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The file being written is StockTradingEnv-v2_0 so the code to load the file for backtesting should be: args.cwd = './AgentPPO/StockTradingEnv-v2_0' instead of v1_0
Even when making above change, the following error occurs in backtesting:
KeyError Traceback (most recent call last)
~/opt/anaconda3/lib/python3.8/site-packages/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance)
3079 try:
-> 3080 return self._engine.get_loc(casted_key)
3081 except KeyError as err:
pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc()
pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc()
pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item()
pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item()
KeyError: 'single-stock-baseline'
UPDATE:
I believe the fix is to change in file env.py, method get_daily_return:
Issues:
StockTradingEnv-v2_0
so the code to load the file for backtesting should be:args.cwd = './AgentPPO/StockTradingEnv-v2_0'
instead ofv1_0
UPDATE:
I believe the fix is to change in file
env.py
, methodget_daily_return
:to
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