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Potential error in RT@1 calculation.

Open jainkshitij opened this issue 7 years ago • 1 comments

Why are the bt variables in the evaluator.py (bt_long, bt_long5, bt_long10) initialized as 1.0. They should have been initialized as 0.0.

jainkshitij avatar Jan 04 '19 16:01 jainkshitij

It's not an issue. We subtract 1.0 before report performance. The consideration of not initializing it with 0.0 is the potential of running back-testing where the total money changes along the testing days (money decreases if you loss money at the beginning).

fulifeng avatar Jan 07 '19 23:01 fulifeng