import numpy as np from .base import Abs_Reward class PPO_Reward(Abs_Reward): """The reward function defined in IJCAI 2020""" def __init__(self, *args): pass def isinstant(self): return False def get_reward(self, performace_raise, ffr, this_tt_ratio, is_buy): if is_buy: this_tt_ratio = 1 / this_tt_ratio if this_tt_ratio < 1: return -1.0 elif this_tt_ratio < 1.1: return 0.0 else: return 1.0