Closed woj-i closed 3 years ago
What do you mean by "multi-asset datasets"? Can you explain your thoughts a bit more?
I mean multiple stock in one dataset, like I put Amazon, MS, Uber in one dataset and learning process and decisions are made on all assets at particular point in time. Definition: https://www.investopedia.com/terms/m/multiasset_class.asp Example: https://github.com/Kismuz/btgym/blob/master/examples/multi_discrete_setup_intro.ipynb More complex example of portfolio optimization: https://github.com/Kismuz/btgym/blob/master/examples/portfolio_setup_BETA.ipynb
This only trains for a single stock.
Sorry for my late response. I think this can be a valuable feature. I also have some ideas to implement it, but unfortunately, I don't have enough time for that at the moment.
Thanks for the suggestion. It will be the next feature to implement.
Any progress?
I decided to leave this project as is, because it's simple and suitable for beginners. But I'm working on a new project to support such features and will publish it in a few months.
Hi @AminHP are you planning on making an env suitable for crypto?
Hi @QuantumCrazy
I think the forex env is suitable. For example, you can use BTC/USD or ETH/BTC pairs.
I just released a new project that supports the required features. @woj-i @toksis @lasys @QuantumCrazy
Do you plan to support multi-asset datasets?