class CryptoEnvironmentStub:
def __init__(self, action_to_token, active_token):
self.rates_stream = RatesStub(RecordsStub())
self.action_to_token = action_to_token
self.token = active_token
def add_record(self, *entries):
self.rates_stream.add_record(*entries)
return self
def finish(self):
self.rates_stream.finish()
def step(self, action):
next(self.rates_stream)
def env():
rate = RatesStub(RecordsStub())
rate.add_record(entry("BTC_ETH", "2.0", miner_fee="0"), entry("ETH_BTC", "0.5", miner_fee="0")) \
.add_record(entry("BTC_ETH", "2.0", miner_fee="0"), entry("ETH_BTC", "0.5", miner_fee="0")) \
.add_record(entry("BTC_ETH", "4.0", miner_fee="0"), entry("ETH_BTC", "0.25", miner_fee="0")) \
.add_record(entry("BTC_ETH", "2.0", miner_fee="0"), entry("ETH_BTC", "0.5", miner_fee="0")) \
.add_record(entry("BTC_ETH", "1.0", miner_fee="0"), entry("ETH_BTC", "1.0", miner_fee="0")) \
.add_record(entry("BTC_ETH", "2.0", miner_fee="0"), entry("ETH_BTC", "0.5", miner_fee="0")) \
.add_record(entry("BTC_ETH", "4.0", miner_fee="0"), entry("ETH_BTC", "0.25", miner_fee="0")).finish()
yield ExchangeTradingAiEnvironment(rate, "BTC", 1, 1, {
1: "BTC",
2: "ETH"
}, TotalBalanceReward())
rate.close()
class EnvironmentStub(ExchangeTradingEnvironment):
def __init__(self):
self.rates = RatesStub(RecordsStub())
self.rewards = deque()
def add_record(self, pairs, reward=0):
if isinstance(pairs, tuple):
self.rates.add_record(*pairs)
else:
self.rates.add_record(pairs)
self.rewards.append(reward)
return self
def step(self, action):
s, _, done, _ = super().step(action)
return s, self.rewards.popleft(), done, None
def finish(self):
self.rewards.popleft() # starting state has no reward
self.rates.finish()
super().__init__(self.rates, "BTC", 2, 1)
def close(self):
self.rates.close()
def rates():
s = RecordsStub()
yield RatesStub(s)
s.close()
def __init__(self):
self.rates = RatesStub(RecordsStub())
self.rewards = deque()
def __init__(self, action_to_token, active_token):
self.rates_stream = RatesStub(RecordsStub())
self.action_to_token = action_to_token
self.token = active_token