(self,
mode: str = "train",
dataset: Any = None,
selected_asset: str = "AAPL",
asset_type: str = "company",
start_date: str = None,
end_date: str = None,
look_back_days: int = 14,
look_forward_days: int = 14,
initial_amount: float = 1e4,
transaction_cost_pct: float = 1e-3,
discount: float = 1.0,
)
| 8 | @ENVIRONMENT.register_module(force=True) |
| 9 | class EnvironmentTrading(gym.Env): |
| 10 | def __init__(self, |
| 11 | mode: str = "train", |
| 12 | dataset: Any = None, |
| 13 | selected_asset: str = "AAPL", |
| 14 | asset_type: str = "company", |
| 15 | start_date: str = None, |
| 16 | end_date: str = None, |
| 17 | look_back_days: int = 14, |
| 18 | look_forward_days: int = 14, |
| 19 | initial_amount: float = 1e4, |
| 20 | transaction_cost_pct: float = 1e-3, |
| 21 | discount: float = 1.0, |
| 22 | ): |
| 23 | super(EnvironmentTrading, self).__init__() |
| 24 | |
| 25 | self.mode = mode |
| 26 | self.dataset = dataset |
| 27 | self.selected_asset = selected_asset |
| 28 | self.asset_type = asset_type |
| 29 | self.symbol = selected_asset |
| 30 | |
| 31 | self.prices = self.dataset.prices |
| 32 | self.news = self.dataset.news |
| 33 | self.guidances = self.dataset.guidances |
| 34 | self.sentiments = self.dataset.sentiments |
| 35 | self.economics = self.dataset.economics |
| 36 | |
| 37 | self.prices_df = self.prices[self.selected_asset] |
| 38 | self.news_df = self.news[self.selected_asset] |
| 39 | if self.guidances is not None: |
| 40 | self.guidances_df = self.guidances[self.selected_asset] |
| 41 | else: |
| 42 | self.guidances_df = None |
| 43 | |
| 44 | if self.sentiments is not None: |
| 45 | self.sentiments_df = self.sentiments[self.selected_asset] |
| 46 | else: |
| 47 | self.sentiments_df = None |
| 48 | |
| 49 | if self.economics is not None: |
| 50 | self.economics_df = self.economics |
| 51 | else: |
| 52 | self.economics_df = None |
| 53 | |
| 54 | self.start_date = start_date |
| 55 | self.end_date = end_date |
| 56 | self.start_date = datetime.strptime(self.start_date, "%Y-%m-%d") |
| 57 | self.end_date = datetime.strptime(self.end_date, "%Y-%m-%d") |
| 58 | |
| 59 | self.look_back_days = look_back_days |
| 60 | self.look_forward_days = look_forward_days |
| 61 | |
| 62 | self.initial_amount = initial_amount |
| 63 | self.transaction_cost_pct = transaction_cost_pct |
| 64 | self.discount = discount |
| 65 | |
| 66 | self.prices_df = self.prices_df.reset_index(drop=True) |
| 67 | self.news_df = self.news_df.reset_index(drop=True) |
nothing calls this directly
no test coverage detected