how to use tf_agents.policies.ou_noise_policy to create an ou process object?

Question

I tried to use from tf_agents.trajectories.ou_noise import OrnsteinUhlenbeckProcess to create ou process but this library doesn't exist anymore .

after research, I found this tf_agents.policies.ou_noise_policy, wondering how to use this to create ouprocess object ?

I tried to use from tf_agents.trajectories.ou_noise import OrnsteinUhlenbeckProcess to create ou process but this library doesn't exist anymore .

expecting understanding how to use this updated library to solve this problem

Answer 1

https://github.com/cantaro86/Financial-Models-Numerical-Methods/blob/master/6.1%20Ornstein-Uhlenbeck%20process%20and%20applications.ipynb

I am trying to implement the ou process of this paper on the https://www.tensorflow.org/agents/api_docs/python/tf_agents/utils/common/ornstein_uhlenbeck_process

they used to use function.Process. now it is better to use tf_agents.utils.common.ornstein_uhlenbeck_process

but not sure about how to replace the paramters and put it into the trade strategy