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RL_quant_trader
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environment.py
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RL_quant_trader
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environment.py
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class Environment:
PRICE_IDX = 4 # 종가의 위치
def __init__(self, chart_data=None):
self.chart_data = chart_data # 객체 내의 chart_data에 주어진 chart_data를 저장 # 2차원 배열, data frame 형태
self.observation = None # 차트 데이터에서 현재 위치의 관측 값
self.idx = -1 # 현재 위치
# 차트 데이터의 처음으로 돌아감
def reset(self):
self.observation = None
self.idx = -1
# 하루 앞으로 이동하며 차트 데이터에서 관측 데이터(observation)를 제공
def observe(self):
if len(self.chart_data) > self.idx + 1: # 차트 데이터의 전체 길이보다 다음 위치가 작을 경우 가져올 데이터가 있다는 뜻
self.idx += 1
self.observation = self.chart_data.iloc[self.idx] # 차트 데이터에서 현재 위치의 요소 (행)을 가져옴 (iloc: index location)
return self.observation
return None # 더 이상 제공할 데이터가 없으면 None 반환
# 관측 데이터에서 종가를 반환. 종가 close가 5번째 열이기 때문에 PRICE_IDX = 4
def get_price(self):
if self.observation is not None:
return self.observation[self.PRICE_IDX] # observation은 하나의 행이고 여기서 인덱스 4값인 observation[4]가 종가에 해당.
return None
""" 삭제된 부분
def set_chart_data(self, chart_data):
self.chart_data = chart_data
"""
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