Recurrent Neural Network and lookback window

AI4Finance-Foundation / FinRL-Meta

FinRL-Meta: Dynamic datasets and market environments for FinRL.

https://ai4finance.org

MIT License

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Recurrent Neural Network and lookback window #3

Open yosoul93 opened 2 years ago

yosoul93 commented 2 years ago

How can this project implement a Recurrent Neural Network? Because all stock or crypto are time-series and lookback is a very important aspect of trading

YangletLiu commented 2 years ago

One way is using LSTM to stack prices sequence into a latent state.

yosoul93 commented 2 years ago

I figured it out, I had to make a few changes to the code, change the state and the input and output and some couple of things, Now I can feed it with lag :)

xkaple00 commented 2 years ago

@yosoul93 Could you share the code how you implemented LSTM, I would greatly appreciate that :)