tensortrade.actions.managed_risk_orders module¶
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class
tensortrade.actions.managed_risk_orders.
ManagedRiskOrders
(stop_loss_percentages=[0.02, 0.04, 0.06], take_profit_percentages=[0.01, 0.02, 0.03], trade_sizes=10, trade_type=<TradeType.MARKET: 'market'>, duration=None, order_listener=None)[source]¶ Bases:
tensortrade.actions.action_scheme.ActionScheme
A discrete action scheme that determines actions based on managing risk, through setting a follow-up stop loss and take profit on every order.
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__init__
(stop_loss_percentages=[0.02, 0.04, 0.06], take_profit_percentages=[0.01, 0.02, 0.03], trade_sizes=10, trade_type=<TradeType.MARKET: 'market'>, duration=None, order_listener=None)[source]¶ Parameters: - pairs – A list of trading pairs to select from when submitting an order.
- TradingPair ((e.g.) –
- stop_loss_percentages (
Union
[List
[float
],float
]) – A list of possible stop loss percentages for each order. - take_profit_percentages (
Union
[List
[float
],float
]) – A list of possible take profit percentages for each order. - trade_sizes (
Union
[List
[float
],int
]) – A list of trade sizes to select from when submitting an order. - '[1, 1/3]' = 100% or 33% of balance is tradable. '4' = 25%, 50%, 75%, or 100% of balance is tradable.) ((e.g.) –
- order_listener (optional) – An optional listener for order events executed by this action scheme.
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action_space
¶ The discrete action space produced by the action scheme.
Return type: Discrete
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get_order
(action, portfolio)[source]¶ Get the order to be executed on the exchange based on the action provided.
Parameters: Return type: Returns: The order to be executed on the exchange this time step.
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stop_loss_percentages
¶ A list of order percentage losses to select a stop loss from when submitting an order. (e.g. 0.01 = sell if price drops 1%, 0.15 = 15%, etc.)
Return type: List
[float
]
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