notadamking/RLTrader

Reasonable balances for trading

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#38 创建于 2019年6月12日

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 (4 评论) (3 反应) (0 负责人)Python (535 fork)batch import
bugenhancementhelp wanted

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描述

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.

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