stateoftheart-quant / sharpe Goto Github PK

Thanks for this amazing module.
It is quite user-friendly and very clear instructions in the readme.

One question, what if i want to use my own dataset for RL?

Thanks a lot and happy CNY

Marcus from Hong Kong

when call order trade API, like order_target_weight, the weight we get is based on the previous BAR account total value, rather than the updated account value on the current BAR. since we first call the API, and then update account market value.

one way to address this problem is: define a callback function, like handle_state(state), within call order API, and execute the callback function after update account value.