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format

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This commit is contained in:
Yuchen Fang
2021-01-28 00:41:02 +08:00
parent 98086e4fdc
commit a03b08bb4c
21 changed files with 154 additions and 563 deletions
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17
examples/trade/observation/ppo_obs.py
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@@ -11,17 +11,7 @@ class PPOObs(RuleObs):
"""The observation defined in IJCAI 2020. The action of previous state is included in private state"""
def get_obs(
self,
raw_df,
feature_dfs,
t,
interval,
position,
target,
is_buy,
max_step_num,
interval_num,
action=0,
self, raw_df, feature_dfs, t, interval, position, target, is_buy, max_step_num, interval_num, action=0,
):
if t == -1:
self.private_states = []
@@ -32,10 +22,7 @@ class PPOObs(RuleObs):
self.private_states.append(private_state)
list_private_state = np.concatenate(self.private_states)
list_private_state = np.concatenate(
(
list_private_state,
[0.0] * 3 * (interval_num + 1 - len(self.private_states)),
)
(list_private_state, [0.0] * 3 * (interval_num + 1 - len(self.private_states)),)
)
seqlen = np.array([interval])
return np.concatenate((public_state, list_private_state, seqlen))