Adding changes from lazy pnl update

(#1561)
delvtech · Jun 24, 2024 · ab49768 · ab49768
1 parent 85406f8
commit ab49768
Showing 1 changed file with 16 additions and 4 deletions.
diff --git a/src/agent0/traiderdaive/gym_environments/full_hyperdrive_env.py b/src/agent0/traiderdaive/gym_environments/full_hyperdrive_env.py
@@ -106,9 +106,18 @@ def __init__(
         self.eval_mode = gym_config.eval_mode
         self.sample_actions = gym_config.sample_actions
         if self.eval_mode:
-            local_chain_config = LocalChain.Config(block_timestamp_interval=12, db_port=5434, chain_port=10001)
+            db_port = 5434
+            chain_port = 10001
         else:
-            local_chain_config = LocalChain.Config(block_timestamp_interval=12, db_port=5435, chain_port=10002)
+            db_port = 5435
+            chain_port = 10002
+
+        local_chain_config = LocalChain.Config(
+            block_timestamp_interval=12,
+            db_port=db_port,
+            chain_port=chain_port,
+            calc_pnl=False)
+
         initial_pool_config = LocalHyperdrive.Config()
         self.chain = LocalChain(local_chain_config)
         self.interactive_hyperdrive = LocalHyperdrive(self.chain, initial_pool_config)
@@ -507,7 +516,7 @@ def _get_observation(self) -> dict[str, np.ndarray]:
         out_obs["lp_orders"] = np.zeros(2)
 
         # Observation data uses floats
-        rl_bot_wallet = self.rl_bot.get_positions(coerce_float=True)
+        rl_bot_wallet = self.rl_bot.get_positions(coerce_float=True, calc_pnl=True)
 
         if not rl_bot_wallet.empty:
             position_duration = self.interactive_hyperdrive.config.position_duration
@@ -543,7 +552,10 @@ def _get_observation(self) -> dict[str, np.ndarray]:
     def _calculate_reward(self) -> float:
         # The total delta for this episode
 
-        current_wallet = self.interactive_hyperdrive.get_positions(show_closed_positions=True, coerce_float=True)
+        current_wallet = self.interactive_hyperdrive.get_positions(
+            show_closed_positions=True,
+            calc_pnl=True,
+            coerce_float=True)
         # Filter by rl bot
         rl_bot_wallet = current_wallet[current_wallet["wallet_address"] == self.rl_bot.address]
         # The rl_bot_wallet shows the pnl of all positions