Merge pull request #7906 from initrv/fix-base-env-done-condition

fix base4 env done condition
This commit is contained in:
Robert Caulk
2022-12-16 15:25:58 +01:00
committed by GitHub

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@@ -88,7 +88,8 @@ class Base4ActionRLEnv(BaseEnvironment):
{'price': self.current_price(), 'index': self._current_tick,
'type': trade_type})
if self._total_profit < 1 - self.rl_config.get('max_training_drawdown_pct', 0.8):
if (self._total_profit < self.max_drawdown or
self._total_unrealized_profit < self.max_drawdown):
self._done = True
self._position_history.append(self._position)