FinRL
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FinRL: Financial Reinforcement Learning. 🔥
Hi, I am currently using your FinRL_PortfolioAllocation_NeurIPS_2020 code and I have some strange behavior at the beginning of training. Sometimes the first episode reward mean value is super high and...
We found that during the backtesting period of the StockTrading demo, the number of stock adjustments was very small. Most stocks established a large position in the early stage of...
Reverts AI4Finance-Foundation/FinRL#491
I am using your current Portfolio Allocation notebook and trying to apply various optimisation algorithms on top. Specifically I am looking at the A2C model. I am doing the following...
My notebook, _FinRL_HyperparameterTuning_Optuna.ipynb_, (in Tutorials/4-Optimization) is failing because of the changes recently made to the _StockTradingEnv_ class, specifically the introduction of "initial_list" to _env_stocktrading.py_. After an initial failure, I created...
Everything works perfectly until it gets to the paper trading part, where it experiences an AttributeError which causes it to stop working. Here is my colab notebook where you can...
==============Get Backtest Results=========== Annual return 2.472023e+41 Cumulative returns 3.521431e+19 Annual volatility 4.801511e+16 Sharpe ratio 1.461367e+00 Calmar ratio 1.647381e+41 Stability NaN Max drawdown -1.500577e+00 Omega ratio 7.059300e+14 Sortino ratio 2.162858e+15 Skew...
I'm noob, and wanna set multi-agent but in the DRLAgent class, couldn't find where can set multi-agent neither multi-worker. how can i set multi-agent and watch the result?
For the actions image in "FinRL for Quantitative Finance: Tutorial for Portfolio Allocation" How can I get output actions in the link "https://towardsdatascience.com/finrl-for-quantitative-finance-tutorial-for-portfolio-allocation-9b417660c7cd"? I tried to reproduce the code but...
Hi Why is the learning curve blank for my data ![plot_learning_curve (2)](https://user-images.githubusercontent.com/97940416/155976580-7912265c-2d76-4c70-a1c3-79f9ee86990c.jpg) ? ![train](https://user-images.githubusercontent.com/97940416/155976820-3c0287f1-ce44-4b28-ad1b-4e8b7b70b81e.png) and train finish soon!