BTC_trading_bot_1_step

BTC_trading_bot_1_step.py

# Execute one time step within the environment
def step(self, action):
    self.crypto_bought = 0
    self.crypto_sold = 0
    self.current_step += 1

    # Set the current price to a random price between open and close
    current_price = random.uniform(
        self.df.loc[self.current_step, 'Open'],
        self.df.loc[self.current_step, 'Close'])

    if action == 0: # Hold
        pass

    elif action == 1 and self.balance > 0:
        # Buy with 100% of current balance
        self.crypto_bought = self.balance / current_price
        self.balance -= self.crypto_bought * current_price
        self.crypto_held += self.crypto_bought

    elif action == 2 and self.crypto_held>0:
        # Sell 100% of current crypto held
        self.crypto_sold = self.crypto_held
        self.balance += self.crypto_sold * current_price
        self.crypto_held -= self.crypto_sold

    self.prev_net_worth = self.net_worth
    self.net_worth = self.balance + self.crypto_held * current_price

    self.orders_history.append([self.balance, self.net_worth, self.crypto_bought, self.crypto_sold, self.crypto_held])

    # Calculate reward
    reward = self.net_worth - self.prev_net_worth

    if self.net_worth <= self.initial_balance/2:
        done = True
    else:
        done = False

    obs = self._next_observation()

    return obs, reward, done