def test(df, q, periods, actions, pip_mul):
logging.info('Testing: started...')
# initial state
s = getState(df, periods)
# initial action
a = getAction(q, s, 0, actions)
# get reward
r, ticks = getReward(df, a, pip_mul)
# get delta
d = getDelta(q, s, a, r)
return q, r, d, ticks
def test(df, q, periods, actions, pip_mul):
logging.info('Testing: started...')
# initial state
s = getState(df, periods)
# initial action
a = getAction(q, s, 0, actions)
# get reward
r, ticks = getReward(df, a, pip_mul)
# get delta
d = getDelta(q, s, a, r)
return q, r, d, ticks
def train(df, q, alpha, epsilon, periods, actions, pip_mul, std):
logging.info('Training: started...')
d = None
# initial state
s = getState(df, periods)
# initial action
a = getAction(q, s, epsilon, actions)
# get reward
r, ticks = getReward(df, a, pip_mul, std)
# get delta
d = getDelta(q, s, a, r)
# update Q
q = updateQ(q, s, a, d, r, alpha)
return q, r, d, ticks
def train(df, q, alpha, epsilon, periods, actions, pip_mul, std):
logging.info('Training: started...')
d = None
# initial state
s = getState(df, periods)
# initial action
a = getAction(q, s, epsilon, actions)
# get reward
r, ticks = getReward(df, a, pip_mul, std)
# get delta
d = getDelta(q, s, a, r)
# update Q
q = updateQ(q, s, a, d, r, alpha)
return q, r, d, ticks