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mirror of https://github.com/microsoft/qlib.git synced 2026-07-12 15:26:54 +08:00
This commit is contained in:
Yuchen Fang
2021-01-28 00:34:32 +08:00
committed by you-n-g
parent 7f9216dc90
commit bcadf47f32
37 changed files with 4604 additions and 0 deletions

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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