From 08b23d4e591749d4f0fef3d9251c12b1434cb211 Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Sun, 16 Feb 2025 13:04:31 +0100 Subject: [PATCH] refactor(reforcexy): use normalized temporal features MIME-Version: 1.0 Content-Type: text/plain; charset=utf8 Content-Transfer-Encoding: 8bit Signed-off-by: Jérôme Benoit --- ReforceXY/user_data/strategies/RLAgentStrategy.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/ReforceXY/user_data/strategies/RLAgentStrategy.py b/ReforceXY/user_data/strategies/RLAgentStrategy.py index 729014b..1c86350 100644 --- a/ReforceXY/user_data/strategies/RLAgentStrategy.py +++ b/ReforceXY/user_data/strategies/RLAgentStrategy.py @@ -41,8 +41,8 @@ class RLAgentStrategy(IStrategy): def feature_engineering_standard( self, dataframe: DataFrame, metadata: dict, **kwargs ): - dataframe["%-day_of_week"] = dataframe["date"].dt.dayofweek - dataframe["%-hour_of_day"] = dataframe["date"].dt.hour + dataframe["%-day_of_week"] = (dataframe["date"].dt.dayofweek + 1) / 7 + dataframe["%-hour_of_day"] = (dataframe["date"].dt.hour + 1) / 25 dataframe["%-raw_close"] = dataframe["close"] dataframe["%-raw_open"] = dataframe["open"] -- 2.43.0