equity_environment.py 文件源码

def __init__(self, assets, look_back, episode_length, look_back_reinforcement, price_series, train):
        # think about it whether its needed or not
        self.action_repeat = 2

        self.gym_actions = range(len(assets) + 1)

        self.look_back = look_back
        total_data = pd.read_csv("../data/all_data.csv")
        cut_index = int(total_data.shape[0] * 0.8)
        if train:
            data = total_data[0:cut_index]
        else:
            data = total_data[cut_index:-1]
        self.look_back = look_back
        self.assets_index = range(0, (len(self.gym_actions)) * 4, 4)[1:]
        self.look_ahead = 1
        self.batch_size = 50
        self.look_back_reinforcement = look_back_reinforcement
        self.total_data = pandas_split_series_into_list(data, self.look_back + episode_length + 1)
        # ipdb.set_trace();
        # self.numpy_data = self.data.as_matrix()
        self.price_series = price_series
        self.episode_length = episode_length
        self.models = make_asset_input(assets, look_back, self.look_ahead, self.batch_size)
        # self.models = [0,1]
        self.assets = assets