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Fix cost #17

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Fix cost #17

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1b7c950
Update EnvMultipleStock_trade.py
ydup Dec 11, 2020
214835a
Update EnvMultipleStock_train.py
ydup Dec 11, 2020
e6445ab
Update EnvMultipleStock_validation.py
ydup Dec 11, 2020
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14 changes: 6 additions & 8 deletions env/EnvMultipleStock_trade.py
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Original file line number Diff line number Diff line change
Expand Up @@ -73,10 +73,9 @@ def _sell_stock(self, index, action):
self.state[0] += \
self.state[index+1]*min(abs(action),self.state[index+STOCK_DIM+1]) * \
(1- TRANSACTION_FEE_PERCENT)

self.state[index+STOCK_DIM+1] -= min(abs(action), self.state[index+STOCK_DIM+1])
self.cost +=self.state[index+1]*min(abs(action),self.state[index+STOCK_DIM+1]) * \
TRANSACTION_FEE_PERCENT
self.state[index+STOCK_DIM+1] -= min(abs(action), self.state[index+STOCK_DIM+1])
self.trades+=1
else:
pass
Expand All @@ -86,9 +85,9 @@ def _sell_stock(self, index, action):
#update balance
self.state[0] += self.state[index+1]*self.state[index+STOCK_DIM+1]* \
(1- TRANSACTION_FEE_PERCENT)
self.state[index+STOCK_DIM+1] =0
self.cost += self.state[index+1]*self.state[index+STOCK_DIM+1]* \
TRANSACTION_FEE_PERCENT
TRANSACTION_FEE_PERCENT
self.state[index+STOCK_DIM+1] =0
self.trades+=1
else:
pass
Expand All @@ -102,11 +101,10 @@ def _buy_stock(self, index, action):
#update balance
self.state[0] -= self.state[index+1]*min(available_amount, action)* \
(1+ TRANSACTION_FEE_PERCENT)

self.state[index+STOCK_DIM+1] += min(available_amount, action)

self.cost+=self.state[index+1]*min(available_amount, action)* \
TRANSACTION_FEE_PERCENT
self.state[index+STOCK_DIM+1] += min(available_amount, action)

self.trades+=1
else:
# if turbulence goes over threshold, just stop buying
Expand Down Expand Up @@ -252,4 +250,4 @@ def render(self, mode='human',close=False):

def _seed(self, seed=None):
self.np_random, seed = seeding.np_random(seed)
return [seed]
return [seed]
15 changes: 9 additions & 6 deletions env/EnvMultipleStock_train.py
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Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -63,10 +63,12 @@ def _sell_stock(self, index, action):
self.state[0] += \
self.state[index+1]*min(abs(action),self.state[index+STOCK_DIM+1]) * \
(1- TRANSACTION_FEE_PERCENT)

self.state[index+STOCK_DIM+1] -= min(abs(action), self.state[index+STOCK_DIM+1])

self.cost +=self.state[index+1]*min(abs(action),self.state[index+STOCK_DIM+1]) * \
TRANSACTION_FEE_PERCENT

self.state[index+STOCK_DIM+1] -= min(abs(action), self.state[index+STOCK_DIM+1])

self.trades+=1
else:
pass
Expand All @@ -80,11 +82,12 @@ def _buy_stock(self, index, action):
#update balance
self.state[0] -= self.state[index+1]*min(available_amount, action)* \
(1+ TRANSACTION_FEE_PERCENT)

self.state[index+STOCK_DIM+1] += min(available_amount, action)


self.cost+=self.state[index+1]*min(available_amount, action)* \
TRANSACTION_FEE_PERCENT

self.state[index+STOCK_DIM+1] += min(available_amount, action)

self.trades+=1

def step(self, actions):
Expand Down Expand Up @@ -194,4 +197,4 @@ def render(self, mode='human'):

def _seed(self, seed=None):
self.np_random, seed = seeding.np_random(seed)
return [seed]
return [seed]
18 changes: 9 additions & 9 deletions env/EnvMultipleStock_validation.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -70,10 +70,10 @@ def _sell_stock(self, index, action):
self.state[0] += \
self.state[index+1]*min(abs(action),self.state[index+STOCK_DIM+1]) * \
(1- TRANSACTION_FEE_PERCENT)

self.state[index+STOCK_DIM+1] -= min(abs(action), self.state[index+STOCK_DIM+1])
self.cost +=self.state[index+1]*min(abs(action),self.state[index+STOCK_DIM+1]) * \
TRANSACTION_FEE_PERCENT
TRANSACTION_FEE_PERCENT
self.state[index+STOCK_DIM+1] -= min(abs(action), self.state[index+STOCK_DIM+1])

self.trades+=1
else:
pass
Expand All @@ -83,9 +83,10 @@ def _sell_stock(self, index, action):
#update balance
self.state[0] += self.state[index+1]*self.state[index+STOCK_DIM+1]* \
(1- TRANSACTION_FEE_PERCENT)
self.state[index+STOCK_DIM+1] =0
self.cost += self.state[index+1]*self.state[index+STOCK_DIM+1]* \
TRANSACTION_FEE_PERCENT
TRANSACTION_FEE_PERCENT
self.state[index+STOCK_DIM+1] =0

self.trades+=1
else:
pass
Expand All @@ -99,11 +100,10 @@ def _buy_stock(self, index, action):
#update balance
self.state[0] -= self.state[index+1]*min(available_amount, action)* \
(1+ TRANSACTION_FEE_PERCENT)

self.state[index+STOCK_DIM+1] += min(available_amount, action)

self.cost+=self.state[index+1]*min(available_amount, action)* \
TRANSACTION_FEE_PERCENT
self.state[index+STOCK_DIM+1] += min(available_amount, action)

self.trades+=1
else:
# if turbulence goes over threshold, just stop buying
Expand Down Expand Up @@ -222,4 +222,4 @@ def render(self, mode='human',close=False):

def _seed(self, seed=None):
self.np_random, seed = seeding.np_random(seed)
return [seed]
return [seed]