koshish.py

import random
import numpy as np
import pandas as pd
import trading_env

df = pd.read_hdf('dataset/SGXTWsample.h5', 'STW')

env = trading_env.make(env_id='training_v1', obs_data_len=256, step_len=128,
                       df=df, fee=0.1, max_position=5, deal_col_name='Price',
                       feature_names=['Price', 'Volume',
                                      'Ask_price','Bid_price',
                                      'Ask_deal_vol','Bid_deal_vol',
                                      'Bid/Ask_deal', 'Updown'])
env = trading_env.make(env_id='backtest_v1', obs_data_len=4096, step_len=5,
                       df=df, fee=0.1, max_position=50, deal_col_name='Price',
                        feature_names=['Price', 'Volume',
                                       'Ask_price','Bid_price',
                                       'Ask_deal_vol','Bid_deal_vol',
                                       'Bid/Ask_deal', 'Updown'])
env.reset()
env.render()

state, reward, done, info = env.step(random.randrange(3))

### randow choice action and show the transaction detail
for i in range(500):
    print(i)
    state, reward, done, info = env.step(random.randrange(3))
    print(state, reward)
    env.render()
    if done:
        break
env.transaction_details