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jhirschibar / LittleJohn

Project to discover a deterministic value policy useful in managing a portfolio of short option spreads
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Environment "step" function #5

Closed jhirschibar closed 9 months ago

jhirschibar commented 1 year ago

All data for the "game" should be held in memory at the start of the game.

At each step, the data for each of the possible option tickers should be called.

meta data for each possible contract should be an additional dimension or "channel" similar to rgb data in CV.

jhirschibar commented 9 months ago

GameEnvironment class is complete (with on-going debugging)