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update image size
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sunnyswag committed May 18, 2021
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6 changes: 3 additions & 3 deletions README.md
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回测结果展示(时间跨度为2019年1月1日至2021年1月1日)

![result_picture.png](./assets/result_picture.png)
<img width="750" src="./assets/result_picture.png" alt="reward.png"/>

回测结果分析表(时间跨度为2019年1月1日至2021年1月1日,baseline 为上证50指数)

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**reward 的计算方式:**

* 累计收益率 - 当前回撤率
* Reward = 累计收益率 - 当前回撤率

![reward.png](./assets/reward.png)
<img width="450" src="./assets/reward.png" alt="reward.png"/>

**action_space 的空间:**

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4 changes: 3 additions & 1 deletion learn/readme.md
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数据保存在 `./data_file` 文件夹中

数据分为训练状态空间和测试状态空间,默认拆分方式为:![data_split.png](../assets/data_split.png)
数据分为训练状态空间和测试状态空间,默认拆分方式为:

<img width="550" src="../assets/data_split.png" alt="data_split.png"/>

## 训练

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