make trade_type value more explicit, add profit to trade_history dict

This commit is contained in:
robcaulk
2023-04-01 10:05:58 +02:00
parent 5e13b48648
commit 92f34f262e
3 changed files with 11 additions and 31 deletions

View File

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