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I don't know where does this int 10 come from, guess should be self.eta which default value is 10 ?
def update_tco(self, x: npt.NDArray, b: npt.NDArray, x_pred: npt.NDArray): """ :param x: ratio of change in price """ lambd = 10 * self.trx_fee_pct # SHOUD BE self.eta * self.trx_fee_pct ? # last price adjusted weights updated_b = np.multiply(b, x) / np.dot(b, x)
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I don't know where does this int 10 come from, guess should be self.eta which default value is 10 ?
The text was updated successfully, but these errors were encountered: