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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Possible error in ReplayBuffer class init method #115
class ReplayBuffer:
def __init__(self, start_index, end_index, batch_size, is_permed, coin_number, sample_bias=1.0):
"""
:param start_index: start index of the training set on the global data matrices
:param end_index: end index of the training set on the global data matrices
"""
self.__coin_number = coin_number
self.__experiences = [Experience(i) for i in range(start_index, end_index)]
I think it should be replaced with self.__experiences = [Experience(i) for i in range(start_index, end_index+1)], otherwise the length will be 1 item shorter than other objects, e.g., _train_indis from 0 to 32248.
The original code I copy pasted here:
I think it should be replaced with
self.__experiences = [Experience(i) for i in range(start_index, end_index+1)]
, otherwise the length will be 1 item shorter than other objects, e.g.,_train_ind
is from 0 to 32248.