Method get_last_rpv

pgportfolio/tdagent/tdagent.py:33–42

remove dimension of input. Return last relative price vector. :param x: matrix with shape (1, window_size, coin_number+1)

(self, x)

        raise NotImplementedError('subclass must implement this!')

    def get_last_rpv(self, x):
        '''remove dimension of input. Return last relative price vector.
        :param x: matrix with shape (1, window_size, coin_number+1)
        '''
        if x.ndim == 3:
            #print x.shape
            last_rpv = x[0,:,-1] # output a vector with shape (x.size,)
        else:
            last_rpv = x #if it has already been processed just return x
        return last_rpv

    def get_first_history(self, x):
        '''get history in first period