utils.py

# -*- coding: utf-8 -*-
"""utils.py

Automatically generated by Colab.

Original file is located at
    https://colab.research.google.com/drive/14FAWiDrEqpanseiUWvd9PTG0Ve8WfJgk
"""

#creating states, environments and required preprocessing
import tqdm
from tqdm import tqdm

def sigmoid(x):
    return 1 / (1 + math.exp(-x))

# returns an an n-day state representation ending at time t

def getState(data, t, n):
    d = t - n + 1
    block = data[d:t + 1] if d >= 0 else -d * [data[0]] + data[0:t + 1] # pad with t0
    #block is which is the for [1283.27002, 1283.27002]
    res = []
    for i in range(n - 1):
        res.append(sigmoid(block[i + 1] - block[i]))
    return np.array([res])

# Plots the behavior of the output
def plot_behavior(data_input, states_buy, states_sell, profit):
    fig = plt.figure(figsize = (15,5))
    plt.plot(data_input, color='r', lw=2.)
    plt.plot(data_input, '^', markersize=10, color='m', label = 'Buying signal', markevery = states_buy)
    plt.plot(data_input, 'v', markersize=10, color='k', label = 'Selling signal', markevery = states_sell)
    plt.title('Total gains: %f'%(profit))
    plt.legend()
    #plt.savefig('output/'+name+'.png')
    plt.show()