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profit_taken does not seem to be correct!

Open iazdan opened this issue 2 years ago • 0 comments

What is the rational behind this formula to calculate the profit? Something does not seem right!W Why would action be a decimal number if the action space = {0, 1, 2}?

if action is either 0, 1, or 2 then _profit_takens is always equal to self.cf.symbol(self.assets[i], "stop_loss_max"), otherwise if action is decimal then _profit_takens is equal to self.cf.symbol(self.assets[i], "profit_taken_max")) + self.cf.symbol(self.assets[i], "stop_loss_max")

_profit_taken = math.ceil((x - _action) * self.cf.symbol(self.assets[i], "profit_taken_max")) + self.cf.symbol(self.assets[i], "stop_loss_max")

iazdan avatar Jul 19 '23 13:07 iazdan