FinRL and High Frequency Trading

[Kartolon]

Hi,

which parts of FinRL would have to be changed to use it on Limit Order Book Data, instead of minute, hourly or daily data? Did somebody already work with that?

Thank you in advance for any help.

[kami-ayati]

you can use list length or list size for limit order book .
and it is not instead of time frames.

[zhumingpassional]

the data layer including the calc of indicators, and env should be changed.

[shibanatifkhann]

How did you change the env?

[kami-ayati]

Good Best

…

On Wednesday, February 15, 2023, Ming Zhu ***@***.***> wrote: the data layer including the calc of indicators, and env should be changed. — Reply to this email directly, view it on GitHub <#739 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/A4DOVQTXHL6ZP7QJKOF6ZE3WXTSKDANCNFSM6AAAAAARCUUPXI> . You are receiving this because you commented.Message ID: ***@***.*** com>

[kami-ayati]

Hi Online on pdf help and platform. Best

…

On Friday, May 12, 2023, shibanatifkhann ***@***.***> wrote: How did you change the env? — Reply to this email directly, view it on GitHub <#739 (reply in thread)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/A4DOVQU4GRRXQVA6ZU425T3XFW7GBANCNFSM6AAAAAARCUUPXI> . You are receiving this because you commented.Message ID: ***@***.*** com>