AI4Finance-Foundation / AI4Finance-Foundation/FinRL

Help with ElegantRL! Reconstructing an Env for Testing after Training?

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#914 4 comments 0 reactions 1 assignee Claimed by @Yonv1943 View on GitHub
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Description

Hi everyone,

After going through the code carefully, with ElegantRL, I believe it is necessary to reconstruct a new env for testing/trading after training with an old env.

Training via Elegantrl demands a price array, a tech array, and an turbulence array, three arrays as inputs, while testing/trading demands an instance of env, which already includes env configs that contains the three arrays above. So I believe the three arrays should be different for training and testing.

The tutorial is incorrect! Please confirm or comment if you happen to read this post!

Thanx.

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