Comments (8)
basically it's portfolio weight
from pgportfolio.
what is the online_w in datamatrices.append_experience(self, online_w=None) ? why do we need it ?
I think online_w
is mostly for live trading. You can probably ignore that in backtest
from pgportfolio.
what is the format of the saved experience
It's just the history price movement saved at self.__globaldata
how is that different from training the model directly using self._agent.train()
The only difference is the rolling train will append new history from the test set to the training set, during backtest.
from pgportfolio.
Thank you for your reply
The only difference is the rolling train will append new history from the test set to the training set, during backtest.
I don't understand this part clearly (the experience appending part), where is this process actually happening ? i see the append experience appends index of a training data , but how get next batch returns the last omega ? where and when is the last omega saved ?
from pgportfolio.
where and when is the last omega saved ?
self.__PVM
, PVM is short for portfolio vector memory.
from pgportfolio.
Thank you.
I have 1 last question please, sorry for being so much demanding.
what is the online_w in datamatrices.append_experience(self, online_w=None) ? why do we need it ?
I can see it's (number of assets + 1, ) but i don't understand
Regards,
from pgportfolio.
i know it's for live trading, i meant what is it ? i don't see anything telling what is it either in the paper or in the code
from pgportfolio.
okaaay, thank you a lot :) 💯
from pgportfolio.
Related Issues (20)
- 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
- when I download the data. KeyError: 'BTS_BTC' what is the problem? HOT 5
- non-resource variables are not supported in the long term HOT 1
- last_w is NaN
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from pgportfolio.