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commission was not considered

Open yuanzhanghu opened this issue 5 years ago • 2 comments

First of all, thanks for the source code of reinforcement learning on stock trading, it was really helpful!

From your env setup, i found that commission was not considered, and looked like you also have unlimited total positions, which might cause huge number of trades in the whole episode, which might eat up all your profits.

yuanzhanghu avatar Jun 17 '19 02:06 yuanzhanghu

Same issue.

asdfqwer2015 avatar Jun 30 '19 10:06 asdfqwer2015

The same. There should be a variable to limit the maximum holding

QLi007 avatar Sep 22 '21 18:09 QLi007