Skip to content

Instantly share code, notes, and snippets.

@jsrimr

jsrimr/Change_fee.py

Created September 6, 2019 04:54
Show Gist options
  • Star 0 You must be signed in to star a gist
  • Fork 0 You must be signed in to fork a gist
  • Save jsrimr/1fe2939625aba17e956a4d72a24dcc03 to your computer and use it in GitHub Desktop.
Save jsrimr/1fe2939625aba17e956a4d72a24dcc03 to your computer and use it in GitHub Desktop.
Download ZIP
Raw
Change_fee.py
def step(self):
...
derivative_diff = self.get_derivative_diffs(self.df_sample.iloc[self.step_st: self.step_st + self.obs_len])
self.fee_rate = np.clip( self.fee_rate * derivative_diff / self.previous_diff, self.min_fee_rate, self.max_fee_rate)
...
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment