can btgym support different stocks data with the same date time range?

[vincetom1980]

hi Andrew,

Can this framework support use different stocks with the same date time range as input? can you give me an example?

I mean the input for the framework is:

input_file1:
20170901 133000;15345;15355;15340;15335;868
20170901 133100;15335;15340;15330;15330;346
20170901 133200;15330;15330;15305;15300;3088
20170901 133300;15305;15320;15320;15300;1290
20170901 133400;15315;15320;15305;15305;1154
20170901 133500;15310;15315;15315;15300;2882
20170901 133600;15310;15315;15315;15305;434
20170901 133700;15310;15315;15310;15305;506
20170901 133800;15310;15315;15310;15305;906
20170901 133900;15315;15315;15315;15310;308
20170901 134000;15310;15315;15315;15310;180
20170901 134100;15315;15315;15305;15305;418

input_file2:
20170901 133000;4003;4006;4005;4003;2816
20170901 133100;4005;4006;4004;4003;1500
20170901 133200;4004;4004;4001;4000;3306
20170901 133300;4000;4002;4002;3999;2476
20170901 133400;4001;4002;4001;4001;1036
20170901 133500;4001;4001;4000;4000;1758
20170901 133600;4000;4005;4004;3999;5274
20170901 133700;4004;4005;4005;4003;1322
20170901 133800;4004;4005;4005;4004;802
20170901 133900;4004;4006;4006;4004;3030
20170901 134000;4006;4007;4006;4005;2144
20170901 134100;4006;4007;4006;4005;1068
20170901 134200;4006;4006;4005;4004;354
20170901 134300;4005;4005;4004;4004;690
20170901 134400;4004;4005;4004;4004;594
20170901 134500;4005;4006;4005;4004;1904
20170901 134600;4005;4007;4006;4005;1962
20170901 134700;4006;4008;4008;4006;2412
20170901 134800;4008;4010;4009;4008;2226
20170901 134900;4010;4010;4009;4009;1240
20170901 135000;4009;4009;4008;4008;334
20170901 135100;4008;4008;4007;4007;750

Thank you!

[Kismuz]

@vincetom1980,
if you mean feeding and trading both stocks simultaneously - it is not implemented yet.
Else, if it is about setting up input feed for different instruments, please refer to discussions: #8, #13, #25. Shortly, it can be done with little efforts via common backtrader methods as framework is itself agnostic to data formats, but there is no built-in methods yet; this is one of future work directions.

[vincetom1980]

yes，Andrew, I mean feeding and trading both stocks simultaneously, sorry for my english is not quite well. hope for that.

[Kismuz]

@vincetom1980, multiply instruments trading is an extremely interesting direction for future work as it can bring synergetic effects.
E.g. it may be possible for RL agent to learn some factorised generative representations based on observation of multiply correlated assets.
It is in a list, yet not have time to put my hands on it.