wassname/rl-portfolio-management

Question about random_reset in PortfolioEnv

stewartyoung opened this issue · 1 comments

Firstly wassname, thank you so much for sharing this excellent piece of work! It has been extremely interesting to work on, and particularly opened my eyes to universal portfolios. Secondly, I have a question about what random_reset does in PortfolioEnv? I cannot use my adapted environment from your work without raising loads of errors. I'd be very grateful if you could clarify the differences in random_reset=False and random_reset=True.

Thanks!
Stewart

It resets to a random time otherwise it just continues to the next window