Gym-Anytrading RL环境返还0奖励

问题描述 投票:0回答:0

我尝试修改 _calculate_reward 函数并且 ep-rew-mean 总是返回 0

即使我用 gym-anytrading 的原始代码修改它...结果仍然是 0

def my_calculate_reward(env, action): step_reward = 0 # 点子

trade = False
if .....(cut it short)
    if self._position == Positions.Short:
        step_reward += -price_diff * 10000
    elif self._position == Positions.Long:
        step_reward += price_diff * 10000

return step_reward

MyForexEnv 类(ForexEnv): _calculate_reward = my_calculate_reward

|推出/ | | | ep_len_mean | 9.43e+03 | | ep_rew_mean | 0 |

我正在使用 stablebaseline3 PPO 模型

请注意

帮忙修改代码

machine-learning reinforcement-learning algorithmic-trading
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