AI4Finance-Foundation / AI4Finance-Foundation/FinRL_Podracer
StockTrading_Demo.ipynb does not run
- Langage dominant
- Python
- Étoiles
- 507
- Forks
- 121
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- Aucune PR mergée en 30 j
Description
Issues:
1. The file being written is `StockTradingEnv-v2_0` so the code to load the file for backtesting should be: `args.cwd = './AgentPPO/StockTradingEnv-v2_0'` instead of `v1_0`
2. Even when making above change, the following error occurs in backtesting:
```
KeyError Traceback (most recent call last)
~/opt/anaconda3/lib/python3.8/site-packages/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance)
3079 try:
-> 3080 return self._engine.get_loc(casted_key)
3081 except KeyError as err:
pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc()
pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc()
pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item()
pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item()
KeyError: 'single-stock-baseline'
```
UPDATE:
I believe the fix is to change in file `env.py`, method `get_daily_return`:
```
return pd.Series(df["single-stock-baseline"], index=df.index)
```
to
```
return pd.Series(df["daily_return"], index=df.index)
```
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