tensortrade.env.generic.components.reward_scheme module

class tensortrade.env.generic.components.reward_scheme.RewardScheme[source]

Bases: tensortrade.core.component.Component, tensortrade.core.base.TimeIndexed

A component to compute the reward at each step of an episode.

registered_name = 'rewards'
reset() → None[source]

Resets the reward scheme.

reward(env: TradingEnv) → float[source]

Computes the reward for the current step of an episode.

Parameters:env (TradingEnv) – The trading environment
Returns:float – The computed reward.