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considering transaction cost when calculate available_amount #224

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considering transaction cost when calculate available_amount #224

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c0fe534
Create env_stocktrading.py
1024064118 May 14, 2021
3708324
Merge pull request #1 from 1024064118/1024064118_bugfix
1024064118 May 14, 2021
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4 changes: 2 additions & 2 deletions finrl/env/env_stocktrading.py
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Original file line number Diff line number Diff line change
Expand Up @@ -132,7 +132,7 @@ def _buy_stock(self, index, action):
def _do_buy():
if self.state[index+1]>0:
#Buy only if the price is > 0 (no missing data in this particular date)
available_amount = self.state[0] // self.state[index+1]
available_amount = self.state[0] // ((self.state[index+1])*(1+ self.buy_cost_pct))
# print('available_amount:{}'.format(available_amount))

#update balance
Expand Down Expand Up @@ -377,4 +377,4 @@ def _seed(self, seed=None):
def get_sb_env(self):
e = DummyVecEnv([lambda: self])
obs = e.reset()
return e, obs
return e, obs