market
Replays 506 downloaded daily OHLCV bars from 2015-02-17 to 2017-02-16. Training ends 2015-12-31; five nonoverlapping later windows contain 284 trading days. See ../data/README.md for provenance and execution assumptions. No synthetic price process is used. Random numbers are used…
Historical AAPL market
Replays 506 downloaded daily OHLCV bars from 2015-02-17 to 2017-02-16. Training ends 2015-12-31; five nonoverlapping later windows contain 284 trading days. See ../data/README.md for provenance and execution assumptions. No synthetic price process is used. Random numbers are used only for baseline decisions.
The sensor encoder receives past observed returns/volatility and current account state. A decision at a close can fill only at the next opening price. Modelled commission, adverse spread/slippage, limited position size and dividend entitlements apply equally to the fly and comparison accounts. Buying on an ex-date earns no dividend for that ex-date.
Scoped to this part · feeds back into the world's score.