Remove unused code from BaseEnv

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Robert Caulk 2022-09-23 10:24:39 +02:00 committed by GitHub
parent 1c56fa034f
commit f5cd8f62c6
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1 changed files with 0 additions and 15 deletions

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