From be6d144f1887f88e53906694d2454173f6c69675 Mon Sep 17 00:00:00 2001 From: Arunavo Ray Date: Tue, 9 Jul 2019 21:26:31 +0530 Subject: [PATCH] Fixed Bad Import Issue --- lib/RLTrader.py | 2 +- lib/env/TradingEnv.py | 2 +- lib/env/reward/IncrementalProfit.py | 2 +- lib/env/reward/__init__.py | 1 + 4 files changed, 4 insertions(+), 3 deletions(-) diff --git a/lib/RLTrader.py b/lib/RLTrader.py index 850be21..88e8d82 100644 --- a/lib/RLTrader.py +++ b/lib/RLTrader.py @@ -12,7 +12,7 @@ from stable_baselines import PPO2 from lib.env.TradingEnv import TradingEnv -from lib.env.reward import BaseRewardStrategy, IncrementalProfit +from lib.env.reward import BaseRewardStrategy, IncrementalProfit, WeightedUnrealisedProfit from lib.data.providers.dates import ProviderDateFormat from lib.data.providers import BaseDataProvider, StaticDataProvider, ExchangeDataProvider from lib.util.logger import init_logger diff --git a/lib/env/TradingEnv.py b/lib/env/TradingEnv.py index 8c05f2b..bae0d50 100644 --- a/lib/env/TradingEnv.py +++ b/lib/env/TradingEnv.py @@ -26,7 +26,7 @@ class TradingEnv(gym.Env): def __init__(self, data_provider: BaseDataProvider, - reward_strategy: BaseRewardStrategy = WeightedUnrealisedProfit, + reward_strategy: BaseRewardStrategy = IncrementalProfit, initial_balance: int = 10000, commission: float = 0.0025, **kwargs): diff --git a/lib/env/reward/IncrementalProfit.py b/lib/env/reward/IncrementalProfit.py index a159b5a..cfec28b 100644 --- a/lib/env/reward/IncrementalProfit.py +++ b/lib/env/reward/IncrementalProfit.py @@ -7,7 +7,7 @@ class IncrementalProfit(BaseRewardStrategy): def __init__(self): - pass + super(IncrementalProfit, self).__init__() def reset_reward(self): pass diff --git a/lib/env/reward/__init__.py b/lib/env/reward/__init__.py index 6a95835..a548e78 100644 --- a/lib/env/reward/__init__.py +++ b/lib/env/reward/__init__.py @@ -1,2 +1,3 @@ from lib.env.reward.IncrementalProfit import IncrementalProfit +from lib.env.reward.WeightedUnrealisedProfit import WeightedUnrealisedProfit from lib.env.reward.BaseRewardStrategy import BaseRewardStrategy