def get_action(self, observation: TradeObservation, sess=None) -> PolicyAction:
self._sess = sess
self._observation = observation
if self._observation.current_value_high_pct > self._observation.limit_pct:
return TradePolicyStopLossUpAction(parameter=self._observation.current_value_low_pct)
if self._observation.current_value_low_pct > 0.1 * self._observation.limit_pct:
return TradePolicySellAction()
if self._observation.current_value_low_pct > self._observation.stop_loss_pct:
return TradePolicyWaitAction()
return TradePolicySellAction()
def __get_action_from_action_values__(action_val: list,
obs: TradeObservation):
stop_loss_pct_new = obs.stop_loss_pct + 1
sell_action_active = True
# print('action_val[0][0]={}'.format(action_val[0][0]))
if sell_action_active:
return TradePolicyWaitAction(
) if action_val[0][0] == 1 else TradePolicySellAction()
else:
return TradePolicyWaitAction(
) if action_val[0][0] == 0 else TradePolicyStopLossUpAction(
parameter=stop_loss_pct_new)
def get_random_action():
random_int = random.randint(0, 1)
return TradePolicyWaitAction(
) if random_int == 0 else TradePolicySellAction()
def get_action(self, observation: TradeObservation, sess=None) -> PolicyAction:
self._observation = observation
if self._observation.current_tick_pct >= self._observation.forecast_ticks_to_positive_max_pct:
if self._observation.current_value_high_pct >= self._observation.after_buy_max_pct:
return TradePolicySellAction()
return TradePolicyWaitAction()
def get_action(self, observation: TradeObservation, sess=None) -> PolicyAction:
self._observation = observation
if self._observation.current_value_high_pct >= self._observation.forecast_limit:
return TradePolicySellAction()
return TradePolicyWaitAction()
def get_action(self, observation: TradeObservation, sess=None) -> PolicyAction:
self._observation = observation
if self._observation.current_value_low_pct > self._threshold_pct:
return TradePolicySellAction()
return TradePolicyWaitAction()