Source code for crypto_env.algorithm.buy_and_hold

import numpy as np
from . import Algorithm


class BuyAndHold(Algorithm):
    """An example implementation of class :py:class:`Algorithm`. This algorithm implements the buy and hold strategy. See https://www.investopedia.com/terms/b/buyandhold.asp for more information.
    """
    def __init__(self, buy_amount: float):
        """
        :param buy_amount: unit in cryptocurrency
        """
        self.buy_amount = buy_amount

    def take_action(self, observation, info=None):
        idx = observation['index'][0]
        if idx == 0:
            return dict(
                signal=0,
                value=np.array([self.buy_amount], dtype=np.float)
            )
        else:
            return dict(
                signal=2,
                value=np.array([0], dtype=np.float)
            )