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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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48
examples/trade/observation/teacher_obs.py
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@@ -16,18 +16,7 @@ class TeacherObs(RuleObs):
"""
def get_obs(
self,
raw_df,
feature_dfs,
t,
interval,
position,
target,
is_buy,
max_step_num,
interval_num,
*args,
**kargs,
self, raw_df, feature_dfs, t, interval, position, target, is_buy, max_step_num, interval_num, *args, **kargs,
):
if t == -1:
self.private_states = []
@@ -36,18 +25,13 @@ class TeacherObs(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] * 2 * (interval_num + 1 - len(self.private_states)),
)
(list_private_state, [0.0] * 2 * (interval_num + 1 - len(self.private_states)),)
)
seqlen = np.array([interval])
assert not (
np.isnan(list_private_state).any() | np.isinf(list_private_state).any()
), f"{private_state}, {target}"
assert not (
np.isnan(public_state).any() | np.isinf(public_state).any()
), f"{public_state}"
assert not (np.isnan(public_state).any() | np.isinf(public_state).any()), f"{public_state}"
return np.concatenate((public_state, list_private_state, seqlen))
@@ -55,35 +39,17 @@ class RuleTeacher(RuleObs):
""" """
def get_obs(
self,
raw_df,
feature_dfs,
t,
interval,
position,
target,
is_buy,
max_step_num,
interval_num,
*args,
**kargs,
self, raw_df, feature_dfs, t, interval, position, target, is_buy, max_step_num, interval_num, *args, **kargs,
):
if t == -1:
self.private_states = []
public_state = feature_dfs[0].reshape(-1)[: 6 * 240]
private_state = np.array([position / target, (t + 1) / max_step_num])
teacher_action = self.get_feature_res(feature_dfs, t, interval)[
-self.features[1]["size"] :
]
teacher_action = self.get_feature_res(feature_dfs, t, interval)[-self.features[1]["size"] :]
self.private_states.append(private_state)
list_private_state = np.concatenate(self.private_states)
list_private_state = np.concatenate(
(
list_private_state,
[0.0] * 2 * (interval_num + 1 - len(self.private_states)),
)
(list_private_state, [0.0] * 2 * (interval_num + 1 - len(self.private_states)),)
)
seqlen = np.array([interval])
return np.concatenate(
(teacher_action, public_state, list_private_state, seqlen)
)
return np.concatenate((teacher_action, public_state, list_private_state, seqlen))