def test_is_same_q(self):
q1 = QValue()
q2 = QValue()
self.assertTrue(q1.is_same_q_except_nop(q2))
q1[1] = 1
q2[1] = 1
self.assertTrue(q1.is_same_q_except_nop(q2))
q1[3] = 4
q2[3] = 4
self.assertTrue(q1.is_same_q_except_nop(q2))
q1[ACTION.NOP] = 4
q2[ACTION.NOP] = 1
self.assertTrue(q1.is_same_q_except_nop(q2))
q1 = QValue()
q2 = QValue()
q1[1] = 2
q2[1] = 4
self.assertFalse(q1.is_same_q_except_nop(q2))
q1 = QValue()
q2 = QValue()
q1[2] = 2
q2[2] = 4
self.assertFalse(q1.is_same_q_except_nop(q2))
q1 = QValue()
q2 = QValue()
q1[3] = 2
q2[3] = 4
self.assertFalse(q1.is_same_q_except_nop(q2))
q1 = QValue()
q2 = QValue()
q1[4] = 2
q2[4] = 4
self.assertFalse(q1.is_same_q_except_nop(q2))
def update_q_on_nop(self):
q_list = self.list_q(start_time=0, start_action=ACTION.NOP, asc=False)
last_q = None
for q_rec in q_list:
q = QValue()
q.set_q_records(q_rec)
# todo check if redundunt q values is not produced.
if last_q and not q.is_same_q_except_nop(last_q):
t = last_q.time - q.time
last_max_q = last_q.max_q() * Q_FIRST_DISCOUNT_RATE * (
Q_DISCOUNT_RATE**t)
q[ACTION.NOP] = last_max_q
self.insert_q(time=q.time,
start_time=0,
start_action=ACTION.NOP,
q_value=q)
last_q = q
self.commit()
def create_q_sequence(self,
*,
start_time,
action,
start_price,
skip_time=1):
if (action == ACTION.BUY) or (action == ACTION.BUY_NOW):
peak_price = self.select_highest_price_time(start_time +
EXECUTE_TIME_MIN)
elif (action == ACTION.SELL) or (action == ACTION.SELL_NOW):
peak_price = self.select_lowest_price_time(start_time +
EXECUTE_TIME_MIN)
prices = self.list_price(start_time=start_time + skip_time,
end_time=peak_price.time,
desc=True)
nop_q = 0
old_q = QValue(start_time=start_time,
start_action=action,
start_price=start_price)
skip_count = 1
# print('creawteq_seq', start_time, action)
for price_rec in prices:
q = QValue(start_time=start_time,
start_action=action,
start_price=start_price)
q.set_price_record(price_rec)
nop_q *= Q_DISCOUNT_RATE
if q.is_same_q_except_nop(old_q):
skip_count += 1
continue
best_action = old_q.get_best_action()
# todo Ajudst Q values for negative values
if best_action == ACTION.BUY or action == ACTION.SELL:
new_q = old_q.max_q() * Q_FIRST_DISCOUNT_RATE * (
Q_DISCOUNT_RATE**skip_count)
else:
new_q = old_q.max_q() * (Q_DISCOUNT_RATE**skip_count)
if nop_q < new_q:
nop_q = new_q
q[ACTION.NOP] = nop_q
#if q.time != start_time:
self.insert_q(time=q.time,
start_time=start_time,
start_action=action,
q_value=q)
old_q = q
skip_count = 1
self.commit()
return old_q.max_q()