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ZhengyaoJiang / PGPortfolio

PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
GNU General Public License v3.0
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About the volume feature #104

Open chinshou opened 6 years ago

chinshou commented 6 years ago

raise NotImplementedError("the feature volume is not supported currently")

It seems the framework does not support volume feature. Is there any reason that the framework can not support volume feature? I think volume feature is very important to predict the market trend

best regards

0xdarkman commented 5 years ago

Hello,

Could you share with me live version please?

On Thu, 4 Oct 2018 08:01 kelvin archer, notifications@github.com wrote:

如果您需要实时版本，请给我发电子邮件

— You are receiving this because you are subscribed to this thread. Reply to this email directly, view it on GitHub https://github.com/ZhengyaoJiang/PGPortfolio/issues/104#issuecomment-426895094, or mute the thread https://github.com/notifications/unsubscribe-auth/AKifHoEXkiCIwPQC30V2t5yiDg4i6R_xks5uhaQpgaJpZM4WW8Fq .

ghost commented 5 years ago

email me

0xdarkman commented 5 years ago

@mtoimara you shall no offer to sale the code in which you reuse fully PGPortfolio. I know you have no license issue but I do believe it is not right. You have decided to take someones piece of work who was released to community for free. You just want to make profits on somebodys work. It is not right. And the price you charge 0.5BTC or 1.5BTC depending on the package you sell...it is just not right.

GerardBCN commented 5 years ago

can you share where did you get this info from? The license of the project is GNU, so basically he needs to share the source code even if he sells it.

0xdarkman commented 5 years ago

On Thu, 4 Oct 2018 08:01 kelvin archer, @.***> wrote: 如果您需要实时版本，请给我发电子邮件

So, I wrote to him: "Hello, Could you share with me live version please?"

I got the response back via email that he sells it for 0.5 BTC without plots and 1.5 BTC with plots.

ZhengyaoJiang commented 5 years ago

It seems the framework does not support volume feature. Is there any reason that the framework can not support volume feature? I think volume feature is very important to predict the market trend

Feeding volume feature directly into the neural network will cause poor generalization. So to integrate volume data, carefully data preprocessing might be needed.