notadamking/RLTrader

Reasonable balances for trading

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#38 opened on Jun 12, 2019

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

Description

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.

Contributor guide

Tech stack
python
Domain
backenddata
Issue type
bug
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
3
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
1-3 hours
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
stale
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
mostly clear
Prerequisites
Python basicsUnderstanding of trading simulation
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
40
Research direction
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.