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