FinRL-Trading
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I am trying to run this code but NameError: name 'DRLEnsembleAgent' is not defined
rebalance_window = 63 # rebalance_window is the number of days to retrain the model validation_window = 63 # validation_window is the number of days to do validation and trading (e.g. if validation_window=63, then both validation and trading period will be 63 days) train_start = '2009-01-01' train_end = '2020-04-01' val_test_start = '2020-04-01' val_test_end = '2021-07-20'
ensemble_agent = DRLEnsembleAgent(df=processed, train_period=(train_start,train_end), val_test_period=(val_test_start,val_test_end), rebalance_window=rebalance_window, validation_window=validation_window, **env_kwargs)
ERROR:
NameError Traceback (most recent call last)
NameError: name 'DRLEnsembleAgent' is not defined