kh-kim / stock_market_reinforcement_learning

This project provides a stock market environment using OpenGym with Deep Q-learning and Policy Gradient.
790 stars 321 forks source link

how do you calculate the revenue per episode and got the curve mentioned? #15

Open Syqhhn opened 5 years ago

Syqhhn commented 5 years ago

I have trained the market_pg.py for 1000 episodes. But to evaluate with new data (2015-08---2016-09), the cumulative reward is nearly zero with whichever the stock chosen. So I want to ask how do you calculate the revenue per episode? Does the cumulative reward means the same thing?