quantstats icon indicating copy to clipboard operation
quantstats copied to clipboard

Extracting results from stable baselines environment

Open sword134 opened this issue 5 years ago • 0 comments

Hello, after creating a model in the stable baselines library anytrading (https://github.com/AminHP/gym-anytrading) and running the following code:

env = gym.make('stocks-v0', frame_bound=(50, 100), window_size=10)
model = DQN('MlpPolicy', env, tensorboard_log="D:\ReinforcementLearning\BaseLines\Trading\Tensorboard",
            verbose=2)
results = model.learn(int(1000))

how do I use the results to compare with a benchmark in quantstats? Currently the results doesn't hold the data that quantstats expect to be able to use in conjunction with qs.reports.html(results, "SPY", output="D:\ReinforcementLearning\BaseLines\Trading\Myreport.html")

sword134 avatar Jul 24 '20 13:07 sword134