I am trying to create a crypto trading bot that can trade multiple crypto coins simulatenously. So for example if I have n=4
coins (e.g. : 0-BTC, 1-ETH, 2-DOT, 3-SOL), then an example of action space would be something like:
action_spaces: [ 1000, 0.0, -3000, 2300]
Where:
BUY if action > 0
HOLD if action == 0
Sell if action < 0
So, in the given example the actions would be:
- Index 0: Buy btc worth 1000 USDT
- Index 1: Hold eth
- Index 2: Sell DOT worth 3000 USDT
- Index 3: Buy SOL worth of 2300 USDT
So for an n = x
with crypto list: [crypto0, crypto1, crypto2, ..., cryptoX]
how can I define an action space that has the form: action_space = [action0, action1, action2, ..., actionX]
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Answer
I will suggest go with dictionaries.
suppose you are having crypto list: [crypto0, crypto1, crypto2, ..., cryptoX]
and action space [action0, action1, action2, ..., actionX].
crypto_list = ['crypto0', 'crypto1', 'crypto2', 'cryptoX'] action_space = ['action0', 'action1', 'action2', 'actionX'] cryto_action_map = dict(zip(crypto_list, action_space)) print(cryto_action_map)
which will give output like
{'crypto0': 'action0', 'crypto1': 'action1', 'crypto2': 'action2', 'cryptoX': 'actionX'}
from here you can iterate on each coin and action using items
method.
for coin, action in cryto_action_map.items(): if action > 0: # BUY logic elif action == 0: # HOLD logic elif action < 0: # SELL logic
REMEMBER crypto_list and action_space are 2 separate lists and both should have same length.