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Is this a bug or I miss something?

Open walkacross opened this issue 8 years ago • 0 comments

Hi Yvictor

Thanks for your TradingGym project which is really interesting and helpful.

I’m a bit unclear with two things in trading_env.py.

(1)Will code line [next_index = self.step_st+self.obs_len+1] in self.step function result in a blank trading day?

Suppose obs_len = 10 and step_len =5, the initial self.obs_res = self.obs_features[0:10], next_index = self.step_st+self.obs_len+1 =11, where is the 10th day info? Considering python list design exclude the last element. Is this a bug or I miss something?

(2)Would it be nicer if reward_ret value is a percent return rather than a absolute value? Something like self.reward_fluctuant = (self.price_current*self.position_share - self.transaction_details.iloc[-1]['price_mean']self.position_share - self.feeabs_pos) / self.transaction_details.iloc[-1]['price_mean']

By the way, I notice that, every step return a reward which is actually a stock value (cumulative return) rather than a flow value (the interval return). I doubt which is reasonable. Would you mind explaining something about this, it would be really appreciated. Thanks for your code and time.

Have a good day.

walkacross avatar Jun 12 '17 04:06 walkacross