“FIN Status Report 2017-3-6”版本间的差异

2017年3月9日 (四) 04:46的版本

People	Last Week	This Week
Yang Wang	training with different stock set, which consist of 10 stocks belonging to 10 industries. digitize the asset and set it as reward, which make the training and the target more mathing clip gradients, which stabilizes the training random 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	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.

@@ 第14行： / 第14行： @@
 |-
 | Yuxin Zhang||
-Try to add convolutional layers to the ddpg model.<br>
+Try to use Pyalgotrading to test the algorithm.<br>
-Use more suitable reward function.
+Start to develop algorithm for in-day market timing.<br>
+Did more experiments of ddpg.
 ||
-Use Pyalgotrading to test the algorithm.<br>
+Test the ddpg algorithm with stock selection algorithm.<br>
-Start to develop algorithm for in-day market timing.
+Develop algorithm for in-day market timing.
 |-