# Copyright 2019 The TensorTrade Authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License
from abc import abstractmethod
from tensortrade import Component, TimeIndexed
[docs]class RewardScheme(Component, TimeIndexed):
registered_name = "rewards"
[docs] def reset(self):
"""Optionally implementable method for resetting stateful schemes."""
pass
[docs] @abstractmethod
def get_reward(self, portfolio: 'Portfolio') -> float:
"""
Arguments:
portfolio: The portfolio being used by the environment.
Returns:
A float corresponding to the benefit earned by the action taken this timestep.
"""
raise NotImplementedError()