wassname/rl-portfolio-management
1
0
Fork 0
mirror of https://github.com/wassname/rl-portfolio-management.git synced 2026-07-28 04:10:09 +08:00
Code Issues Packages Projects Releases Wiki Activity
153 Commits 9 Branches 0 Tags
cbb9fea56ecc8d82d8b60ccf91f4675f670fa9ef
Commit Graph
6 Commits
Author SHA1 Message Date
wassname a08cd3361e no longer needs a cash bias in data 2017-11-11 15:57:28 +08:00
wassname aa2cbe8d58 removed bad data 2017-10-30 14:53:00 +08:00
wassname f8a407c648 poliniex to poloniex 2017-07-18 09:07:07 +08:00
wassname 6852841618 normalised close, conversion weights, last 50 obs 
- use close/open, high/open, low/open as in paper
- return last 50 obs even at start of episode
- use conversion weights instead of portfolio vector memory
 2017-07-16 13:00:39 +08:00
wassname b3f69880d4 removed BTCUSD 2017-07-15 15:58:19 +08:00
wassname 87983600a4 init 2017-07-15 08:46:18 +08:00