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requirements

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This commit is contained in:
Yuchen Fang
2021-01-28 14:21:51 +08:00
parent 0c6cad1d7b
commit 30ad1967a2
2 changed files with 13 additions and 3 deletions
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6
examples/trade/agent/basic.py
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@@ -1,5 +1,3 @@
from joblib import Parallel, delayed
from numba import njit, prange
from tianshou.policy import BasePolicy
from tianshou.data import Batch
import numpy as np
@@ -67,5 +65,7 @@ class AC(VWAP):
t = t + 1
k_tild = self.lamb / self.eta * sig * sig
k = np.arccosh(k_tild / 2 + 1)
act = (np.sinh(k * (self.T - t)) - np.sinh(k * (self.T - t - 1))) / np.sinh(k * self.T)
act = (np.sinh(k * (self.T - t)) - np.sinh(k * (self.T - t - 1))) / np.sinh(
k * self.T
)
return Batch(act=act, state=state)

10
examples/trade/requirements.txt Normal file
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@@ -0,0 +1,10 @@
tianshou==0.3.0.post1
torch==1.6.0
numba==0.51.2
pandas==1.1.3
tqdm==4.50.2
numpy==1.19.1
gym==0.17.3
env==0.1.0
PyYAML==5.4.1
redis==3.5.3