From f5cd8f62c6d406372f13bd1626dc586e11919953 Mon Sep 17 00:00:00 2001 From: Robert Caulk Date: Fri, 23 Sep 2022 10:24:39 +0200 Subject: [PATCH] Remove unused code from BaseEnv --- freqtrade/freqai/RL/BaseEnvironment.py | 15 --------------- 1 file changed, 15 deletions(-) diff --git a/freqtrade/freqai/RL/BaseEnvironment.py b/freqtrade/freqai/RL/BaseEnvironment.py index bb43f5300..200b7d138 100644 --- a/freqtrade/freqai/RL/BaseEnvironment.py +++ b/freqtrade/freqai/RL/BaseEnvironment.py @@ -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