Kismuz / btgym

Scalable, event-driven, deep-learning-friendly backtesting library
https://kismuz.github.io/btgym/
GNU Lesser General Public License v3.0
984 stars 260 forks source link

Can I use this gym environment to get a portfolio solution for n assets? #53

Closed Neithardt-zn closed 6 years ago

Neithardt-zn commented 6 years ago

I found that the default action space is ['hold', 'close', 'buy', 'sell']. so how can I invest n assets with different portfolio weights?

Kismuz commented 6 years ago

@Neithardt-zn , as stated in readme, multiply assets trading not yet implemented.