Method record_history

pgportfolio/tdagent/tdagent.py:54–61

(self, x)

        return first.T

    def record_history(self, x):
        nx = self.get_last_rpv(x)
        nx = np.reshape(nx, (1,nx.size))
        if self.history is None:
            #self.history = self.get_first_history(x)
            self.history = nx
        else:
            self.history = np.vstack((self.history, nx))

    def get_close(self):
        '''get close data from relative price