue này chưa được đánh giá.