Target variable (1 day ahead) or contemporaneous?

AminHP / gym-anytrading

The most simple, flexible, and comprehensive OpenAI Gym trading environment (Approved by OpenAI Gym)

MIT License

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Target variable (1 day ahead) or contemporaneous? #61

Closed ChiragMirani closed 2 years ago

ChiragMirani commented 2 years ago

Hello, Is the target stock price 1 day forward in terms of training. Because, the data we observe will be lagged relative to stock price that occurs tomorrow. I just want to confirm that this reward will be for next day.

Thanks

AminHP commented 2 years ago

Hi @ChiragMirani,

It is not explicitly specified. Based on the reward function, the agent learns to trade for 1 day ahead or more in different situations.

ChiragMirani commented 2 years ago

Thank you! very useful. I saw this in the code but just wanted to confirm.

Best, Chirag