mirror of
https://github.com/wassname/rl-portfolio-management.git
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pytorch ppo
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"episode=975, loss=6.081e-07, cash_bias=0.1929, market_value=1.037, portfolio_value=1.015, reward=-6.042e-06\n",
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"episode=991, loss=7.257e-07, cash_bias=0.1238, market_value=1.04, portfolio_value=1.036, reward=6.518e-06\n",
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"episode=1007, loss=1.008e-06, cash_bias=0.09522, market_value=1.034, portfolio_value=1.033, reward=-1.205e-05\n",
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"episode=1023, loss=1.299e-06, cash_bias=0.1065, market_value=1.021, portfolio_value=0.9992, reward=-7.847e-06\n"
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"episode=1023, loss=1.299e-06, cash_bias=0.1065, market_value=1.021, portfolio_value=0.9992, reward=-7.847e-06\n",
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"episode=1039, loss=1.668e-06, cash_bias=0.2408, market_value=1.034, portfolio_value=1.061, reward=1.264e-05\n",
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"episode=1055, loss=1.78e-06, cash_bias=0.1553, market_value=1.065, portfolio_value=1.051, reward=-1.575e-05\n",
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"episode=1071, loss=1.09e-06, cash_bias=0.1263, market_value=1.047, portfolio_value=1.036, reward=-2.021e-06\n",
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"episode=1087, loss=4.128e-07, cash_bias=0.2229, market_value=1.035, portfolio_value=1.025, reward=1.27e-05\n",
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"episode=1103, loss=3.616e-07, cash_bias=0.1148, market_value=1.034, portfolio_value=1.029, reward=2.685e-06\n",
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"episode=1119, loss=3.794e-07, cash_bias=0.287, market_value=1.05, portfolio_value=1.062, reward=1.835e-05\n",
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"episode=1135, loss=4.149e-07, cash_bias=0.1437, market_value=1.028, portfolio_value=1.017, reward=2.083e-05\n",
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"episode=1151, loss=3.232e-07, cash_bias=0.2754, market_value=1.006, portfolio_value=0.9867, reward=1.988e-05\n",
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"episode=1167, loss=2.643e-07, cash_bias=0.2678, market_value=1.024, portfolio_value=1.027, reward=-1.659e-05\n",
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"episode=1183, loss=4.696e-07, cash_bias=0.1024, market_value=1.048, portfolio_value=1.051, reward=2.024e-05\n",
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"episode=1199, loss=6.236e-07, cash_bias=0.211, market_value=1.032, portfolio_value=1.046, reward=2.721e-06\n",
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"episode=1215, loss=5.019e-07, cash_bias=0.09391, market_value=1.032, portfolio_value=1.014, reward=1.136e-05\n",
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"episode=1231, loss=4.018e-07, cash_bias=0.1849, market_value=1.024, portfolio_value=1.018, reward=4.282e-06\n",
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"episode=1247, loss=4.074e-07, cash_bias=0.183, market_value=1.025, portfolio_value=1.017, reward=-2.053e-05\n"
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]
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},
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"episode=1263, loss=5.396e-07, cash_bias=0.1329, market_value=1.029, portfolio_value=1.036, reward=6.234e-06\n",
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"episode=1279, loss=3.465e-07, cash_bias=0.3526, market_value=1.032, portfolio_value=1.032, reward=-3.478e-06\n",
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"episode=1599, loss=2.23e-07, cash_bias=0.2026, market_value=1.025, portfolio_value=1.016, reward=-7.294e-06\n",
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"episode=1679, loss=1.151e-07, cash_bias=0.2109, market_value=1.02, portfolio_value=1.019, reward=9.562e-06\n",
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"episode=1695, loss=5.969e-08, cash_bias=0.216, market_value=1.041, portfolio_value=1.041, reward=2.849e-05\n",
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"episode=1711, loss=4.698e-08, cash_bias=0.2005, market_value=1.029, portfolio_value=1.046, reward=-2.702e-05\n",
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"episode=1743, loss=4.791e-08, cash_bias=0.1695, market_value=1.027, portfolio_value=1.022, reward=5.703e-06\n",
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"episode=1823, loss=1.166e-07, cash_bias=0.1743, market_value=1.025, portfolio_value=1.011, reward=-7.068e-06\n",
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"episode=1903, loss=1.119e-06, cash_bias=0.1913, market_value=1.027, portfolio_value=1.027, reward=1.733e-06\n",
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"episode=1919, loss=1.297e-06, cash_bias=0.2213, market_value=1.037, portfolio_value=1.033, reward=-3.949e-06\n",
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"episode=1983, loss=1.684e-06, cash_bias=0.13, market_value=1.038, portfolio_value=1.033, reward=7.993e-06\n",
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"episode=2015, loss=1.002e-06, cash_bias=0.2715, market_value=1.046, portfolio_value=1.04, reward=1.391e-05\n",
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"episode=2031, loss=9.319e-07, cash_bias=0.1717, market_value=1.028, portfolio_value=1.033, reward=-1.608e-05\n",
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"episode=2047, loss=1.007e-06, cash_bias=0.08331, market_value=1.033, portfolio_value=1.053, reward=1.728e-05\n",
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"episode=2063, loss=9.724e-07, cash_bias=0.1487, market_value=1.005, portfolio_value=0.9965, reward=1.65e-05\n",
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"episode=2079, loss=6.788e-07, cash_bias=0.1304, market_value=1.025, portfolio_value=1.022, reward=-2.112e-06\n",
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"episode=2095, loss=4.972e-07, cash_bias=0.1568, market_value=1.054, portfolio_value=1.068, reward=1.872e-06\n",
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"episode=2143, loss=2.632e-07, cash_bias=0.1542, market_value=1.037, portfolio_value=1.055, reward=-7.194e-06\n",
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"episode=2159, loss=4.394e-07, cash_bias=0.06188, market_value=1.035, portfolio_value=1.01, reward=-9.957e-06\n",
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"episode=2175, loss=4.817e-07, cash_bias=0.2341, market_value=1.038, portfolio_value=1.048, reward=7.309e-06\n",
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"episode=2191, loss=6.996e-07, cash_bias=0.07794, market_value=1.022, portfolio_value=1.038, reward=1.942e-06\n",
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"episode=2207, loss=5.567e-07, cash_bias=0.2646, market_value=1.051, portfolio_value=1.081, reward=7.263e-06\n",
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"episode=2223, loss=1.803e-07, cash_bias=0.1394, market_value=1.028, portfolio_value=1.053, reward=5.756e-06\n",
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"episode=2239, loss=9.63e-08, cash_bias=0.1173, market_value=1.019, portfolio_value=1.023, reward=1.764e-05\n",
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"episode=2255, loss=1.725e-07, cash_bias=0.1631, market_value=1.027, portfolio_value=1.053, reward=3.61e-06\n",
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"episode=2303, loss=2.394e-08, cash_bias=0.1262, market_value=1.025, portfolio_value=1.042, reward=-7.366e-06\n",
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"episode=2319, loss=1.461e-08, cash_bias=0.2666, market_value=1.055, portfolio_value=1.06, reward=1.587e-05\n",
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"episode=2335, loss=1.875e-08, cash_bias=0.2555, market_value=1.055, portfolio_value=1.028, reward=8.074e-06\n",
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"episode=2351, loss=1.371e-08, cash_bias=0.1835, market_value=1.039, portfolio_value=1.038, reward=1.625e-05\n",
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"episode=2367, loss=2.605e-09, cash_bias=0.08092, market_value=1.066, portfolio_value=1.065, reward=2.183e-06\n",
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"episode=2399, loss=7.191e-09, cash_bias=0.1492, market_value=1.038, portfolio_value=1.051, reward=-4.787e-06\n",
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"episode=2415, loss=1.293e-08, cash_bias=0.2685, market_value=1.045, portfolio_value=1.057, reward=9.748e-06\n",
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"episode=2431, loss=3.616e-08, cash_bias=0.191, market_value=1.036, portfolio_value=1.034, reward=-8.151e-06\n",
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"episode=2447, loss=1.482e-08, cash_bias=0.2049, market_value=1.028, portfolio_value=1.015, reward=6.08e-06\n",
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"episode=2463, loss=3.906e-09, cash_bias=0.1249, market_value=1.034, portfolio_value=1.008, reward=5.39e-06\n"
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]
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},
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"episode=2479, loss=2.096e-08, cash_bias=0.143, market_value=1.029, portfolio_value=1.006, reward=9.711e-06\n",
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"episode=2495, loss=4.603e-08, cash_bias=0.156, market_value=1.028, portfolio_value=1.025, reward=1.01e-05\n",
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"episode=2511, loss=6.008e-08, cash_bias=0.09307, market_value=1.045, portfolio_value=1.047, reward=3.771e-05\n",
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"episode=2591, loss=1.615e-07, cash_bias=0.1026, market_value=1.043, portfolio_value=1.035, reward=5.64e-06\n",
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"episode=2623, loss=2.801e-08, cash_bias=0.175, market_value=1.037, portfolio_value=1.034, reward=-1.113e-05\n",
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"episode=2639, loss=3.812e-08, cash_bias=0.06637, market_value=1.054, portfolio_value=1.056, reward=2.549e-05\n",
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"episode=2655, loss=3.511e-08, cash_bias=0.1459, market_value=1.025, portfolio_value=1.046, reward=-3.178e-06\n",
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"episode=2671, loss=4.848e-08, cash_bias=0.2266, market_value=1.055, portfolio_value=1.038, reward=-5.498e-06\n",
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"episode=2687, loss=4.146e-08, cash_bias=0.2478, market_value=1.031, portfolio_value=1.034, reward=2.729e-05\n",
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"episode=2703, loss=5.108e-08, cash_bias=0.09168, market_value=1.024, portfolio_value=1.008, reward=-8.518e-06\n",
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"episode=2719, loss=3.367e-08, cash_bias=0.1389, market_value=1.043, portfolio_value=1.07, reward=1.101e-05\n",
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"episode=2735, loss=5.237e-08, cash_bias=0.2203, market_value=1.059, portfolio_value=1.04, reward=-6.147e-06\n"
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]
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}
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],
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