fintech

🌟 Feature Description

Motivation

Qlib has integrated pylint and flake8 to automatically detect the problem of coding style

But some errors are not fixed due to the limited bandwidth of the maintainers.
It will be very helpful if the commun

Hi,
I am currently using your FinRL_PortfolioAllocation_NeurIPS_2020 code and I have some strange behavior at the beginning of training. Sometimes the first episode reward mean value is super high and then drops during the training as shown on the tensorboard plot. This high value is never reached again. Any idea why this is happening ?

Edit: I'm training PPO agent from stablebaselines3 wit

Fallible
Fidesa
Flexport
ForUsAll

A great repo and paper: https://github.com/golsun/deep-RL-trading

This could be useful for FinRL maybe as helper / environment function. Training first on rather simple idealized synthetic prices before feeding real data might be beneficial to learn the agent the "basics". Also it's great for testing.

• Sine wave
• Trend curves
• Random walk

ACH Version: v1.6.3

The achcli utility does not currently support ach files with IAT batches and ADV entries (and possibly other items). We should add support to print these items out to stdout.