New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Other Timeframes #8
Comments
|
This happen also with DAT_ASCII_EURUSD_M1_2016.csv.
However, there is a misconception. The value in algo-trading isn't in OHLC data, is in the indicators that you can calculate with this data. |
You can use any indicators or any value calculated over raw OHLC data by subclassing base BTgymStrategy and and defining your own set_datalines(), get_state() and get_reward() methods,
Does that answers? |
Could you please explain this in more details? I am not sure how I should actually set those datalines. In my case, the state consists of OHLC plus some calculated indicators that are stored in a csv file. What would be the way to set those data as a dataline and actually feed it (additionally to the raw price state) to the RL algorithm? Any help is appreciated! Thanks. |
@kfeeeeee,
Later, when instantiating environment (example):
|
|
Part 2 example:
|
Perfect, that is exactly what I needed. Keep up the good work! |
Sorry for asking again. You wrote
However, when I try your code above, |
@kfeeeeee , But as far as I understand it is correct for generic CSV datafeed, while btgym uses
after that lines are accessible inside strategy as |
@Kismuz |
After reading this thread: I found a working solution like this:
|
Aha! Fine and simple. |
Hi @kfeeeeee (@Kismuz ) Thank you |
|
@Kismuz I am running the Unreal example. |
Does running your environment manually (doing reset() and step() before putting it in AAC framework) goes correct? I can only help by replicating error at my workplace with full code in hand. |
Yes, I performed the reset and the step manually and it goes well.
Maybe that is the cause but i cant see any apparent reason for that to happen. with sv.managed_session(server.target,config=config) as sess,sess.as_Default() |
Hello, @Kismuz have you managed how to fix this to enable having more than 3 features? |
@joaosalvado10 ,
|
Hello thank for the help, Here is my code. Thank you |
@joaosalvado10, https://help.github.com/categories/collaborating-with-issues-and-pull-requests/ |
@Kismuz I was preparing everything to do the pull request then after merging all the stuff I realized that the code works now. Probably there was some update that I did not fetch. |
I know a current limitation is accept Forex 1 min (only Forex?), but my datasets are with bigger timeframes.
This is the stacktrace when timeframe is changed:
Any idea?
The text was updated successfully, but these errors were encountered: