train_set is resized to 0.

tspooner / rl_markets

Market Making via Reinforcement Learning

https://arxiv.org/abs/1804.04216v1

BSD 3-Clause "New" or "Revised" License

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Open stevexxs opened 4 years ago

stevexxs commented 4 years ago

in main.cpp::run()

 if (n_eval_episodes == -1) n_eval_episodes = file_samples.size();
int pivot = file_samples.size() - n_eval_episodes; train_set.resize(pivot);

here, if n_eval_episodes is not defined in config, pivot will be 0, than train_set will resize to 0, which is wrong. Is this an issue ?