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TradeMaster-NTU / TradeMaster

TradeMaster is an open-source platform for quantitative trading empowered by reinforcement learning :fire: :zap: :rainbow:
Apache License 2.0
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Backtest #192

Closed CoderM8n closed 10 months ago

CoderM8n commented 10 months ago

I noticed for backtesting, the time period is not shown, it is just "times". How then do we benchmark algorithm return to the buy and hold benchmark?

qinmoelei commented 10 months ago

Since you have already gotten the original data, there is no need to go through the whole RL environment if your strategy is to buy and hold. A more efficient way would be to look into the dataset's first timestamp and last timestamp and calculate the return rate based on their price.

CoderM8n commented 10 months ago

got it thank you