ContinuousActions

Simple continuous scheme, which calculates the trade amount 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 amount 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.
  • 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.

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