Ceruleanacg / Personae

📈 Personae is a repo of implements and environment of Deep Reinforcement Learning & Supervised Learning for Quantitative Trading.
MIT License
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Why DoubleDQN output action always be 9 #28

Open georgezouq opened 6 years ago

georgezouq commented 6 years ago

I test DoubleDQN algorithm find from 2012-01-01 to 2018-01-01 Model output action always be 9 (Buy 601398). Is it possible 6 years just keep buying one stock??

By the way, I change default stock_codes list

From
stock_codes = ["600036", "601328", "601998", "601398"]
To
stock_codes = ["600036", "601328", "601398", "601998"]

But the output action still be 9...

Some output:

algorithm1 algorithm2