add pair to environment for access inside calculate_reward
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@@ -175,10 +175,20 @@ As you begin to modify the strategy and the prediction model, you will quickly r
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pnl = self.get_unrealized_profit()
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factor = 100
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# reward agent for entering trades
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if action in (Actions.Long_enter.value, Actions.Short_enter.value) \
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and self._position == Positions.Neutral:
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return 25
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# you can use feature values from dataframe
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rsi_now = self.df[f"%-rsi-period-10_shift-1_{self.pair}_"
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f"{self.config['timeframe']}"].iloc[self._current_tick]
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# reward agent for entering trades
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if (action in (Actions.Long_enter.value, Actions.Short_enter.value)
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and self._position == Positions.Neutral):
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if rsi_now < 40:
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factor = 40 / rsi_now
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else:
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factor = 1
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return 25 * factor
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# discourage agent from not entering trades
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if action == Actions.Neutral.value and self._position == Positions.Neutral:
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return -1
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