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TradeMaster-NTU / TradeMaster

TradeMaster is an open-source platform for quantitative trading empowered by reinforcement learning :fire: :zap: :rainbow:
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Train EIIE - time_steps config value is ignored and not passed to environment #198

Open joshwigginton opened 8 months ago

joshwigginton commented 8 months ago

If you change the time_steps parameter in the EIIE portfolio management config, these values seem to be ignored and time_steps 10 is always used.

In the trademaster/environments/portfolio_management/eiie_environment.py file, self.time_steps = get_attr(self.dataset, "time_steps", 10)

As far as I can tell, time_steps is not an attribute of self.dataset or kwargs passed to the environment, so the default of 10 is used.

To reproduce using the Tutorial EIIE notebook:

  1. Change the time_steps value in portfolio_management_dj30_eiie_eiie_adam_mse.py
  2. Load config, build data set, build environment, build net
  3. Check cfg.act.time_steps and it will be 10, not the value set in the portfolio_management config.