AI4Finance-Foundation / AI4Finance-Foundation/FinRL

Using next day price array to predict actions is forbidden!!

Aperta
#966 3 commenti 0 reazioni 0 assegnatari Vedi su GitHub
discussion help_wanted
Lingua principale
Jupyter Notebook
Stelle
16.3k
Fork
3.5k
Metriche di merge delle PR
Nessuna PR unita negli ultimi 30g

Descrizione

![image](https://user-images.githubusercontent.com/57850191/230549290-d842abd1-fe83-4cbc-b186-6c81571adc13.png)

I am very curious that why you are using next day price as agent state input (state update is positioned in the wrong location, it should be positioned before all those transactions). If my understanding is not wrong, you are using future price and tech indicator infomation (which agent should not see) to forecast its behaviours, and it's not true at all. You should put this state update code in the front of the step function to prevent this from happening.

Guida per i contributori

Nessuna guida per i contributori indicizzata per questo repository

Valutazione

Questa issue non è ancora stata valutata.

Ricevi le nuove issue nella tua casella

Un breve riepilogo di issue GitHub adatte ai principianti.