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notadamking / RLTrader

A cryptocurrency trading environment using deep reinforcement learning and OpenAI's gym
https://discord.gg/ZZ7BGWh
GNU General Public License v3.0
1.71k stars 537 forks source link

Performance improvement #102

Closed jsztompka closed 5 years ago

jsztompka commented 5 years ago

This speeds up next_observation step significantly and should offer O(n) instead of O(n^2) performance