写出股票强化学习中股票交易环境模块代码
时间: 2023-07-19 15:08:41 浏览: 101
下面是一个简单的示例,展示如何使用Python编写股票交易环境模块。这个示例环境由以下几个模块组成:
1. 数据模块
2. 环境模块
3. 动作空间模块
4. 奖励模块
5. 观察模块
```python
import numpy as np
import pandas as pd
import gym
from gym import spaces
class StockTradingEnv(gym.Env):
metadata = {'render.modes': ['human']}
def __init__(self, data, window_size):
super(StockTradingEnv, self).__init__()
self.data = data
self.window_size = window_size
self.action_space = spaces.Discrete(3) # 买入,卖出,持有
self.observation_space = spaces.Box(low=0, high=1, shape=(6, self.window_size + 1), dtype=np.float32)
self.profit = 0
self.total_reward = 0
self.current_step = self.window_size
self.done = False
def _next_observation(self):
obs = np.array([
self.data.loc[self.current_step - self.window_size:self.current_step, 'Open'].values / 200,
self.data.loc[self.current_step - self.window_size:self.current_step, 'High'].values / 200,
self.data.loc[self.current_step - self.window_size:self.current_step, 'Low'].values / 200,
self.data.loc[self.current_step - self.window_size:self.current_step, 'Close'].values / 200,
self.data.loc[self.current_step - self.window_size:self.current_step, 'Volume'].values / 5000000000,
self.profit / 10000
])
return obs
def reset(self):
self.profit = 0
self.total_reward =
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