notadamking/RLTrader

Reasonable balances for trading

Open

#38 opened on 2019年6月12日

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 (4 comments) (3 reactions) (0 assignees)Python (1,592 stars) (535 forks)batch import
bugenhancementhelp wanted

説明

Currently, agents buy and sell using unrealistic USD and BTC balances. For instance, during a debugging session I saw one agent executing this kind of trades:

Buying BTC balance USD: 0.004812330813060336 btc held: 2.5835011089138864 Net worth: 17707.373082848768 ============= Buying BTC balance USD: 0.0032082205420402242 btc held: 2.5835013414545522 Net worth: 17777.0501037559

It doesn't look like there is a logical lower bound on the USD and BTC that can be used in a trade. In real life one wouldn't try to (and couldn't) buy BTC with $0.0016.

Also, using correct number of decimals (i.e., 8 for BTC) is important for precision. That might be another bug actually.

コントリビューターガイド

技術スタック
python
領域
backenddata
Issue 種別
bug
難度新しい貢献者にとっての実装難度です。1 は非常に小さな変更、5 は専門的な作業です。
3
推定時間経験ある貢献者が調査、実装、テスト、pull request 準備にかけるおおよその時間範囲です。
1-3 hours
活動状況Issue が今どれだけ取り組みやすいかを示します。新しい、活発、古い、ブロック中、またはメンテナー入力待ちなどです。
stale
明確さ期待される変更、受け入れ条件、次の手順がどれだけ明確かを示します。
mostly clear
前提条件
Python basicsUnderstanding of trading simulation
初心者向け度初回貢献者にどれだけ取り組みやすいかを 1-100 で推定したスコアです。
40
調査方針
The issue describes unrealistic USD and BTC balances during trades, e.g., trading with $0.0016. The fix should enforce a minimum balance threshold and correct BTC decimal precision. Start by examining the trading environment files, likely in the `env` or `agent` directory, to find where balance checks occur. Comments on the issue may provide additional context. Implement logic to reject trades below a set minimum and use proper rounding for BTC decimals.
Reasonable balances for trading · notadamking/RLTrader#38 | Good First Issue