ContinuousActions¶
Simple continuous scheme, which calculates the trade size as a fraction of the total balance.
Key Variables¶
max_allowed_slippage
- The exchange symbols of the instruments being traded.
instrument
- The number of bins to divide the total balance by. Defaults to 20 (i.e. 1/20, 2/20, …, 20/20).
instrument
- The maximum size above the current price the scheme will pay for an instrument. Defaults to 1.0 (i.e. 1%).
Setters & Properties¶
Each property and property setter.
dtype
- A type or str corresponding to the dtype of the
action_space
.
- A type or str corresponding to the dtype of the
exchange
- The exchange being used by the current trading environment.
- This will be set by the trading environment upon initialization. Setting the exchange causes the scheme to reset.
action_space
- The shape of the actions produced by the scheme. This takes in a
gym.space
and is different for each given scheme.
- The shape of the actions produced by the scheme. This takes in a
Functions¶
reset
- Optionally implementable method for resetting stateful schemes.
get_trade
- Get the trade to be executed on the exchange based on the action provided.
- Usually this is the way we distill the information generated from the
action_space
.
Use Cases¶
TODO: Place Use Case Here