ex1-self_learning_quant.py 文件源码

def init_state(data):

    close = data
    diff = np.diff(data)
    diff = np.insert(diff, 0, 0)

    #--- Preprocess data
    xdata = np.column_stack((close, diff))
    xdata = np.nan_to_num(xdata)
    scaler = preprocessing.StandardScaler()
    xdata = scaler.fit_transform(xdata)

    state = xdata[0:1, :]
    return state, xdata

#Take Action