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Active and Inactive Limit Order Book

Open KangOxford opened this issue 2 years ago • 0 comments

Active means the limit order book would change when the rl agent submits a new order. In comparison, the inactive limit order book means the rl agent is trained purely on the historical limit order book. I have found this repo is an inactive one. Is it right?

KangOxford avatar Jul 07 '22 09:07 KangOxford