Closed wac81 closed 3 years ago
this problem is data processing, not alignment,but the state must have an alignment data for a day.
so original file can bring an error if you use ticker_list = config.CSI_300_TICKER
Stock Dimension: 298, State Space: 1789 Traceback (most recent call last): File "/home/wac/PycharmProjects/drl_crypto_coin/train/multi_train_drl.py", line 105, in <module> env_train, _ = e_train_gym.get_sb_env() File "/home/wac/.local/lib/python3.6/site-packages/finrl/env/env_stocktrading.py", line 286, in get_sb_env obs = e.reset() File "/home/wac/.local/lib/python3.6/site-packages/stable_baselines3/common/vec_env/dummy_vec_env.py", line 62, in reset self._save_obs(env_idx, obs) File "/home/wac/.local/lib/python3.6/site-packages/stable_baselines3/common/vec_env/dummy_vec_env.py", line 92, in _save_obs self.buf_obs[key][env_idx] = obs ValueError: cannot copy sequence with size 1734 to array axis with dimension 1789
this request fix this error, please merged
pull request:
46
Great, you did the Time Series Reshaping. Does it have to be after the feature engineer stage? I switched it before the feature engineer stage, found that feature engineer got some errors.
add the intersection method to preprocess data, The purpose is to increase training stability
this problem is data processing, not alignment,but the state must have an alignment data for a day.
so original file can bring an error if you use ticker_list = config.CSI_300_TICKER
this request fix this error, please merged
pull request: https://github.com/AI4Finance-LLC/FinRL-Library/pull/46