switch to using FT calc_profi_pct, reverse entry/exit fees

This commit is contained in:
robcaulk
2022-11-13 13:41:17 +01:00
parent e45d791c19
commit 81f800a79b
4 changed files with 12 additions and 19 deletions

View File

@@ -75,8 +75,6 @@ class Base5ActionRLEnv(BaseEnvironment):
if self._current_tick == self._end_tick:
self._done = True
self.update_portfolio_log_returns(action)
self._update_unrealized_total_profit()
step_reward = self.calculate_reward(action)
self.total_reward += step_reward