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ASX Gym Done Condition
James Shen edited this page Jun 13, 2020
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1 revision
When ASX Env detects that your total value exceeds predefined or lower than the predefined threshold (i.e increased by 200% or lower than the 20% initial fund.or end of given days.
These thresholds are configurable, defaults to 200% and 20%
def _is_done(self):
done = False
today = self.display_date
total_value = self.total_value
min_lost = round(self.initial_fund * self.expected_fund_decrease_ratio, 3)
max_gain = round(self.initial_fund * self.expected_fund_increase_ratio, 3)
stock_index = self.index_df.iloc[
self.min_stock_seq + self.step_day_count
:self.min_stock_seq + self.step_day_count + 1]
if (today is None) or stock_index.empty \
or (self.step_day_count >= self.max_transaction_days - 1) \
or (total_value < min_lost) or (total_value > max_gain):
done = True
return done
OpenAI ASX Gym Environment by Guidebee IT