Overriding signal_features about gym-mtsim HOT 5 CLOSED

    def _get_prices(self, keys: List[str]=['Open', 'High', 'Low', 'Close']) -> Dict[str, np.ndarray]:
        prices = {}

        for symbol in self.trading_symbols:
            get_price_at = lambda time: \
                self.original_simulator.price_at(symbol, time)[keys]

            if self.multiprocessing_pool is None:
                p = list(map(get_price_at, self.time_points))
            else:
                p = self.multiprocessing_pool.map(get_price_at, self.time_points)

            prices[symbol] = np.array(p)

        return prices


    def _process_data(self) -> np.ndarray:
        data = self.prices

        macd_features = []
        for pair, ohlc_data in data.items():
            open = ohlc_data[:, 0]
            high = ohlc_data[:, 1]
            low = ohlc_data[:, 2]
            close = ohlc_data[:, 3]
            pair_macd = calculate_macd_from_ohlc(open, high, low, close)
            macd_features.append(pair_macd)

        signal_features = np.column_stack(macd_features)
        return signal_features