被前阵子的黑天鹅伤筋动骨了，暂停了一阵子的交易，资金集中到一个账号里挂了个稳健的策略慢慢回点血。刚好赶着回文日改完一篇攒了一年的paper，希望能顺利中NC吧。再花个两周把另一篇了结，冲个machine intelligence。
这段时间唯一的乐趣就是每晚睡前撸把代码了，新的策略准备上深度强化学习，用200$的本金来训练Agent，采用衰减因子构造一个短视的rewards，迁移Resnet识别price action，模型如果收敛就再加上仓位参数反馈给网络。过阵子有结果了再update
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