FinRL®: Financial Reinforcement Learning. 🔥
231 matches across 11 categories. Click a row to expand file-level details.
| Severity | File | Line | Snippet |
|---|---|---|---|
| LOW | setup.py | 1 | |
| LOW | finrl/plot.py | 1 | |
| LOW | finrl/plot.py | 15 | |
| LOW | finrl/config.py | 2 | |
| LOW | finrl/config_private.py | 1 | |
| LOW | finrl/trade.py | 1 | |
| LOW | finrl/__init__.py | 1 | |
| LOW | finrl/__init__.py | 3 | |
| LOW | finrl/__init__.py | 4 | |
| LOW | finrl/__init__.py | 5 | |
| LOW | finrl/test.py | 1 | |
| LOW | finrl/test.py | 4 | |
| LOW | finrl/train.py | 1 | |
| LOW | finrl/train.py | 5 | |
| LOW | finrl/train.py | 6 | |
| LOW | finrl/main.py | 1 | |
| LOW | finrl/main.py | 5 | |
| LOW | finrl/config_tickers.py | 1 | |
| LOW | finrl/__main__.py | 1 | |
| LOW | finrl/meta/data_processor.py | 1 | |
| LOW | finrl/meta/meta_config.py | 1 | |
| LOW | …v_portfolio_optimization/env_portfolio_optimization.py | 3 | |
| LOW | finrl/meta/env_portfolio_allocation/env_portfolio.py | 1 | |
| LOW | finrl/meta/env_cryptocurrency_trading/env_btc_ccxt.py | 1 | |
| LOW | …meta/env_cryptocurrency_trading/env_multiple_crypto.py | 1 | |
| LOW | finrl/meta/paper_trading/common.py | 4 | |
| LOW | finrl/meta/paper_trading/alpaca.py | 3 | |
| LOW | finrl/meta/data_processors/processor_alpaca.py | 1 | |
| LOW | finrl/meta/data_processors/processor_alpaca.py | 3 | |
| LOW | finrl/meta/data_processors/processor_alpaca.py | 5 | |
| LOW | finrl/meta/data_processors/processor_alpaca.py | 6 | |
| LOW | finrl/meta/data_processors/processor_alpaca.py | 11 | |
| LOW | finrl/meta/data_processors/processor_eodhd.py | 1 | |
| LOW | finrl/meta/data_processors/processor_eodhd.py | 7 | |
| LOW | finrl/meta/data_processors/processor_eodhd.py | 11 | |
| LOW | finrl/meta/data_processors/processor_eodhd.py | 12 | |
| LOW | finrl/meta/data_processors/processor_quantconnect.py | 1 | |
| LOW | finrl/meta/data_processors/processor_sinopac.py | 1 | |
| LOW | finrl/meta/data_processors/processor_ccxt.py | 1 | |
| LOW | finrl/meta/data_processors/processor_wrds.py | 1 | |
| LOW | finrl/meta/data_processors/processor_wrds.py | 8 | |
| LOW | finrl/meta/data_processors/processor_yahoofinance.py | 3 | |
| LOW | finrl/meta/data_processors/processor_yahoofinance.py | 7 | |
| LOW | finrl/meta/data_processors/processor_yahoofinance.py | 10 | |
| LOW | finrl/meta/data_processors/processor_yahoofinance.py | 11 | |
| LOW | finrl/meta/data_processors/processor_yahoofinance.py | 12 | |
| LOW | finrl/meta/data_processors/processor_yahoofinance.py | 13 | |
| LOW | finrl/meta/data_processors/processor_yahoofinance.py | 14 | |
| LOW | finrl/meta/data_processors/processor_yahoofinance.py | 15 | |
| LOW | finrl/meta/data_processors/processor_yahoofinance.py | 16 | |
| LOW | finrl/meta/data_processors/processor_yahoofinance.py | 21 | |
| LOW | finrl/meta/data_processors/processor_joinquant.py | 1 | |
| LOW | finrl/meta/data_processors/func.py | 1 | |
| LOW | …rl/meta/env_stock_trading/env_stocktrading_stoploss.py | 1 | |
| LOW | finrl/meta/env_stock_trading/env_nas100_wrds.py | 1 | |
| LOW | finrl/meta/env_stock_trading/env_stocktrading.py | 1 | |
| LOW | finrl/meta/env_stock_trading/env_stocktrading.py | 3 | |
| LOW | …meta/env_stock_trading/env_stocktrading_cashpenalty.py | 1 | |
| LOW | finrl/meta/env_stock_trading/env_stock_papertrading.py | 1 | |
| LOW | finrl/meta/env_stock_trading/env_stocktrading_np.py | 1 | |
| 62 more matches not shown… | |||
| Severity | File | Line | Snippet |
|---|---|---|---|
| HIGH | finrl/meta/data_processors/processor_alpaca.py | 0 | add turbulence index from a precalcualted dataframe :param data: (df) pandas dataframe :return: (df) pandas dataframe |
| HIGH | finrl/meta/data_processors/processor_eodhd.py | 0 | add turbulence index from a precalcualted dataframe :param data: (df) pandas dataframe :return: (df) pandas dataframe |
| HIGH | finrl/meta/data_processors/processor_sinopac.py | 0 | add turbulence index from a precalcualted dataframe :param data: (df) pandas dataframe :return: (df) pandas dataframe |
| HIGH | finrl/meta/data_processors/processor_wrds.py | 0 | add turbulence index from a precalcualted dataframe :param data: (df) pandas dataframe :return: (df) pandas dataframe |
| HIGH | finrl/meta/data_processors/processor_yahoofinance.py | 0 | add turbulence index from a precalcualted dataframe :param data: (df) pandas dataframe :return: (df) pandas dataframe |
| HIGH | finrl/meta/preprocessor/preprocessors.py | 0 | add turbulence index from a precalcualted dataframe :param data: (df) pandas dataframe :return: (df) pandas dataframe |
| HIGH | finrl/agents/portfolio_optimization/architectures.py | 0 | defines a most favorable action of this policy given input x. args: observation: environment observation. last_action: l |
| HIGH | finrl/agents/portfolio_optimization/architectures.py | 0 | defines a most favorable action of this policy given input x. args: observation: environment observation. last_action: l |
| HIGH | finrl/agents/portfolio_optimization/architectures.py | 0 | defines a most favorable action of this policy given input x. args: observation: environment observation. last_action: l |
| HIGH | finrl/agents/portfolio_optimization/architectures.py | 0 | policy network's forward propagation. args: observation: environment observation (dictionary). last_action: last action |
| HIGH | finrl/agents/portfolio_optimization/architectures.py | 0 | policy network's forward propagation. args: observation: environment observation (dictionary). last_action: last action |
| HIGH | finrl/agents/portfolio_optimization/architectures.py | 0 | policy network's forward propagation. args: observation: environment observation (dictionary). last_action: last action |
| HIGH | finrl/agents/portfolio_optimization/architectures.py | 0 | process the last action to retrieve cash bias and last stocks. args: last_action: last performed action. returns: last s |
| HIGH | finrl/agents/portfolio_optimization/architectures.py | 0 | process the last action to retrieve cash bias and last stocks. args: last_action: last performed action. returns: last s |
| HIGH | finrl/agents/portfolio_optimization/architectures.py | 0 | process the last action to retrieve cash bias and last stocks. args: last_action: last performed action. returns: last s |
| Severity | File | Line | Snippet |
|---|---|---|---|
| LOW | finrl/plot.py | 258 | |
| LOW | finrl/main.py | 51 | |
| LOW | …v_portfolio_optimization/env_portfolio_optimization.py | 200 | |
| LOW | …v_portfolio_optimization/env_portfolio_optimization.py | 571 | |
| LOW | finrl/meta/paper_trading/alpaca.py | 20 | |
| LOW | finrl/meta/paper_trading/alpaca.py | 147 | |
| LOW | finrl/meta/data_processors/processor_alpaca.py | 411 | |
| LOW | finrl/meta/data_processors/processor_eodhd.py | 23 | |
| LOW | finrl/meta/data_processors/processor_eodhd.py | 166 | |
| LOW | finrl/meta/data_processors/processor_eodhd.py | 205 | |
| LOW | finrl/meta/data_processors/processor_eodhd.py | 242 | |
| LOW | finrl/meta/data_processors/processor_sinopac.py | 91 | |
| LOW | finrl/meta/data_processors/processor_ccxt.py | 16 | |
| LOW | finrl/meta/data_processors/processor_ccxt.py | 24 | |
| LOW | finrl/meta/data_processors/processor_wrds.py | 20 | |
| LOW | finrl/meta/data_processors/processor_yahoofinance.py | 182 | |
| LOW | finrl/meta/data_processors/processor_yahoofinance.py | 274 | |
| LOW | finrl/meta/data_processors/processor_yahoofinance.py | 531 | |
| LOW | finrl/meta/env_stock_trading/env_stocktrading.py | 113 | |
| LOW | finrl/meta/env_stock_trading/env_stocktrading.py | 231 | |
| LOW | finrl/meta/env_stock_trading/env_stock_papertrading.py | 17 | |
| LOW | finrl/agents/stablebaselines3/tune_sb3.py | 33 | |
| LOW | finrl/agents/stablebaselines3/tune_sb3.py | 108 | |
| LOW | finrl/agents/rllib/models.py | 80 | |
| LOW | finrl/agents/rllib/models.py | 113 | |
| LOW | …pplications/stock_trading/fundamental_stock_trading.py | 4 | |
| LOW | …pplications/stock_trading/fundamental_stock_trading.py | 413 | |
| LOW | …pplications/stock_trading/fundamental_stock_trading.py | 519 |
| Severity | File | Line | Snippet |
|---|---|---|---|
| LOW | finrl/plot.py | 29 | def convert_daily_return_to_pyfolio_ts(df): |
| LOW | finrl/main.py | 45 | def check_and_make_directories(directories: list[str]): |
| LOW | finrl/meta/data_processor.py | 13 | class DataProcessor: |
| LOW | …v_portfolio_optimization/env_portfolio_optimization.py | 403 | def _get_state_and_info_from_time_index(self, time_index): |
| LOW | …meta/env_cryptocurrency_trading/env_multiple_crypto.py | 114 | def _generate_action_normalizer(self): |
| LOW | finrl/meta/data_processors/processor_eodhd.py | 205 | def nber_present_tics_per_day(self, max_days, tics_in_more_than_90perc_days): |
| LOW | finrl/meta/data_processors/processor_joinquant.py | 46 | def calc_trade_days_by_joinquant(self, start_day, end_day): |
| LOW | finrl/meta/data_processors/func.py | 13 | def calc_stockname_from_filename(filename): |
| LOW | finrl/meta/data_processors/func.py | 91 | def calc_train_trade_starts_ends_if_rolling( |
| LOW | finrl/agents/stablebaselines3/tune_sb3.py | 108 | def default_sample_hyperparameters(self, trial: optuna.Trial): |
| LOW | finrl/agents/portfolio_optimization/architectures.py | 514 | def _create_edge_type_for_batch(self, batch, edge_type): |
| LOW | …ications/stock_trading/stock_trading_rolling_window.py | 31 | def stock_trading_rolling_window( |
| LOW | unit_tests/test_core.py | 55 | def test_check_and_make_directories(DIRS: list[str]) -> None: |
| LOW | unit_tests/test_core.py | 84 | def test_feature_engineer_no_turbulence( |
| LOW | unit_tests/test_core.py | 114 | def test_feature_engineer_turbulence_less_than_a_year( |
| LOW | unit_tests/test_core.py | 148 | def test_feature_engineer_turbulence_more_than_a_year( |
| LOW | unit_tests/preprocessors/test_yahoodownloader.py | 38 | def test_adjust_prices_calculates_correctly(self): |
| LOW | unit_tests/preprocessors/test_yahoodownloader.py | 82 | def test_adjust_prices_drops_columns(self): |
| LOW | unit_tests/preprocessors/test_groupby_scaler.py | 39 | def test_fit_transform_specific_column(): |
| LOW | unit_tests/preprocessors/test_groupby_scaler.py | 60 | def test_fit_transform_other_df(): |
| LOW | unit_tests/preprocessors/test_groupby_scaler.py | 85 | def test_minmax_fit_transform(): |
| LOW | unit_tests/preprocessors/test_groupby_scaler.py | 106 | def test_minmax_fit_transform_specific_column(): |
| LOW | unit_tests/preprocessors/test_groupby_scaler.py | 127 | def test_minmax_fit_transform_other_df(): |
| Severity | File | Line | Snippet |
|---|---|---|---|
| MEDIUM | finrl/meta/paper_trading/common.py | 2 | # ---------------------------------------------------------------------------------------------------------------------- |
| MEDIUM | finrl/meta/paper_trading/common.py | 15 | # ---------------------------------------------------------------------------------------------------------------------- |
| MEDIUM | finrl/meta/paper_trading/common.py | 551 | # ---------------------------------------------------------------------------------------------------------------------- |
| MEDIUM | finrl/meta/paper_trading/common.py | 686 | # ---------------------------------------------------------------------------------------------------------------------- |
| MEDIUM | finrl/meta/paper_trading/common.py | 744 | # ---------------------------------------------------------------------------------------------------------------------- |
| MEDIUM | finrl/meta/paper_trading/common.py | 799 | # ---------------------------------------------------------------------------------------------------------------------- |
| MEDIUM | finrl/meta/paper_trading/common.py | 842 | # ---------------------------------------------------------------------------------------------------------------------- |
| Severity | File | Line | Snippet |
|---|---|---|---|
| MEDIUM | finrl/meta/data_processors/processor_eodhd.py | 87 | print(f"Error fetching data for {ticker}: {response.text}") |
| LOW | finrl/meta/data_processors/processor_eodhd.py | 200 | except Exception as e: |
| LOW | finrl/meta/data_processors/processor_eodhd.py | 234 | except Exception as e: |
| LOW | finrl/meta/data_processors/processor_eodhd.py | 277 | except Exception as e: |
| LOW | finrl/meta/data_processors/processor_sinopac.py | 127 | except Exception as e: |
| MEDIUM | finrl/meta/data_processors/processor_sinopac.py | 128 | print(f"Error calculating {indicator}: {str(e)}") |
| LOW | finrl/meta/data_processors/processor_yahoofinance.py | 103 | except Exception as e: |
| LOW | finrl/meta/data_processors/processor_yahoofinance.py | 172 | except Exception as e: |
| MEDIUM | finrl/meta/data_processors/processor_yahoofinance.py | 173 | print(f"Error fetching data for {stock_name}: {e}") |
| LOW | finrl/meta/data_processors/processor_yahoofinance.py | 403 | except Exception as e: |
| MEDIUM | finrl/meta/data_processors/processor_yahoofinance.py | 130 | def safe_convert(value, dtype): |
| LOW | finrl/meta/preprocessor/preprocessors.py | 228 | except Exception as e: |
| LOW | finrl/meta/preprocessor/shioajidownloader.py | 56 | except Exception as e: |
| MEDIUM | finrl/meta/preprocessor/shioajidownloader.py | 77 | print(f"Error renaming columns: {e}") |
| Severity | File | Line | Snippet |
|---|---|---|---|
| LOW | finrl/meta/data_processors/processor_alpaca.py | 142 | # Step 1: Merging dataframes to avoid loop |
| LOW | finrl/meta/data_processors/processor_alpaca.py | 150 | # Step 2: Handling NaN values efficiently |
| LOW | finrl/meta/data_processors/processor_alpaca.py | 173 | # Step 3: Data type conversion |
| LOW | finrl/meta/data_processors/processor_eodhd.py | 37 | # Step 1: Get NASDAQ 100 components |
| LOW | finrl/meta/data_processors/processor_eodhd.py | 47 | # Step 2: Fetch historical minute data for each ticker |
| LOW | finrl/meta/data_processors/processor_eodhd.py | 93 | # Step 3: Save the data |
| LOW | finrl/meta/data_processors/processor_eodhd.py | 118 | # Step 1: First pass to collect all unique dates |
| LOW | finrl/meta/data_processors/processor_eodhd.py | 141 | # Step 2: Second pass to update each file with the 'Day' column |
| Severity | File | Line | Snippet |
|---|---|---|---|
| MEDIUM | finrl/meta/data_processors/processor_sinopac.py | 48 | # Create a new DataFrame to ensure all time points are included |
| MEDIUM | …pplications/stock_trading/fundamental_stock_trading.py | 265 | # Create a dataframe that merges all the ratios |
| MEDIUM | unit_tests/preprocessors/test_yahoodownloader.py | 21 | # Create a sample DataFrame similar to what fetch_data might produce before adjustment |
| Severity | File | Line | Snippet |
|---|---|---|---|
| LOW | finrl/test.py | 101 | cwd="./test_ppo", |
| LOW | finrl/test.py | 121 | # cwd="./test_ppo/checkpoint_000030/checkpoint-30", |
| LOW | finrl/train.py | 121 | erl_params=ERL_PARAMS, |
| LOW | finrl/train.py | 141 | # cwd="./test_ppo", |
| LOW | finrl/agents/stablebaselines3/models.py | 641 | self.unique_trade_date[i - self.rebalance_window], |
| LOW | docs/source/conf.py | 1 | # |
| LOW | docs/source/conf.py | 121 | # to template names. |
| LOW | docs/source/conf.py | 141 | # |
| Severity | File | Line | Snippet |
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| LOW | finrl/meta/env_stock_trading/env_stocktrading.py | 117 | ): # check if the stock is able to sell, for simlicity we just add it in techical index |
| MEDIUM | unit_tests/preprocessors/test_yahoodownloader.py | 79 | # Use pandas testing utility for robust DataFrame comparison |
| Severity | File | Line | Snippet |
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| LOW | finrl/meta/data_processors/processor_alpaca.py | 158 | tmp_df.iloc[0] = [first_valid_price] * 4 + [0.0] # Set volume to zero |