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Some pandas data frames in the ASX Gym Env

James Shen edited this page Jun 14, 2020 · 1 revision

ASX Gym Env object has 4 pandas data frame objects .

env.index_df. ASX ALL Ords Index data

             Seq    Open   Close    High     Low  Volume  Change
Date                                                            
2010-05-10     0  4507.4  4622.2  4622.2  4507.4       1       0
2010-05-11     1  4622.2  4573.2  4654.4  4573.2       1       0
2010-05-12     2  4573.2  4599.7  4637.9  4573.2       1       0
2010-05-13     3  4599.7  4679.5  4679.5  4599.7       1       0
2010-05-14     4  4679.5  4643.0  4679.5  4628.0       1       0
...          ...     ...     ...     ...     ...     ...     ...
2020-06-04  2549  6064.9  6112.0  6159.5  6062.7       1       0
2020-06-05  2550  6112.0  6116.5  6134.9  6082.7       1       0
2020-06-09  2551  6116.5  6262.9  6314.6  6116.5       1       0
2020-06-10  2552  6262.9  6269.3  6300.6  6210.1       1       0
2020-06-11  2553  6269.3  6079.5  6269.3  6070.0       1       0

[2554 rows x 7 columns]

env.price_df All Stock prices data

                       open_price  close_price  high_price  low_price
price_date company_id                                                
2010-05-10 1               33.210       33.160      33.580     32.510
           2               53.291       55.449      55.588     53.291
           3               34.491       35.334      35.334     34.419
           4               24.051       24.703      24.832     24.012
           5               24.648       25.180      25.180     24.598
...                           ...          ...         ...        ...
2020-06-11 543              0.990        0.990       0.995      0.990
           211             10.510       10.300      10.600     10.300
           892              0.060        0.058       0.060      0.058
           1775             0.035        0.035       0.035      0.035
           397              2.340        2.370       2.460      2.300

[2908983 rows x 4 columns]

env.company_df. ASX Listed companies information

        id                                  name                                        description     code  sector_id
0        1                         CSL (ASX:CSL)  CSL is a global biotechnology leader which dev...  ASX:CSL      160.0
1        2           Commonwealth Bank (ASX:CBA)  Commonwealth Bank is Australia's leading provi...  ASX:CBA      168.0
2        3           BHP Group Limited (ASX:BHP)  BHP is a world-leading resources company. BHP ...  ASX:BHP       27.0
3        4        Westpac Banking Corp (ASX:WBC)  Westpac is Australia's oldest bank and company...  ASX:WBC      168.0
4        5     National Australia Bank (ASX:NAB)  As Australia's largest business bank, NAB work...  ASX:NAB      168.0
...    ...                                   ...                                                ...      ...        ...
2034  2035           Emirates NBD PJSC (ASX:EMI)                                                     ASX:EMI        NaN
2035  2036  Apollo Series 2015-1 Trust (ASX:AOL)                                                     ASX:AOL        NaN
2036  2037               Ampol Limited (ASX:ALD)  Caltex has grown to become the nations leading...  ASX:ALD        9.0
2037  2038       Waypoint REIT Limited (ASX:WPR)  A real estate company listed on the Australian...  ASX:WPR      255.0
2038  2039              Adslot Limited (ASX:ADS)  An information technology company listed on th...  ASX:ADS      200.0

[2039 rows x 5 columns]

env.sector_df Sector information

      id                                  name                                          full_name
0      1                                Energy                                             Energy
1      2                                Energy                                      Energy/Energy
2      3           Energy Equipment & Services          Energy/Energy/Energy Equipment & Services
3      4                    Oil & Gas Drilling  Energy/Energy/Energy Equipment & Services/Oil ...
4      5        Oil & Gas Equipment & Services  Energy/Energy/Energy Equipment & Services/Oil ...
..   ...                                   ...                                                ...
259  260  Real Estate Management & Development  Real Estate/Real Estate/Real Estate Management...
260  261    Diversified Real Estate Activities  Real Estate/Real Estate/Real Estate Management...
261  262       Real Estate Operating Companies  Real Estate/Real Estate/Real Estate Management...
262  263               Real Estate Development  Real Estate/Real Estate/Real Estate Management...
263  264                  Real Estate Services  Real Estate/Real Estate/Real Estate Management...

[264 rows x 3 columns]

Normally when you design your Agent, you SHOULD NOT reference price and index data in the future date. But you may reference data in the past, ASX Observation provides the day (start date + day) is the current date for the agent.

or can use env.display_date get the current date-time of the simulation. then your agent is allowed to access data before the current date, access future index or price data is considered as CHEATING. Though currently, the environment doesn't prevent such access.

ASX GYM

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