Open mg64ve opened 4 years ago
I am reviewing my code but I am still not able to publish yet. I have my function for pnl calculation, I am not sure if it is correct. But now, reviewing my code I got a doubt on the following:
self.action = SELL self.value -= self.value * self.turn # Update s(t+1) = s(t) + [s(t) * a] self.short_actions.append([self.position, c_val]) self.prev_fin_pos = SELL
Shouldn't be the following?
self.prev_fin_pos = self.action self.action = SELL self.value -= self.value * self.turn # Update s(t+1) = s(t) + [s(t) * a] self.short_actions.append([self.position, c_val])
Kindly let me know what you think about it. Thanks
I am reviewing my code but I am still not able to publish yet. I have my function for pnl calculation, I am not sure if it is correct. But now, reviewing my code I got a doubt on the following:
Shouldn't be the following?
Kindly let me know what you think about it. Thanks