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rcnn-sample-convergence-output
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LAYER_1_NEURONS: 178
LAYER_2_NEURONS: 89
BATCH_SIZE: 10
LEARNING_RATE: 0.050000
GAMMA: 0.990000
IN_DIMENS: 89
OUT_DIMENS: 6
EXPLORATION_RATE: 0.100000
TRADE_EXPLORATION_RATE: 0.000000
TRADE_THRESHOLD: 0.500000
TRADE_FEE: 0.000000
TRADE_REWARD_PENALTY: 0.010000
DROPOUT_KEEP_PROB: 0.900000
NO_DISCOUNT: 0
AVG_REWARD_INCREMENT: 0
USE_Q_TABLE: 0
Q_TABLE_MULT: 0
EQUITY_BONUS_MULT: 10.000000
USE_DONE_REWARD: 0
LOW_TRADING_PENALTY: -0.010000
LOW_TRADING_THRESH: 40
Equity: 0.492280404821 at time step 1778
Iteration: 1
Equity: 0.50740021352 at time step 1778
Iteration: 2
Equity: 0.437619901015 at time step 1778
Iteration: 3
Equity: 0.521369505787 at time step 1778
Iteration: 4
Equity: 0.584097742129 at time step 1778
Iteration: 5
Equity: 0.5271749781 at time step 1778
Iteration: 6
Equity: 0.491761944845 at time step 1778
Iteration: 7
Equity: 0.452614228703 at time step 1778
Iteration: 8
Equity: 0.506847170534 at time step 1778
Iteration: 9
Average loss: 56.700951 in 9 episodes
Increasing batch size to 10
Have run 1 batch updates
Next update at 20
[]
Equity: 1.61355187181 at time step 1778
Learning Rate: 0.05, Exploration Rate: 0.1
Avg Portfolio: [0.72583773869906254, 0.03933237403101688, 0.032453444258355765, 0.00015413297137673298, 0.00893737356105943]
Min Portfolio: [0.0, 0.0, 0.0, 0.0, 0.0]
Max Portfolio: [0.95005100993357483, 0.58850284418588716, 0.48952322892526423, 0.97310314663556929, 0.51620604879554621]
Min Gain or Loss: [0.8409600293507098, 0.44667826004124467, 0.74987310785474515, 0.13435355686106878]
Max Gain or Loss: [1.8069916926234744, 2.4319919248300352, 1.718046161624414, 1.3377467830458405]
Iteration: 10
Equity: 1.67247677489 at time step 1778
Iteration: 11
Equity: 1.68968590056 at time step 1778
Iteration: 12
Equity: 1.65800161241 at time step 1778
Iteration: 13
Equity: 1.61392179477 at time step 1778
Iteration: 14
Equity: 1.63407917091 at time step 1778
Iteration: 15
Equity: 1.67864691869 at time step 1778
Iteration: 16
Equity: 1.61894874578 at time step 1778
Iteration: 17
Equity: 1.67832709279 at time step 1778
Iteration: 18
Equity: 1.57355098531 at time step 1778
Iteration: 19
Average loss: -30.162810 in 10 episodes
Increasing batch size to 10
Have run 2 batch updates
Next update at 30
[]
Equity: 1.48576062846 at time step 1778
Learning Rate: 0.05, Exploration Rate: 0.1
Avg Portfolio: [0.71714451977655136, 0.020569414432318734, 0.021089390888321714, 0.034143893078885761, 0.013767845344794478]
Min Portfolio: [0.0, 0.0, 0.0, 0.0, 0.0]
Max Portfolio: [0.98646647171431767, 0.58850284418588716, 0.48952322892526423, 0.97310314663556929, 0.51620604879554621]
Min Gain or Loss: [0.8409600293507098, 0.31936338744318993, 0.55329425426150569, 0.029375926661746352]
Max Gain or Loss: [2.6841750465311796, 2.922970822953137, 1.8953501364726331, 1.3377467830458405]
Iteration: 20
Equity: 1.70351212776 at time step 1778
Iteration: 21
Equity: 1.58997344199 at time step 1778
Iteration: 22
Equity: 1.3233024891 at time step 1778
Iteration: 23
Equity: 1.43709438589 at time step 1778
Iteration: 24
Equity: 1.53421544998 at time step 1778
Iteration: 25
Equity: 1.6040965806 at time step 1778
Iteration: 26
Equity: 1.65226518329 at time step 1778
Iteration: 27
Equity: 1.68351614284 at time step 1778
Iteration: 28
Equity: 1.66116406003 at time step 1778
Iteration: 29
Average loss: -386.150232 in 10 episodes
Increasing batch size to 10
Have run 3 batch updates
Next update at 40
[]
Equity: 1.74634551075 at time step 1778
Learning Rate: 0.05, Exploration Rate: 0.1
Avg Portfolio: [0.67859103719461744, 0.023717343831846815, 0.018099569773808031, 0.017973089263110406, 0.068334023457488055]
Min Portfolio: [0.0, 0.0, 0.0, 0.0, 0.0]
Max Portfolio: [0.99231217655093984, 0.58850284418588716, 0.48952322892526423, 0.97310314663556929, 0.51620604879554621]
Min Gain or Loss: [0.81332323164814591, 0.018509495561306197, 0.55329425426150569, 1.6792631583544613e-05]
Max Gain or Loss: [37.94488874653095, 2.922970822953137, 1.8953501364726331, 1.3377467830458405]
Iteration: 30
Equity: 1.41666968912 at time step 1778
Iteration: 31
Equity: 1.40336541964 at time step 1778
Iteration: 32
Equity: 1.49806443014 at time step 1778
Iteration: 33
Equity: 1.57575352342 at time step 1778
Iteration: 34
Equity: 1.63261555671 at time step 1778
Iteration: 35
Equity: 1.67083889198 at time step 1778
Iteration: 36
Equity: 1.7175447966 at time step 1778
Iteration: 37
Equity: 1.77860269337 at time step 1778
Iteration: 38
Equity: 1.58445558511 at time step 1778
Iteration: 39
Average loss: -302.689578 in 10 episodes
Increasing batch size to 10
Have run 4 batch updates
Next update at 50
[]
Equity: 1.55422600997 at time step 1778
Learning Rate: 0.05, Exploration Rate: 0.1
Avg Portfolio: [0.65991969555122776, 0.027995878753660941, 0.023128291167792962, 0.012980258367617343, 0.082690939680572256]
Min Portfolio: [0.0, 0.0, 0.0, 0.0, 0.0]
Max Portfolio: [0.99421718612725773, 0.58850284418588716, 0.48952322892526423, 0.97310314663556929, 0.5202203107878336]
Min Gain or Loss: [0.81332323164814591, 0.018509495561306197, 0.55329425426150569, 1.6465509010453096e-05]
Max Gain or Loss: [37.94488874653095, 2.922970822953137, 1.8953501364726331, 1.3377467830458405]
Iteration: 40
Equity: 1.33769946639 at time step 1778
Iteration: 41
Equity: 1.38843737453 at time step 1778
Iteration: 42
Equity: 1.48690309563 at time step 1778
Iteration: 43
Equity: 1.567170185 at time step 1778
Iteration: 44
Equity: 1.62655533289 at time step 1778
Iteration: 45
Equity: 1.66686390931 at time step 1778
Iteration: 46
Equity: 1.59025710628 at time step 1778
Iteration: 47
Equity: 1.6019274839 at time step 1778
Iteration: 48
Equity: 1.55986557992 at time step 1778
Iteration: 49
Average loss: -213.274821 in 10 episodes
Increasing batch size to 10
Have run 5 batch updates
Next update at 60
[]
Equity: 1.60687025411 at time step 1778
Learning Rate: 0.05, Exploration Rate: 0.1
Avg Portfolio: [0.6339960232095091, 0.01826967583321976, 0.017027162774643109, 0.019526855251708185, 0.11789534645179195]
Min Portfolio: [0.0, 0.0, 0.0, 0.0, 0.0]
Max Portfolio: [0.99421718612725773, 0.58850284418588716, 0.48952322892526423, 0.97310314663556929, 0.5202203107878336]
Min Gain or Loss: [0.81332323164814591, 0.018509495561306197, 0.55329425426150569, 1.6465509010453096e-05]
Max Gain or Loss: [37.94488874653095, 2.922970822953137, 1.8953501364726331, 1.3377467830458405]
Iteration: 50
Equity: 1.35748275454 at time step 1778
Iteration: 51
Equity: 1.46788422195 at time step 1778
Iteration: 52
Equity: 1.55310871995 at time step 1778
Iteration: 53
Equity: 1.61664903514 at time step 1778
Iteration: 54
Equity: 1.66034408308 at time step 1778
Iteration: 55
Equity: 1.70140135774 at time step 1778
Iteration: 56
Equity: 1.58598989873 at time step 1778
Iteration: 57
Equity: 1.5083928175 at time step 1778
Iteration: 58
Equity: 1.36609045592 at time step 1778
Iteration: 59
Average loss: -297.320661 in 10 episodes
Increasing batch size to 10
Have run 6 batch updates
Next update at 70
[]
Equity: 1.47688683037 at time step 1778
Learning Rate: 0.05, Exploration Rate: 0.1
Avg Portfolio: [0.57934246378796495, 1.8163956298631806e-09, 0.0073136763243882652, 0.00073732689543150917, 0.21932159469669149]
Min Portfolio: [0.0, 0.0, 0.0, 0.0, 0.0]
Max Portfolio: [0.99421718612725773, 0.58850284418588716, 0.48952322892526423, 0.97310314663556929, 0.5202203107878336]
Min Gain or Loss: [0.81332323164814591, 0.018509495561306197, 0.55329425426150569, 1.6465509010453096e-05]
Max Gain or Loss: [37.94488874653095, 2.9504630563143004, 1.9884712123806014, 1.3377467830458405]
Iteration: 60
Equity: 1.56040624908 at time step 1778
Iteration: 61
Equity: 1.62187940692 at time step 1778
Iteration: 62
Equity: 1.66380343022 at time step 1778
Iteration: 63
Equity: 1.67958408803 at time step 1778
Iteration: 64
Equity: 1.55361944136 at time step 1778
Iteration: 65
Equity: 1.35992806105 at time step 1778
Iteration: 66
Equity: 1.47526123103 at time step 1778
Iteration: 67
Equity: 1.55957607935 at time step 1778
Iteration: 68
Equity: 1.6213419415 at time step 1778
Iteration: 69
Average loss: -242.935341 in 10 episodes
Increasing batch size to 10
Have run 7 batch updates
Next update at 80
[]
Equity: 1.66345805977 at time step 1778
Learning Rate: 0.05, Exploration Rate: 0.1
Avg Portfolio: [0.74945232550140017, 4.0082438999788276e-19, 0.001149356385741384, 1.0540272599402844e-06, 0.056112327606471668]
Min Portfolio: [0.0, 0.0, 0.0, 0.0, 0.0]
Max Portfolio: [0.99421718612725773, 0.58850284418588716, 0.48952322892526423, 0.97310314663556929, 0.5202203107878336]
Min Gain or Loss: [0.81332323164814591, 0.018509495561306197, 0.55329425426150569, 1.6465509010453096e-05]
Max Gain or Loss: [37.94488874653095, 2.9504630563143004, 1.9884712123806014, 1.3377467830458405]
Iteration: 70
Equity: 1.68821099142 at time step 1778
Iteration: 71
Equity: 1.54296239864 at time step 1778
Iteration: 72
Equity: 1.38704243744 at time step 1778
Iteration: 73
Equity: 1.48721361467 at time step 1778
Iteration: 74
Equity: 1.56870595421 at time step 1778
Iteration: 75
Equity: 1.62816993918 at time step 1778
Iteration: 76
Equity: 1.66810775086 at time step 1778
Iteration: 77
Equity: 1.56337575573 at time step 1778
Iteration: 78
Equity: 1.569779872 at time step 1778
Iteration: 79
Average loss: -522.881255 in 10 episodes
Increasing batch size to 10
Have run 8 batch updates
Next update at 90
[]
Equity: 1.39071170856 at time step 1778
Learning Rate: 0.05, Exploration Rate: 0.1
Avg Portfolio: [0.50044005709059036, 0.017305954875093642, 0.021073975489717279, 0.00046294610082224849, 0.26743212996464844]
Min Portfolio: [0.0, 0.0, 0.0, 0.0, 0.0]
Max Portfolio: [0.99421718612725773, 0.58850284418588716, 0.48952322892526423, 0.97310314663556929, 0.52306094598698993]
Min Gain or Loss: [0.81332323164814591, 0.018509495561306197, 0.55329425426150569, 1.6465509010453096e-05]
Max Gain or Loss: [37.94488874653095, 2.9504630563143004, 1.9884712123806014, 1.3409664826168315]
Iteration: 80
Equity: 1.46536248287 at time step 1778
Iteration: 81
Equity: 1.55305617321 at time step 1778
Iteration: 82
Equity: 1.61767875223 at time step 1778
Iteration: 83
Equity: 1.66143357429 at time step 1778
Iteration: 84
Equity: 1.54550871428 at time step 1778
Iteration: 85
Equity: 1.55193101328 at time step 1778
Iteration: 86
Equity: 1.75667434376 at time step 1778
Iteration: 87
Equity: 1.44479141295 at time step 1778
Iteration: 88
Equity: 1.55471990745 at time step 1778
Iteration: 89
Average loss: -294.523627 in 10 episodes
Increasing batch size to 10
Have run 9 batch updates
Next update at 100
[]
Equity: 1.37803638032 at time step 1778
Learning Rate: 0.05, Exploration Rate: 0.1
Avg Portfolio: [0.47996629311206324, 0.0027504462300414726, 0.003200474843947046, 5.2409617505036753e-06, 0.32079260837306928]
Min Portfolio: [0.0, 0.0, 0.0, 0.0, 0.0]
Max Portfolio: [0.9959916772007531, 0.58850284418588716, 0.48952322892526423, 0.97310314663556929, 0.52306094598698993]
Min Gain or Loss: [0.81332323164814591, 0.018509495561306197, 0.55329425426150569, 1.6465509010453096e-05]
Max Gain or Loss: [37.94488874653095, 2.9504630563143004, 1.9884712123806014, 1.4376745428643238]
Iteration: 90
Equity: 1.47639956199 at time step 1778
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Equity: 1.55918477087 at time step 1778
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Equity: 1.62108186894 at time step 1778
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Equity: 1.66334331527 at time step 1778
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Equity: 1.5759789805 at time step 1778
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Equity: 1.40663578125 at time step 1778
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Equity: 1.43037378021 at time step 1778
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Equity: 1.53039927504 at time step 1778
Iteration: 99
Average loss: -303.940890 in 10 episodes
Increasing batch size to 10
Have run 10 batch updates
Next update at 110
[]
Equity: 1.60238284543 at time step 1778
Learning Rate: 0.0485, Exploration Rate: 0.097
Avg Portfolio: [0.69690958122321101, 0.0013793361029561934, 5.4605400811481878e-13, 2.5006654052206764e-05, 0.1084011395401045]
Min Portfolio: [0.0, 0.0, 0.0, 0.0, 0.0]
Max Portfolio: [0.9959916772007531, 0.58850284418588716, 0.48952322892526423, 0.97310314663556929, 0.52306094598698993]
Min Gain or Loss: [0.81332323164814591, 0.018509495561306197, 0.55329425426150569, 1.6465509010453096e-05]
Max Gain or Loss: [37.94488874653095, 2.9504630563143004, 1.9884712123806014, 1.4376745428643238]
Iteration: 100
Equity: 1.65154240231 at time step 1778
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Equity: 1.78915837151 at time step 1778
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Equity: 1.75952214435 at time step 1778
Iteration: 109
Average loss: -257.093579 in 10 episodes
Increasing batch size to 10
Have run 11 batch updates
Next update at 120
[]
Equity: 1.36412876757 at time step 1778
Learning Rate: 0.0485, Exploration Rate: 0.097
Avg Portfolio: [0.46071541660779142, 0.017153743711200719, 0.0067506850246879082, 0.0032444780524406446, 0.31885074012474934]
Min Portfolio: [0.0, 0.0, 0.0, 0.0, 0.0]
Max Portfolio: [0.9959916772007531, 0.58850284418588716, 0.48952322892526423, 0.97310314663556929, 0.52306094598698993]
Min Gain or Loss: [0.81332323164814591, 0.018509495561306197, 0.55329425426150569, 1.6465509010453096e-05]
Max Gain or Loss: [37.94488874653095, 2.9504630563143004, 1.9884712123806014, 1.4376745428643238]
Iteration: 110
Equity: 1.45347766109 at time step 1778
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Equity: 1.52398402576 at time step 1778
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Equity: 1.59609333892 at time step 1778
Iteration: 119
Average loss: -253.722689 in 10 episodes
Increasing batch size to 10
Have run 12 batch updates
Next update at 130
[]
Equity: 1.64685754848 at time step 1778
Learning Rate: 0.0485, Exploration Rate: 0.097
Avg Portfolio: [0.73522350991163277, 0.00021841108535697033, 0.0011391681686682242, 3.8938036912480395e-16, 0.070133974355212431]
Min Portfolio: [0.0, 0.0, 0.0, 0.0, 0.0]
Max Portfolio: [0.9959916772007531, 0.58850284418588716, 0.48952322892526423, 0.97310314663556929, 0.52306094598698993]
Min Gain or Loss: [0.81332323164814591, 0.018509495561306197, 0.55329425426150569, 1.6465509010453096e-05]
Max Gain or Loss: [37.94488874653095, 2.9504630563143004, 1.9884712123806014, 1.4376745428643238]
Iteration: 120
Equity: 1.54236506592 at time step 1778
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Equity: 1.36818417328 at time step 1778
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Equity: 1.66250715187 at time step 1778
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Equity: 1.34204856544 at time step 1778
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Equity: 1.44763884031 at time step 1778
Iteration: 129
Average loss: -615.090425 in 10 episodes
Increasing batch size to 10
Have run 13 batch updates
Next update at 140
[]
Equity: 1.53704359286 at time step 1778
Learning Rate: 0.0485, Exploration Rate: 0.097
Avg Portfolio: [0.63586265483111171, 1.4608864554342373e-09, 0.0041903912422169391, 9.7329684506706324e-05, 0.16656468630214941]
Min Portfolio: [0.0, 0.0, 0.0, 0.0, 0.0]
Max Portfolio: [0.9959916772007531, 0.58850284418588716, 0.48952322892526423, 0.97310314663556929, 0.52306094598698993]
Min Gain or Loss: [0.81332323164814591, 0.018509495561306197, 0.54409771021009123, 1.6059208079979144e-05]
Max Gain or Loss: [42.969890666607292, 2.9504630563143004, 1.9884712123806014, 1.4376745428643238]
Iteration: 130
Equity: 1.6050536048 at time step 1778
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Equity: 1.52250014312 at time step 1778
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Equity: 1.59590179086 at time step 1778
Iteration: 139
Average loss: -252.750418 in 10 episodes
Increasing batch size to 10
Have run 14 batch updates
Next update at 150
[]
Equity: 1.64705174407 at time step 1778
Learning Rate: 0.0485, Exploration Rate: 0.097
Avg Portfolio: [0.73543580489713156, 0.00044929394100005313, 0.0017840251389544758, 1.2308514605071646e-16, 0.069045939543785725]
Min Portfolio: [0.0, 0.0, 0.0, 0.0, 0.0]
Max Portfolio: [0.9959916772007531, 0.58850284418588716, 0.48952322892526423, 0.97310314663556929, 0.52306094598698993]
Min Gain or Loss: [0.81332323164814591, 0.018509495561306197, 0.54409771021009123, 1.6059208079979144e-05]
Max Gain or Loss: [42.969890666607292, 2.9504630563143004, 1.9884712123806014, 1.4376745428643238]
Iteration: 140
Equity: 1.68032601858 at time step 1778
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Equity: 1.62864443527 at time step 1778
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Equity: 1.63226322231 at time step 1778
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Equity: 1.69148200027 at time step 1778
Iteration: 149
Average loss: -347.181692 in 10 episodes
Increasing batch size to 10
Have run 15 batch updates
Next update at 160
[]
Equity: 1.54105670402 at time step 1778
Learning Rate: 0.0485, Exploration Rate: 0.097
Avg Portfolio: [0.71474109615724091, 0.025020191589077454, 0.0087842532569336745, 0.024338659181500018, 0.033830863336119212]
Min Portfolio: [0.0, 0.0, 0.0, 0.0, 0.0]
Max Portfolio: [0.9959916772007531, 0.58850284418588716, 0.48952322892526423, 0.97310314663556929, 0.52719076973429613]
Min Gain or Loss: [0.81332323164814591, 0.018509495561306197, 0.54409771021009123, 1.6030209116139062e-05]
Max Gain or Loss: [42.969890666607292, 2.9504630563143004, 1.9884712123806014, 1.4376745428643238]
Iteration: 150
Equity: 1.33214578927 at time step 1778
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Equity: 1.42631981109 at time step 1778
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Equity: 1.51901510111 at time step 1778
Iteration: 159
Average loss: -269.741092 in 10 episodes
Increasing batch size to 10
Have run 16 batch updates
Next update at 170
[]
Equity: 1.59167786228 at time step 1778
Learning Rate: 0.0485, Exploration Rate: 0.097
Avg Portfolio: [0.6862439702087394, 6.333860996542114e-13, 0.0012112642183585197, 9.265104321753044e-06, 0.11925056398881966]
Min Portfolio: [0.0, 0.0, 0.0, 0.0, 0.0]
Max Portfolio: [0.9959916772007531, 0.58850284418588716, 0.48952322892526423, 0.97310314663556929, 0.52719076973429613]
Min Gain or Loss: [0.81332323164814591, 0.018509495561306197, 0.54409771021009123, 1.6030209116139062e-05]
Max Gain or Loss: [42.969890666607292, 2.9504630563143004, 1.9884712123806014, 1.4376745428643238]
Iteration: 160
Equity: 1.64355791754 at time step 1778
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Equity: 1.6592220932 at time step 1778
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Equity: 1.65616439629 at time step 1778
Iteration: 169
Average loss: -534.733997 in 10 episodes
Increasing batch size to 10
Have run 17 batch updates
Next update at 180
[]
Equity: 1.36015555202 at time step 1778
Learning Rate: 0.0485, Exploration Rate: 0.097
Avg Portfolio: [0.49895218460288732, 0.0056198480404856359, 0.0048284239655580572, 0.0016461636808308944, 0.2956684432311083]
Min Portfolio: [0.0, 0.0, 0.0, 0.0, 0.0]
Max Portfolio: [0.9959916772007531, 0.58850284418588716, 0.48952322892526423, 0.97310314663556929, 0.52719076973429613]
Min Gain or Loss: [0.81203030505932006, 0.018509495561306197, 0.54409771021009123, 1.6030209116139062e-05]
Max Gain or Loss: [42.969890666607292, 2.9504630563143004, 1.9884712123806014, 1.4376745428643238]
Iteration: 170
Equity: 1.46427079795 at time step 1778
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Equity: 1.56826297811 at time step 1778
Iteration: 179
Average loss: -257.091591 in 10 episodes
Increasing batch size to 10
Have run 18 batch updates
Next update at 190
[]
Equity: 1.6274148986 at time step 1778
Learning Rate: 0.0485, Exploration Rate: 0.097
Avg Portfolio: [0.71821222566970533, 7.9571770100079437e-05, 0.0005450768952056876, 4.3011513458898938e-16, 0.087878189185859434]
Min Portfolio: [0.0, 0.0, 0.0, 0.0, 0.0]
Max Portfolio: [0.9959916772007531, 0.58850284418588716, 0.48952322892526423, 0.97310314663556929, 0.52719076973429613]
Min Gain or Loss: [0.81203030505932006, 0.018509495561306197, 0.54409771021009123, 1.6030209116139062e-05]
Max Gain or Loss: [42.969890666607292, 2.9504630563143004, 1.9884712123806014, 1.4376745428643238]
Iteration: 180
Equity: 1.66746649994 at time step 1778
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Equity: 1.38073003172 at time step 1778
Iteration: 189
Average loss: -579.342719 in 10 episodes
Increasing batch size to 10
Have run 19 batch updates
Next update at 200
[]
Equity: 1.45176538798 at time step 1778
Learning Rate: 0.0485, Exploration Rate: 0.097
Avg Portfolio: [0.55770732227546793, 0.0070651767386329632, 0.0082893935306114479, 8.4504455841203888e-07, 0.23365232593160012]
Min Portfolio: [0.0, 0.0, 0.0, 0.0, 0.0]
Max Portfolio: [0.9959916772007531, 0.58850284418588716, 0.48952322892526423, 0.97310314663556929, 0.52719076973429613]
Min Gain or Loss: [0.81203030505932006, 0.018509495561306197, 0.54409771021009123, 1.5286241686204604e-05]
Max Gain or Loss: [42.969890666607292, 2.9504630563143004, 1.9884712123806014, 1.4376745428643238]
Iteration: 190
Equity: 1.5424305882 at time step 1778
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Average loss: -278.744507 in 10 episodes
Increasing batch size to 10
Have run 20 batch updates
Next update at 210
[]
Equity: 1.63857792804 at time step 1778
Learning Rate: 0.047045, Exploration Rate: 0.09409
Avg Portfolio: [0.72787130483199758, 3.374798216439454e-16, 0.0012012043521728558, 3.3590520729357939e-06, 0.077639195284626802]
Min Portfolio: [0.0, 0.0, 0.0, 0.0, 0.0]
Max Portfolio: [0.9959916772007531, 0.58850284418588716, 0.48952322892526423, 0.97310314663556929, 0.52719076973429613]
Min Gain or Loss: [0.81203030505932006, 0.018509495561306197, 0.54409771021009123, 1.5286241686204604e-05]
Max Gain or Loss: [42.969890666607292, 2.9504630563143004, 1.9884712123806014, 1.4376745428643238]
Iteration: 200
Equity: 1.67467848031 at time step 1778
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Iteration: 209
Average loss: -541.139293 in 10 episodes
Increasing batch size to 10
Have run 21 batch updates
Next update at 220
[]
Equity: 1.2789211417 at time step 1778
Learning Rate: 0.047045, Exploration Rate: 0.09409
Avg Portfolio: [0.48534736194526779, 0.016248378592431553, 0.00088303789629969195, 0.013127195949395324, 0.29110908913747707]
Min Portfolio: [0.0, 0.0, 0.0, 0.0, 0.0]
Max Portfolio: [0.9959916772007531, 0.58850284418588716, 0.48952322892526423, 0.97310314663556929, 0.52719076973429613]
Min Gain or Loss: [0.81203030505932006, 0.018509495561306197, 0.54409771021009123, 1.5286241686204604e-05]
Max Gain or Loss: [42.969890666607292, 2.9504630563143004, 1.9884712123806014, 1.4376745428643238]
Iteration: 210
Equity: 1.45595957086 at time step 1778
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Equity: 1.57431907168 at time step 1778
Iteration: 219
Average loss: -277.247692 in 10 episodes
Increasing batch size to 10
Have run 22 batch updates
Next update at 230
[]
Equity: 1.63159335217 at time step 1778
Learning Rate: 0.047045, Exploration Rate: 0.09409
Avg Portfolio: [0.72144747664398012, 1.970076387884442e-16, 0.0033082404903452193, 3.1848447206127402e-06, 0.081956161541824807]
Min Portfolio: [0.0, 0.0, 0.0, 0.0, 0.0]
Max Portfolio: [0.9959916772007531, 0.58850284418588716, 0.48952322892526423, 0.97310314663556929, 0.52719076973429613]
Min Gain or Loss: [0.81203030505932006, 0.018509495561306197, 0.54409771021009123, 1.5286241686204604e-05]
Max Gain or Loss: [42.969890666607292, 2.9504630563143004, 1.9884712123806014, 1.4376745428643238]
Iteration: 220
Equity: 1.67014870489 at time step 1778
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Iteration: 223