Portfolio as subset of stocks data #1145
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FabioMD1972
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Just filter your train dataframe just after you read it before calculating any dimensions, keep only the subset of ticks you want. |
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Hi,
I'm quite new on FinRL.
This is my usecase:
The question is how I have to instantiate the StockTradingEnv class?
`
from finrl.meta.env_stock_trading.env_stocktrading import StockTradingEnv
....
env_kwargs = {
"hmax": 100,
"initial_amount": 1000000,
"num_stock_shares": num_stock_shares,
"buy_cost_pct": buy_cost_list,
"sell_cost_pct": sell_cost_list,
"state_space": state_space,
"stock_dim": stock_dimension,
"tech_indicator_list": INDICATORS,
"action_space": stock_dimension,
"reward_scaling": 1e-4
}
e_train_gym = StockTradingEnv(df = train, **env_kwargs)
`
I look at a lot of examples but I can't find the solution.
Thank you, F.
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