itresearch
itresearch
This means that you assume to know the future! This would never work. Regards.
Hi, I am trying to create an environment that is a variation of Cartpole. From the Cartpole definiton: > The studied system is a cart of which a rigid pole...
Hi, interesting examples and presentation. I would like to give a try. So I have just clone the git in my Ubuntu 16.04 and installed the most recent version of...
Hi, nice library! I have a question, is finmarketpy considering spread trading costs? Kindly let me know. Thanks. Regards.
**Is your feature request related to a problem? Please describe.** Just had a look to this framework and it looks nice. I wonder to know if a walk-forward backtesting is...
Hi there, nice work. However I think there is a look-ahead bias. Every timestep, you get state and this state includes the current closeprice. Then with step method you calculate...
Hi @vincent-leguen, nice work, congrats. I am still studying the way you calculate DILATE loss. However I think there is a small formal bug in main.py at row 78: ```...
Hello, nice code, congrats! I have a question regarding the 2 functions above. Can relu_limited and risk_estimation be defined inside the python code instead of $PYTHON_DIR/dist-packages/keras/losses.py and $PYTHON_DIR/dist-packages/keras/activations.py ? I...
Just run model fitting and I am getting: ``` Train on 86028 samples, validate on 18200 samples Epoch 1/3000 86028/86028 [==============================] - 16s 185us/step - loss: -0.0560 - acc: 8.8343e-04...
Hello @sven1977 , Is the following a typo? ``` ag1_discrete_pos = self.agent1_pos[0] * self.width + \ (self.agent1_pos[1] % self.width) ag2_discrete_pos = self.agent2_pos[0] * self.width + \ (self.agent2_pos[1] % self.width) ```...