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fix coding convention

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This commit is contained in:
sonnhfit
2022-08-18 17:01:04 +07:00
committed by robcaulk
parent d55092ff17
commit 45218faeb0
1 changed files with 32 additions and 14 deletions
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46
freqtrade/freqai/RL/Base5ActionRLEnv.py
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@@ -26,11 +26,13 @@ class Positions(Enum):
def opposite(self): def opposite(self):
return Positions.Short if self == Positions.Long else Positions.Long return Positions.Short if self == Positions.Long else Positions.Long
def mean_over_std(x): def mean_over_std(x):
std = np.std(x, ddof=1) std = np.std(x, ddof=1)
mean = np.mean(x) mean = np.mean(x)
return mean / std if std > 0 else 0 return mean / std if std > 0 else 0
class Base5ActionRLEnv(gym.Env): class Base5ActionRLEnv(gym.Env):
""" """
Base class for a 5 action environment Base class for a 5 action environment
@@ -250,42 +252,58 @@ class Base5ActionRLEnv(gym.Env):
if len(self.close_trade_profit): if len(self.close_trade_profit):
# aim x2 rw # aim x2 rw
if self.close_trade_profit[-1] > self.profit_aim * self.rr: if self.close_trade_profit[-1] > self.profit_aim * self.rr:
last_trade_price = self.add_buy_fee(self.prices.iloc[self._last_trade_tick].open) last_trade_price = self.add_buy_fee(
current_price = self.add_sell_fee(self.prices.iloc[self._current_tick].open) self.prices.iloc[self._last_trade_tick].open)
current_price = self.add_sell_fee(
self.prices.iloc[self._current_tick].open)
return float((np.log(current_price) - np.log(last_trade_price)) * 2) return float((np.log(current_price) - np.log(last_trade_price)) * 2)
# less than aim x1 rw # less than aim x1 rw
elif self.close_trade_profit[-1] < self.profit_aim * self.rr: elif self.close_trade_profit[-1] < self.profit_aim * self.rr:
last_trade_price = self.add_buy_fee(self.prices.iloc[self._last_trade_tick].open) last_trade_price = self.add_buy_fee(
current_price = self.add_sell_fee(self.prices.iloc[self._current_tick].open) self.prices.iloc[self._last_trade_tick].open
)
current_price = self.add_sell_fee(
self.prices.iloc[self._current_tick].open
)
return float(np.log(current_price) - np.log(last_trade_price)) return float(np.log(current_price) - np.log(last_trade_price))
# # less than RR SL x2 neg rw # # less than RR SL x2 neg rw
# elif self.close_trade_profit[-1] < (self.profit_aim * -1): # elif self.close_trade_profit[-1] < (self.profit_aim * -1):
# last_trade_price = self.add_buy_fee(self.prices.iloc[self._last_trade_tick].open) # last_trade_price = self.add_buy_fee(
# current_price = self.add_sell_fee(self.prices.iloc[self._current_tick].open) # self.prices.iloc[self._last_trade_tick].open)
# current_price = self.add_sell_fee(
# self.prices.iloc[self._current_tick].open)
# return float((np.log(current_price) - np.log(last_trade_price)) * 2) * -1 # return float((np.log(current_price) - np.log(last_trade_price)) * 2) * -1
# close short # close short
if action == Actions.Short_buy.value and self._position == Positions.Short: if action == Actions.Short_buy.value and self._position == Positions.Short:
if len(self.close_trade_profit): if len(self.close_trade_profit):
# aim x2 rw # aim x2 rw
if self.close_trade_profit[-1] > self.profit_aim * self.rr: if self.close_trade_profit[-1] > self.profit_aim * self.rr:
last_trade_price = self.add_sell_fee(self.prices.iloc[self._last_trade_tick].open) last_trade_price = self.add_sell_fee(
current_price = self.add_buy_fee(self.prices.iloc[self._current_tick].open) self.prices.iloc[self._last_trade_tick].open
)
current_price = self.add_buy_fee(
self.prices.iloc[self._current_tick].open
)
return float((np.log(last_trade_price) - np.log(current_price)) * 2) return float((np.log(last_trade_price) - np.log(current_price)) * 2)
# less than aim x1 rw # less than aim x1 rw
elif self.close_trade_profit[-1] < self.profit_aim * self.rr: elif self.close_trade_profit[-1] < self.profit_aim * self.rr:
last_trade_price = self.add_sell_fee(self.prices.iloc[self._last_trade_tick].open) last_trade_price = self.add_sell_fee(
current_price = self.add_buy_fee(self.prices.iloc[self._current_tick].open) self.prices.iloc[self._last_trade_tick].open
)
current_price = self.add_buy_fee(
self.prices.iloc[self._current_tick].open
)
return float(np.log(last_trade_price) - np.log(current_price)) return float(np.log(last_trade_price) - np.log(current_price))
# # less than RR SL x2 neg rw # # less than RR SL x2 neg rw
# elif self.close_trade_profit[-1] > self.profit_aim * self.rr: # elif self.close_trade_profit[-1] > self.profit_aim * self.rr:
# last_trade_price = self.add_sell_fee(self.prices.iloc[self._last_trade_tick].open) # last_trade_price = self.add_sell_fee(
# current_price = self.add_buy_fee(self.prices.iloc[self._current_tick].open) # self.prices.iloc[self._last_trade_tick].open)
# current_price = self.add_buy_fee(
# self.prices.iloc[self._current_tick].open)
# return float((np.log(last_trade_price) - np.log(current_price)) * 2) * -1 # return float((np.log(last_trade_price) - np.log(current_price)) * 2) * -1
return 0. return 0.
def _update_profit(self, action): def _update_profit(self, action):
# if self._is_trade(action) or self._done: # if self._is_trade(action) or self._done:
if self._is_trade(action) or self._done: if self._is_trade(action) or self._done: