lazytrade (version 0.4.0)

log_RL_progress_mt: Function to log RL progress, dedicated to Market Types

Description

Function will record Q values during updating of the model. These values will be used by another function

Usage

log_RL_progress_mt(x, states, actions, control)

Arguments

x

- dataframe containing trading results

states

- Selected states of the System

actions

- Selected actions executed under environment

control

- control parameters as defined in the Reinforcement Learning Package

Value

dataframe with log of RL model

Examples

# NOT RUN {
# retrieve RL model Q values progress
library(ReinforcementLearning)
library(dplyr)
library(magrittr)
data(trading_systemDF)
x <- trading_systemDF
states <- c("BUN", "BUV", "BEN", "BEV", "RAN", "RAV")
actions <- c("ON", "OFF") # 'ON' and 'OFF' are referring to decision to trade with Slave system
control <- list(alpha = 0.7, gamma = 0.3, epsilon = 0.1)

log_RL_progress_mt(x = x,states = states, actions = actions, control = control)


# }