AminHP / gym-anytrading

The most simple, flexible, and comprehensive OpenAI Gym trading environment (Approved by OpenAI Gym)

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[QUESTION] Is it possible to change callback to use profit as an evaluation metric instead of rewards?

Olwar opened this issue · comments

commented

The rewards don't seem to be a good metric to evaluate the model. I could have more reward and still have lower profit.

That's true. The reward is more useful for the RL agent., but profit is a valid and precise metric for final evaluation.