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sr_taxlots_2

Open asi212 opened this issue 4 years ago • 1 comments

The following changes to sr_taxlots_2 were made

  1. Added init into account folder
  2. Added line 216 in ledger.py to account for floating imprecision
  3. Moved self.date_index += 1 down to line 391 (previous position) to maintain proper loop behavior
  4. added reward variable to initialization of def return_terminal in env file
  5. Added "total_assets" to the ledger
  6. Rewrote/changed def save_asset_memory and def save_action_memory in env to function with new ledger and return account_value dataframe that is used with the backtesting functions

*Note: also see comment on line 97 in ledger.py. I believe the order of variables in the subtraction operation may be reversed? I did not make a change yet though.

asi212 avatar Mar 07 '21 02:03 asi212

thanks for your valuable codes.

could you pls separate this PR to several PRs? In software engineering, we hope each PR solves only one problem.

In addition, this branch has conflicts with master.

zhumingpassional avatar Dec 25 '22 00:12 zhumingpassional