Remove unused code from BaseEnv
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1c56fa034f
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@ -195,8 +195,6 @@ class BaseEnvironment(gym.Env):
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be inherited/edited by the user made ReinforcementLearner file.
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"""
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return 0.
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def _update_unrealized_total_profit(self):
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"""
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Update the unrealized total profit incase of episode end.
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@ -250,21 +248,8 @@ class BaseEnvironment(gym.Env):
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return 0
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def get_portfolio_log_returns(self):
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return self.portfolio_log_returns[1:self._current_tick + 1]
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def update_portfolio_log_returns(self, action):
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self.portfolio_log_returns[self._current_tick] = self.most_recent_return(action)
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def current_price(self) -> float:
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return self.prices.iloc[self._current_tick].open
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def prev_price(self) -> float:
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return self.prices.iloc[self._current_tick - 1].open
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def sharpe_ratio(self):
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if len(self.close_trade_profit) == 0:
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return 0.
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returns = np.array(self.close_trade_profit)
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reward = (np.mean(returns) - 0. + 1e-9) / (np.std(returns) + 1e-9)
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return reward
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