search

TradeMaster-NTU / TradeMaster

TradeMaster is an open-source platform for quantitative trading empowered by reinforcement learning :fire: :zap: :rainbow:
Apache License 2.0
1.38k stars 283 forks source link

Dataset #193

Closed CoderM8n closed 10 months ago

CoderM8n commented 10 months ago

I notice that datasets are all in the cfg file? how then should user imported data be used?

qinmoelei commented 10 months ago

You should first determine what your data looks like and what kind of task you want. Then, based on this, you can register your task and dataset; see https://github.com/TradeMaster-NTU/TradeMaster/blob/1.0.0/trademaster/datasets/portfolio_management/dataset.py as an example of a dataset for portfolio management. Then the dataset will be used to construct the corresponding RL environment.

If you want to import new data for a given task, then you can specify it in the config file by providing its path. Please notice that the data structure should be the same as the given example.

CoderM8n commented 10 months ago

Excellent thank you!