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Question regarding the observation space in the Env #36

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emjay032 opened this issue Apr 30, 2021 · 0 comments

emjay032 commented Apr 30, 2021

Why is self.observation_space bounded from 0 to np.inf when the techinal indicators (e.g. MACD) can take negative values?

Should it not be:

self.observation_space = spaces.Box(low=-np.inf, high=np.inf, shape = (Obs_Dim,))

instead of

self.observation_space = spaces.Box(low=0 high=np.inf, shape = (Obs_Dim,))

with Obs_Dim = Balance+num_stock+_num_shares_holding_per_stock+num_tech_indicators*num_stocks

Thanks

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