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Active and Inactive Limit Order Book #31

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KangOxford opened this issue Jul 7, 2022 · 0 comments
Open

Active and Inactive Limit Order Book #31

KangOxford opened this issue Jul 7, 2022 · 0 comments

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@KangOxford
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Active means the limit order book would change when the rl agent submits a new order. In comparison, the inactive limit order book means the rl agent is trained purely on the historical limit order book. I have found this repo is an inactive one. Is it right?
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@KangOxford