Lookahead Bias about rl-bitcoin-trading-bot

[kitmir]

I do not think this line is look ahead bias.
Generally speaking, the closing price of a candle is the opening price of the next candle.
But if you want to be sure you can change to:
current_price = self.df.loc[self.current_step-1, 'Close']
You will get the same result.

[MarshallPeng]

No, this is most definitely look ahead bias.

At each time step the agent is able to see the closing price, while still being able to buy/sell at the open price. In a real trading scenario, this would never be possible. To make the environment more realistic, you would have to set the current_price = self.df.loc[self.current_step, 'Close']. But, if you try this out, it significantly decreases the performance of the agent compared to what was reported in the tutorial.

Setting current_price = self.df.loc[self.current_step-1, 'Close'] as you suggested does nothing to fix the problem as you are still executing at the previous time step while having knowledge of the next time step.

[kitmir]

I am not sure if I would agree with you but I see what you mean and I will give it another look.
But I advice also for you to look into what is being sent to action function. State doesn't include current step. that's the reason why I say it is not lookahead bias.