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Many indicator can be efficiently recalculated without calculating all previous ohlcv records. it hits the performance.
Usual use cases - live OHLCV stream. Also when appending - there is mismatch…
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## Describe your environment
* Operating system: Linux Mint Una
* Python Version: python 3.10
* CCXT version: 1.78.62
* Freqtrade Version: develop-baefda80d
## Your question
…
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_The following is an issue for bounty, meant for external contributors to pick up and work on the analytics of HOPR tokens._
_Click [here](https://gitcoin.co/hoprnet) to check all the bounties and [h…
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[FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance, 2011](https://arxiv.org/abs/2011.09607) - Introduce a DRL library FinRL that facilitates beginners to…
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Hi,
I have a question in the paper: "Deep reinforcement learning framework to automate trading in quantitative finance" and the ensemble strategy.
Is short selling allowed in the action space whe…
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Collab link for "FinRL for Quantitative Finance: Tutorial for Multiple Stock Trading" is broken
https://github.com/AI4Finance-LLC/FinRL-Library/blob/master/FinRL_multiple_stock_trading.ipynb
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I have a one or two exchanges, one being gate.io, which does not allow you to download quant trades as csv or via REST. They do display these trades in html form, however. Is it possible to create HTM…
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When running docker-compose build or docker-compose up -d, it will give a lot of error prompts, such as:
```
E: Failed to fetch http://archive.ubuntu.com/ubuntu/pool/main/libx/libxi/libxi-dev_1.7.…
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Managed to install FinRL on Ubuntu on Windows as per installation instructions https://ai4finance.medium.com/finrl-for-quantitative-finance-install-and-setup-tutorial-for-beginners-1db80ad39159 - and …