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Excuse me, why M=1-sum(WR) in the paper while in the code implementation M=1+sum(WR) ?
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Show performance of agents by name.
It is possible for one user to have multiple agents with different names. It would be nice to be able to sum the performance of each agent which means a user ca…
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1- Is the Sharp Ratio function optimizable for any data?
2- By what parameter do we increase the number of training episodes (both stable-baselines3 an elegant)?
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#### Expected Behavior
Backtest JSON response members are always the same obj type or null if there is no value yet.
#### Actual Behavior
When a Backtest is incomplete the rollingWindow and…
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Thanks for publishing a great framework.
As far as I know, Shape Ratio is usually defined as the difference between the returns of the investment and the risk-free return, divided by the standard d…
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Anyone can help how to resolve this error, eleganrRL and ray are ok! but stable_baseline3
![error](https://user-images.githubusercontent.com/97940416/152148586-46d68acf-ca74-45b4-a84a-bff629089fbb.…
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Is ist possible to make all properties of a wikifolio accessible ?
All data from the wikifolio certificate box like Capital Investors, Performance fees, Go live Date etc. and the properties from the…
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## ❓ Questions and Help
We sincerely suggest you to carefully read the [documentation](http://qlib.readthedocs.io/) of our library as well as the official [paper](https://arxiv.org/abs/2009.11189).…
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`Hyperparameters after tuning {'buffer_size': 10000, 'learning_rate': 0.005414413211338522, 'batch_size': 64}
Hyperparameters before tuning {'batch_size': 128, 'buffer_size': 50000, 'learning_rat…
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Would be great to have a screenshot right after a backtest strategy has run on a pair.
Some strategies display additional (performance) information on the chart which is very useful in later analy…