Comments (5)
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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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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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 ])
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@dexhunter Oohhh.. I had missed that
Thank you.
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@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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Related Issues (20)
- Issue when downloading data HOT 1
- Segmentation fault during plot mode HOT 1
- User Guide Plot HOT 2
- Three questions HOT 2
- Does your model support no-transction allowed periods
- Meaning of figures like 0.00900002 in SqlLite history table for ETH
- pandas panel HOT 3
- mu might be miscalculated
- A Error in data Processing HOT 1
- validation set and hyperparameters tuning
- question about decide_by_history
- Lower portfolio values for recent dates(e.g. "start_date":"2018/08/17", "end_date":"2020/11/19") HOT 1
- ERROR:root:the sqlite error happend HOT 1
- TypeError: object() takes no parameters HOT 1
- Conversion of globaldatamatrix panel to Dataframe (panel is deprecated) HOT 4
- Fix: train_summary.csv not generated
- Normalization on open price HOT 1
- Problem of dtype arguments
- How to run this agent
- KeyError: 'BTS_BTC' HOT 7
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