I want a stateful Momentum Agent class for moving-momentum trading signals.
I want a stateful Momentum Agent class for moving-momentum trading signals.: a task in MiMo-V2.6-RL-harbor-code: MiMo-V2.6-RL Code (Harbor) (Harbor dataset). The agent should keep the latest window size prices in instance state. step(price) should append the new price and return 0 until enough…
The task
The agent should keep the latest `window_size` prices in instance state. `step(price)` should append the new price and return `0` until enough prices have been accumulated. Once the window is full, it should compute the short SMA minus long SMA trading bias, the stochastic oscillator over the configured day window,…
Part of FineEnvs/MiMo-V2.6-RL-harbor-code.