“FIN Status Report 2017-3-6”版本间的差异

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| Yang Wang||
 
| Yang Wang||
 
train the model with different stock set, which consist of 10 stocks belonging to 10 industries. <br>  
 
train the model with different stock set, which consist of 10 stocks belonging to 10 industries. <br>  
digitize the asset and set it as reward, which make the training and the target more mathing<br>
+
digitize the asset and set it as reward, which makes the training and the target more mathing<br>
 
clip the gradients, which stabilizes the training<br>
 
clip the gradients, which stabilizes the training<br>
 
randomize the goal. Its impact remains to be seen<br>
 
randomize the goal. Its impact remains to be seen<br>
第28行: 第28行:
  
 
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| Tongzheng Ren|| Implement the backtesting strategy for latest use.<br> Help refactoring part of the data process module.
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| Tongzheng Ren|| Review code.
  
|| Test the new strategy.
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|| Help do test.
  
 
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2017年3月9日 (四) 04:50的最后版本

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Yang Wang

train the model with different stock set, which consist of 10 stocks belonging to 10 industries.
digitize the asset and set it as reward, which makes the training and the target more mathing
clip the gradients, which stabilizes the training
randomize the goal. Its impact remains to be seen

do more test

Yuxin Zhang

Try to use Pyalgotrading to test the algorithm.
Start to develop algorithm for in-day market timing.
Did more experiments of ddpg.

Test the ddpg algorithm with stock selection algorithm.
Develop algorithm for in-day market timing.

Yaodong Wang Learn git, pyalgotrade ,CNN and other models help do test
Tongzheng Ren Review code. Help do test.