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SteamerLee / MASA

MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.
Apache License 2.0
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featGem ERROR #6

Closed lrhgogogo closed 3 weeks ago

lrhgogogo commented 1 month ago

image

fsd_date_lst begin with 2013-09-03, while daily_date_lst begin with 2013-09-10 case an "inner merge" in scale_feat() before, how to deal with it?

SteamerLee commented 1 month ago

Hi, please ensure that the two dataframes have the data in the same date list. Besides, if you set the start date of training on '2013-09-03', please include more two-month data (e.g., 2013-07-01 to 2013-09-03) as the observation period before the start date for extracting the features; Otherwise, it may miss some features on 2013-09-03. The observation period can be modified in the configuration file.

Thank you!