tensortrade.rewards.simple_profit module¶

class tensortrade.rewards.simple_profit.SimpleProfit(window_size=1)[source]¶

A simple reward scheme that rewards the agent for incremental increases in net worth.

get_reward(portfolio)[source]¶

Rewards the agent for incremental increases in net worth over a sliding window.

Parameters:	portfolio (Portfolio) – The portfolio being used by the environment.
Return type:	`float`
Returns:	The incremental increase in net worth over the previous window_size timesteps.

reset()[source]¶: Optionally implementable method for resetting stateful schemes.