If you change the time_steps parameter in the EIIE portfolio management config, these values seem to be ignored and time_steps 10 is always used.
In the trademaster/environments/portfolio_management/eiie_environment.py file,
self.time_steps = get_attr(self.dataset, "time_steps", 10)
As far as I can tell, time_steps is not an attribute of self.dataset or kwargs passed to the environment, so the default of 10 is used.
To reproduce using the Tutorial EIIE notebook:
- Change the time_steps value in portfolio_management_dj30_eiie_eiie_adam_mse.py
- Load config, build data set, build environment, build net
- Check cfg.act.time_steps and it will be 10, not the value set in the portfolio_management config.