Closed yglpyn8888 closed 2 years ago
I would do it in another way, set parameters :
Maxlotorders=10 MaxOrderLotSize=0.01
Adding 7 actions to the actions space is sounds like a bad idea...
Hi ,@TheSnowGuru I can't find out where/what class has these parameters ? In addition, instead of ADDING 7 actions to the existing action space, I mean let the agent only do these 7 actions, which simplifies the action space and makes it easier for the agent to learn.
You should change the action space to this:
action_space = spaces.MultiDiscrete([7 for _ in range(len(self.trading_symbols)))
And then override the _apply_actions
method to work with the new structure.
for example , my action space has 7 discrete actions, and they correspond to 7 different positions as follows: heavy long postion (80% long position size) mid long postion (50% long position size) light long postion (30% long position size) not holding any symbols, meaning position size is 0 light short postion (30% short position size) mid short postion (50% short position size) heavy short postion (80% short position size)
In order to achieve this, what should I do?