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AminHP / gym-anytrading

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

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how to use multi time-frame to create custom environment

Masoud1365 opened this issue · comments

commented

hi Amin
can we use multi time frame to create custom environment ?
for example, I want to use daily, 4h, 1h time frames for my environment

commented

Hi @Masoud1365

Yes, it is possible. In order to do so, you need a Dict observation space (here) with three elements for the daily, 4h, and 1h time frames. You also need to override TradingEnv._get_observation (here) to return a dictionary of numpy arrays as observation.