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vermouth1992 / drl-portfolio-management

CSCI 599 deep learning and its applications final project
MIT License
152 stars 71 forks source link

data_visualization does not work #11

Closed szzhouyj closed 5 years ago

szzhouyj commented 5 years ago

Hi. Very nice work and worth a look. Actually, i think would like to play with the environment. I found that your data_visualization does not work very well. It has error saying that DataGenerator object has no attribute 'step'. it also has no attribute 'data'.

szzhouyj commented 5 years ago

Still many thanks for your work. I would like to add some critic. The trained models provided by you are actually not that good. Although the great profit are shown in the jupyter notebook you provide, the actually weights at given time step are not good as most of time it will put all cash in one asset （eg:[0,1,0,....,0]）. There is no meaning for portfolio managment if all weights are in asset.

morningsky commented 5 years ago

Hi. Very nice work and worth a look. Actually, i think would like to play with the environment. I found that your data_visualization does not work very well. It has error saying that DataGenerator object has no attribute 'step'. it also has no attribute 'data'.

Have you solved this problem? I solved it by run '''env.reset()''' after create env = PortfolioEnv(). or maybe you have better solution?