trade

examples/trade/reward/pa_penalty.py

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+import numpy as np
+from .base import Instant_Reward
+
+
+class PA_Penalty(Instant_Reward):
+    """Reward: (Abs(tt_ratio_t - 1) * 10000 * v_t / target - v_t^2 * penalty) / 100"""
+
+    def __init__(self, config):
+        self.penalty = config["penalty"]
+
+    def get_reward(self, performance_raise, v_t, target, PA_t, *args):
+        reward = PA_t * v_t / target
+        reward -= self.penalty * (v_t / target) ** 2
+        return reward / 100