EdGarrity / SOS

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Prevent Buy-And-Hold Solutions #36

Closed EdGarrity closed 5 years ago

EdGarrity commented 5 years ago

Some individuals are evolving into a Buy-And-Hold strategy. The GP is getting stuck on this local solution and not pursuing a better global solution. The solution is to set the score of an individual to the maximum error if that individual never sold but just bought.

EdGarrity commented 5 years ago

Suggested solution is to add a method to the broker class to check if the agent bought but never sold. Then use new method in ErrorFunction::evaluate_individuals() to penalize agents who used a buy-and-hold strategy.