make trade_type value more explicit, add profit to trade_history dict
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@@ -66,7 +66,7 @@ class Base3ActionRLEnv(BaseEnvironment):
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elif action == Actions.Sell.value and not self.can_short:
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self._update_total_profit()
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self._position = Positions.Neutral
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trade_type = "neutral"
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trade_type = "exit"
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self._last_trade_tick = None
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else:
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print("case not defined")
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@@ -74,7 +74,7 @@ class Base3ActionRLEnv(BaseEnvironment):
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if trade_type is not None:
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self.trade_history.append(
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{'price': self.current_price(), 'index': self._current_tick,
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'type': trade_type})
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'type': trade_type, 'profit': self.get_unrealized_profit()})
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if (self._total_profit < self.max_drawdown or
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self._total_unrealized_profit < self.max_drawdown):
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