Closed ielashi closed 6 years ago
I was looking through the code and I noticed, if I understand correctly, that the inputs to the neural network are the prices directly and not the price relative vector defined in eq(1) of the paper. Is this intentional? Did I misread the code?
The price was handled inside network. You can see the code there
@ielashi Please also note that, the "relative price" for traditional agent is also different from our normalization method. Check the "3.2 Price Tensor" if you like to see the details.
I was looking through the code and I noticed, if I understand correctly, that the inputs to the neural network are the prices directly and not the price relative vector defined in eq(1) of the paper. Is this intentional? Did I misread the code?
I guess it doesn't matter too much since, relative to BTC, prices of all other assets are < 1, but was curious if this was on purpose.
Here's the code I am looking at, where the price relative vector is passed to traditional agents but not to the neural network.