“FIN Status Report 2017-3-6”版本间的差异
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(以“{| class="wikitable" !People !! Last Week !! This Week |- | Yang Wang|| training with different stock set, which consist of 10 stocks belonging to 10 industries. <b...”为内容创建页面) |
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| Yang Wang|| | | Yang Wang|| | ||
training with different stock set, which consist of 10 stocks belonging to 10 industries. <br> | training with different stock set, which consist of 10 stocks belonging to 10 industries. <br> | ||
− | digitize the asset and set it as reward<br> | + | digitize the asset and set it as reward, which make the training and the target more mathing<br> |
− | clip gradients | + | clip gradients, which stabilizes the training<br> |
− | random goal. <br> | + | random goal. Its impact remains to be seen<br> |
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− | + | do more test | |
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2017年3月9日 (四) 04:46的版本
People | Last Week | This Week |
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Yang Wang |
training with different stock set, which consist of 10 stocks belonging to 10 industries. |
do more test |
Yuxin Zhang |
Try to add convolutional layers to the ddpg model. |
Use Pyalgotrading to test the algorithm. |
Yaodong Wang | Deal with the database and learn pyalgotrade | help do tests |
Tongzheng Ren | Implement the backtesting strategy for latest use. Help refactoring part of the data process module. |
Test the new strategy. |