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@astrologos astrologos released this 23 May 01:16
· 10 commits to main since this release
51eaede

Includes a major fix to random split initialization.

Now, CryptoEnvironment.evaluate() and CryptoEnvironment.reset() methods correctly implement random position splitting at reset and at the beginning of an evaluation period.

The purpose of random splitting is to ensure the agent can't avoid market movements by refusing to take a position. This is a reward-gaming behavior common to agents operating mis-specified trading environments.