ESkripichnikov market-making issues

ESkripichnikov / market-making

Reinforcement Learning in Market Making is a project that explores the application of RL techniques to develop market-making strategies, comparing them with baseline approaches and conducting experiments on real-world data.

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issues

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Line 274: "while len(self.trajectory['rewards']) < count:" won't trigger in evaluate/test mode.

#5 qiangxu opened 3 weeks ago
1
Can you explain the meaning of the parameters of the action space?

#4 EvaGalois closed 1 year ago
1
Can you help me explain the data types of these three variables in `if strategy_updates_queue_et < min(md_queue_et, actions_queue_et):` in `simulator.py`?

#3 EvaGalois closed 1 year ago
2
I hope to know all 57 fields of features, and the fields corresponding to the 57 elements of stds means.

#2 EvaGalois closed 1 year ago
10
can you provide raw data

#1 johnjiangok closed 1 year ago
1

ESkripichnikov / market-making

issues

Line 274: "while len(self.trajectory['rewards']) < count:" won't trigger in evaluate/test mode.

Can you explain the meaning of the parameters of the action space?

Can you help me explain the data types of these three variables in `if strategy_updates_queue_et < min(md_queue_et, actions_queue_et):` in `simulator.py`?

I hope to know all 57 fields of features, and the fields corresponding to the 57 elements of stds means.

can you provide raw data