Open pringwong opened 5 years ago
Just download the data and drop the nan values.
I have ffill nan values rather than drop nan. The cum log return rate is always zero....
I also met this condition, the RL is Zero !
My Dependecies are right below, im not sure is that matter :
Numpy (1.13.3) / 1.16.0
Pandas (0.19.2) / 0.23.4
Matplotlib (2.0.0) (for plotting only) / 3.0.2
TALib (0.4.0) (to compute technical indicators described in the post) / TA_Lib-0.4.17
PyTorch (0.3.1) / 1.0.0
/ python 3.6
When I download the data from Kaggle, I find the talib raise error for all nans inputs. And the cum return result of RL is always zero.