Observation Stacking

[xiedidan]

It seems your code doesn't consider time series of observations?
Since there'll be no recurrent policy in stable baselines3 before v1.2, current implementation only takes 1 day's observation into consideration.
Did I miss anything that creates time series implicitly?

[YangletLiu]

Yes, we haven't used observations of several time slots, currently it uses 1 day's observation (price, share). Using LSTM to encode a time series of observations into a latent state is promising. Do you have some idea that worth a trial? Thanks.

[xiedidan]

I simply stacked 30 days' state, but no better result. Will give LSTM a try, thanks.

[YangletLiu]

Join the slack channel, can have better discussions.