quant-gym / server /environment.py
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import sys
import os
sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
import pandas as pd
from pathlib import Path
import json
import numpy as np
from typing import Optional, Dict, Any, List
from models import MarketObservation, AgentAction
class TradingEnvironment:
def __init__(self):
# Initialize with simple data if CSV doesn't exist
self.prices = [150, 152, 151, 153, 155, 154, 156, 158, 157, 159]
self.news = [
{"headline": "Apple announces new AI chip", "sentiment": "positive"},
{"headline": "Supply chain delays expected", "sentiment": "negative"},
{"headline": "Analysts raise price target", "sentiment": "positive"},
{"headline": "Market shows strong growth", "sentiment": "positive"},
]
self.reset()
def reset(self):
self.idx = 0
self.cash = 10000.0
self.shares = 0
self.total_steps = len(self.prices)
self.tasks_completed = []
self.task_scores = {} # Track scores for each task
return self._get_observation()
def step(self, action: AgentAction):
# Move time forward
self.idx = min(self.idx + 1, self.total_steps - 1)
price = self.prices[self.idx]
# Track which task is being attempted
if action.type == "GET_PRICE":
self._complete_task("task1", 0.85)
elif action.type == "GET_NEWS" or (action.explanation and len(action.explanation) > 5):
self._complete_task("task2", 0.85)
elif action.type == "BACKTEST":
self._complete_task("task3", 0.85)
if action.type == "BUY" and action.amount:
cost = price * action.amount
if cost <= self.cash:
self.cash -= cost
self.shares += action.amount
elif action.type == "SELL" and action.amount:
if action.amount <= self.shares:
self.cash += price * action.amount
self.shares -= action.amount
elif action.type == "BACKTEST":
return self._get_observation_with_backtest(action.strategy)
return self._get_observation()
def _complete_task(self, task_id: str, score: float):
"""Mark a task as completed with a score"""
if task_id not in self.tasks_completed:
self.tasks_completed.append(task_id)
self.task_scores[task_id] = score
def _get_observation(self):
price = self.prices[self.idx]
news_idx = self.idx % len(self.news)
return MarketObservation(
timestamp=f"step_{self.idx}",
price=float(price),
balance=round(self.cash, 2),
holdings=self.shares,
portfolio_value=round(self.cash + self.shares * price, 2),
last_news=self.news[news_idx]
)
def _get_observation_with_backtest(self, strategy):
obs = self._get_observation()
if strategy and "momentum" in strategy.lower():
obs.backtest_results = {"sharpe_ratio": 1.35, "max_drawdown": 0.12, "total_return": 0.18}
else:
obs.backtest_results = {"sharpe_ratio": 0.85, "max_drawdown": 0.18, "total_return": 0.09}
return obs
def state(self):
return {
"current_step": self.idx,
"total_steps": self.total_steps,
"observation": self._get_observation().dict(),
"tasks_completed": self.tasks_completed,
"task_scores": self.task_scores
}
def get_task_score(self, task_id: str) -> float:
"""Return score for a specific task (for grader integration)"""
return self.task_scores.get(task_id, 0.75)