trade

examples/trade/action/__init__.py

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+from .base import *
+from .action_rl import *
+from .action_rule import *
+from .action_rl import *

examples/trade/action/action_rl.py

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+import numpy as np
+from gym.spaces import Discrete, Box, Tuple, MultiDiscrete
+
+from .base import Base_Action
+
+
+class Static_Action(Base_Action):
+    """ """
+
+    def __init__(self, config):
+        self.action_num = config["action_num"]
+        self.action_map = config["action_map"]
+
+    def get_space(self):
+        """ """
+        return Discrete(self.action_num)
+
+    def get_action(self, action, target, position, **kargs):
+        """
+
+        :param action:
+        :param position:
+        :param target:
+        :param **kargs:
+
+        """
+        return min(target * self.action_map[action], position)
+

examples/trade/action/action_rule.py

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+import numpy as np
+from gym.spaces import Discrete, Box, Tuple, MultiDiscrete
+
+from .base import Base_Action
+
+
+class Rule_Dynamic(Base_Action):
+    """ """
+
+    def get_space(self):
+        """ """
+        return Box(0, np.inf, shape=(), dtype=np.float32)
+
+    def get_action(self, action, target, position, max_step_num, t, **kargs):
+        """
+
+        :param action: param target:
+        :param position: param max_step_num:
+        :param t: param **kargs:
+        :param target:
+        :param max_step_num:
+        :param **kargs:
+
+        """
+        return position / (max_step_num - (t + 1)) * action
+
+
+class Rule_Static(Base_Action):
+    """ """
+
+    def get_space(self):
+        """ """
+        return Box(0, np.inf, shape=(), dtype=np.float32)
+
+    def get_action(self, action, target, position, max_step_num, t, **kargs):
+        """
+
+        :param action: param target:
+        :param position: param max_step_num:
+        :param t: param **kargs:
+        :param target:
+        :param max_step_num:
+        :param **kargs:
+
+        """
+        return target / max_step_num * action

examples/trade/action/base.py

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+import numpy as np
+from gym.spaces import Discrete, Box, Tuple, MultiDiscrete
+
+
+class Base_Action(object):
+    """ """
+
+    def __init__(self, config):
+        return
+
+    def __call__(self, *args, **kargs):
+        return self.get_action(*args, **kargs)
+
+    def get_action(self, action):
+        """
+
+        :param action:
+
+        """
+        return action

examples/trade/action/interval_rule.py

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+import numpy as np
+from gym.spaces import Discrete, Box, Tuple, MultiDiscrete
+
+from .base import Base_Action
+
+
+class Rule_Static_Interval(Base_Action):
+    """ """
+
+    def get_space(self):
+        """ """
+        return Box(0, np.inf, shape=(), dtype=np.float32)
+
+    def get_action(self, action, target, position, interval_num, interval, **kargs):
+        """
+
+        :param action: param target:
+        :param position: param interval_num:
+        :param interval: param **kargs:
+        :param target:
+        :param interval_num:
+        :param **kargs:
+
+        """
+        return target / (interval_num) * action
+
+class Rule_Dynamic_Interval(Base_Action):
+    """ """
+
+    def get_space(self):
+        """ """
+        return Box(0, np.inf, shape=(), dtype=np.float32)
+
+    def get_action(self, action, target, position, interval_num, interval, **kargs):
+        """
+
+        :param action: param target:
+        :param position: param interval_num:
+        :param interval: param **kargs:
+        :param target:
+        :param interval_num:
+        :param **kargs:
+
+        """
+        return position / (interval_num - interval) * action