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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.policy import BasePolicy
from tianshou.data import Batch from tianshou.data import Batch
import numpy as np import numpy as np
@@ -67,5 +65,7 @@ class AC(VWAP):
t = t + 1 t = t + 1
k_tild = self.lamb / self.eta * sig * sig k_tild = self.lamb / self.eta * sig * sig
k = np.arccosh(k_tild / 2 + 1) 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) 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