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deep-reinforcement-learning

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dev590t
dev590t commented May 24, 2022

finrl.test() return a list of int of portfolio value, it doesn't contain date data:

from finrl.test import test
account_value_sb3=test(start_date = '2021-10-18', 
                      end_date = '2021-10-19',
...
                      net_dimension = 512)
account_value_sb3

output: 
[1000000.0,
 999698.6172275314,
 999391.9308182714,
...

But portfolio analysis tool(like

bug good first issue

PyTorch implementation of Advantage Actor Critic (A2C), Proximal Policy Optimization (PPO), Scalable trust-region method for deep reinforcement learning using Kronecker-factored approximation (ACKTR) and Generative Adversarial Imitation Learning (GAIL).

  • Updated May 29, 2022
  • Python

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