tensortrade.stochastic.utils.parameters module

class tensortrade.stochastic.utils.parameters.ModelParameters(all_s0, all_time, all_delta, all_sigma, gbm_mu, jumps_lamda=0.0, jumps_sigma=0.0, jumps_mu=0.0, cir_a=0.0, cir_mu=0.0, all_r0=0.0, cir_rho=0.0, ou_a=0.0, ou_mu=0.0, heston_a=0.0, heston_mu=0.0, heston_vol0=0.0)

Bases: object

Encapsulates model parameters

tensortrade.stochastic.utils.parameters.default(base_price, t_gen, delta)

tensortrade.stochastic.utils.parameters.random(base_price, t_gen, delta)