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AhmMontasser avatar AhmMontasser commented on August 16, 2024

among the possible coin choices there is a reversed_USDT coin mapping to BTC_USDT pair, which i believe is exactly what you say.

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dexhunter avatar dexhunter commented on August 16, 2024

In the new portfolio vector (raw omega) the cash (btc) is always zero.

@ziofil Hi! Since the last activation is softmax, the voting will be adjusted according to the network. It all depends on the network. If the network thinks BTC is valuable it will just lower other assets' voting.

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dexhunter avatar dexhunter commented on August 16, 2024

An example looks like this:

a = [0,1,2]
softmax(a) -> array([ 0.09003057, 0.24472847, 0.66524096])

b = [0,0.1,0.2]
softmax(b) -> array([ 0.30060961, 0.33222499, 0.3671654 ])

screenshot_2017-12-13_15-35-41

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ziofil avatar ziofil commented on August 16, 2024

@dexhunter Oohhh.. I had missed that 😅
Thank you.

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dexhunter avatar dexhunter commented on August 16, 2024

@ziofil No problem, I met this problem before. I think we will update the code using Variable later since I found using Variable seems to give better result. But will check with @ZhengyaoJiang first

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