rnn_crypto / base

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ppo rnn with bootstrap last value on episode end and 1k window length: 1) active return 3e-4 pi lr, 2) active return penalized turnovers 3e-4 pi lr, 3) sharpe based reward
0a12bae

bobotsalos commited on

ppo with bootstrap V value at episode boundaries not zero
330534c

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finish with ppo rnn with sharpe ratio reward base/cidl features
9ac6e20

bobotsalos commited on

progress (1/5) train ppo rnn with sharpe ratio reward base/cidl features
f166bce

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