add documentation for net_arch, other small changes

This commit is contained in:
robcaulk
2022-11-26 13:44:03 +01:00
parent 7ebc8ee169
commit aaaa5a5f64
4 changed files with 3 additions and 32 deletions

View File

@@ -26,31 +26,6 @@ class Base5ActionRLEnv(BaseEnvironment):
def set_action_space(self):
self.action_space = spaces.Discrete(len(Actions))
def reset(self):
self._done = False
if self.starting_point is True:
self._position_history = (self._start_tick * [None]) + [self._position]
else:
self._position_history = (self.window_size * [None]) + [self._position]
self._current_tick = self._start_tick
self._last_trade_tick = None
self._position = Positions.Neutral
self.total_reward = 0.
self._total_profit = 1. # unit
self.history = {}
self.trade_history = []
self.portfolio_log_returns = np.zeros(len(self.prices))
self._profits = [(self._start_tick, 1)]
self.close_trade_profit = []
self._total_unrealized_profit = 1
return self._get_observation()
def step(self, action: int):
"""
Logic for a single step (incrementing one candle in time)
@@ -135,12 +110,6 @@ class Base5ActionRLEnv(BaseEnvironment):
return observation, step_reward, self._done, info
def get_trade_duration(self):
if self._last_trade_tick is None:
return 0
else:
return self._current_tick - self._last_trade_tick
def is_tradesignal(self, action: int) -> bool:
"""
Determine if the signal is a trade signal