tensortrade 1.0.0b0__py3-none-any.whl → 1.0.4__py3-none-any.whl

tensortrade/env/default/stoppers.py

@@ -1,33 +1,33 @@
-
-from tensortrade.env.generic import Stopper, TradingEnv
-
-
-class MaxLossStopper(Stopper):
-    """A stopper that stops an episode if the portfolio has lost a particular
-    percentage of its wealth.
-
-    Parameters
-    ----------
-    max_allowed_loss : float
-        The maximum proportion of initial funds that is willing to
-        be lost before stopping the episode.
-
-    Attributes
-    ----------
-    max_allowed_loss : float
-        The maximum proportion of initial funds that is willing to
-        be lost before stopping the episode.
-
-    Notes
-    -----
-    This stopper also stops if it has reached the end of the observation feed.
-    """
-
-    def __init__(self, max_allowed_loss: float):
-        super().__init__()
-        self.max_allowed_loss = max_allowed_loss
-
-    def stop(self, env: 'TradingEnv') -> bool:
-        c1 = env.action_scheme.portfolio.profit_loss < self.max_allowed_loss
-        c2 = not env.observer.has_next()
-        return c1 or c2
+
+from tensortrade.env.generic import Stopper, TradingEnv
+
+
+class MaxLossStopper(Stopper):
+    """A stopper that stops an episode if the portfolio has lost a particular
+    percentage of its wealth.
+
+    Parameters
+    ----------
+    max_allowed_loss : float
+        The maximum percentage of initial funds that is willing to
+        be lost before stopping the episode.
+
+    Attributes
+    ----------
+    max_allowed_loss : float
+        The maximum percentage of initial funds that is willing to
+        be lost before stopping the episode.
+
+    Notes
+    -----
+    This stopper also stops if it has reached the end of the observation feed.
+    """
+
+    def __init__(self, max_allowed_loss: float):
+        super().__init__()
+        self.max_allowed_loss = max_allowed_loss
+
+    def stop(self, env: 'TradingEnv') -> bool:
+        c1 = env.action_scheme.portfolio.profit_loss > self.max_allowed_loss
+        c2 = not env.observer.has_next()
+        return c1 or c2

tensortrade/env/generic/__init__.py

@@ -1,22 +1,22 @@
-# Copyright 2020 The TensorTrade Authors.
-#
-# Licensed under the Apache License, Version 2.0 (the "License");
-# you may not use this file except in compliance with the License.
-# You may obtain a copy of the License at
-#
-#     http://www.apache.org/licenses/LICENSE-2.0
-#
-# Unless required by applicable law or agreed to in writing, software
-# distributed under the License is distributed on an "AS IS" BASIS,
-# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-# See the License for the specific language governing permissions and
-# limitations under the License
-
-from tensortrade.env.generic.components.reward_scheme import RewardScheme
-from tensortrade.env.generic.components.action_scheme import ActionScheme
-from tensortrade.env.generic.components.observer import Observer
-from tensortrade.env.generic.components.stopper import Stopper
-from tensortrade.env.generic.components.informer import Informer
-from tensortrade.env.generic.components.renderer import Renderer
-
-from tensortrade.env.generic.environment import TradingEnv
+# Copyright 2020 The TensorTrade Authors.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License
+
+from tensortrade.env.generic.components.reward_scheme import RewardScheme
+from tensortrade.env.generic.components.action_scheme import ActionScheme
+from tensortrade.env.generic.components.observer import Observer
+from tensortrade.env.generic.components.stopper import Stopper
+from tensortrade.env.generic.components.informer import Informer
+from tensortrade.env.generic.components.renderer import Renderer
+
+from tensortrade.env.generic.environment import TradingEnv

tensortrade/env/generic/components/__init__.py

@@ -1,13 +1,13 @@
-# Copyright 2020 The TensorTrade Authors.
-#
-# Licensed under the Apache License, Version 2.0 (the "License");
-# you may not use this file except in compliance with the License.
-# You may obtain a copy of the License at
-#
-#     http://www.apache.org/licenses/LICENSE-2.0
-#
-# Unless required by applicable law or agreed to in writing, software
-# distributed under the License is distributed on an "AS IS" BASIS,
-# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-# See the License for the specific language governing permissions and
-# limitations under the License
+# Copyright 2020 The TensorTrade Authors.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License

tensortrade/env/generic/components/action_scheme.py

@@ -1,54 +1,54 @@
-# Copyright 2020 The TensorTrade Authors.
-#
-# Licensed under the Apache License, Version 2.0 (the "License");
-# you may not use this file except in compliance with the License.
-# You may obtain a copy of the License at
-#
-#     http://www.apache.org/licenses/LICENSE-2.0
-#
-# Unless required by applicable law or agreed to in writing, software
-# distributed under the License is distributed on an "AS IS" BASIS,
-# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-# See the License for the specific language governing permissions and
-# limitations under the License
-
-from abc import abstractmethod, ABCMeta
-from typing import Any
-
-from gym.spaces import Space
-
-
-from tensortrade.core.component import Component
-from tensortrade.core.base import TimeIndexed
-
-
-class ActionScheme(Component, TimeIndexed, metaclass=ABCMeta):
-    """A component for determining the action to take at each step of an
-    episode.
-    """
-
-    registered_name = "actions"
-
-    @property
-    @abstractmethod
-    def action_space(self) -> Space:
-        """The action space of the `TradingEnv`. (`Space`, read-only)
-        """
-        raise NotImplementedError()
-
-    @abstractmethod
-    def perform(self, env: 'TradingEnv', action: Any) -> None:
-        """Performs an action on the environment.
-
-        Parameters
-        ----------
-        env : `TradingEnv`
-            The trading environment to perform the `action` on.
-        action : Any
-            The action to perform on `env`.
-        """
-        raise NotImplementedError()
-
-    def reset(self) -> None:
-        """Resets the action scheme."""
-        pass
+# Copyright 2020 The TensorTrade Authors.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License
+
+from abc import abstractmethod, ABCMeta
+from typing import Any
+
+from gymnasium.spaces import Space
+
+
+from tensortrade.core.component import Component
+from tensortrade.core.base import TimeIndexed
+
+
+class ActionScheme(Component, TimeIndexed, metaclass=ABCMeta):
+    """A component for determining the action to take at each step of an
+    episode.
+    """
+
+    registered_name = "actions"
+
+    @property
+    @abstractmethod
+    def action_space(self) -> Space:
+        """The action space of the `TradingEnv`. (`Space`, read-only)
+        """
+        raise NotImplementedError()
+
+    @abstractmethod
+    def perform(self, env: 'TradingEnv', action: Any) -> None:
+        """Performs an action on the environment.
+
+        Parameters
+        ----------
+        env : `TradingEnv`
+            The trading environment to perform the `action` on.
+        action : Any
+            The action to perform on `env`.
+        """
+        raise NotImplementedError()
+
+    def reset(self) -> None:
+        """Resets the action scheme."""
+        pass

tensortrade/env/generic/components/informer.py

@@ -1,45 +1,45 @@
-# Copyright 2020 The TensorTrade Authors.
-#
-# Licensed under the Apache License, Version 2.0 (the "License");
-# you may not use this file except in compliance with the License.
-# You may obtain a copy of the License at
-#
-#     http://www.apache.org/licenses/LICENSE-2.0
-#
-# Unless required by applicable law or agreed to in writing, software
-# distributed under the License is distributed on an "AS IS" BASIS,
-# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-# See the License for the specific language governing permissions and
-# limitations under the License
-
-from abc import abstractmethod
-
-from tensortrade.core.component import Component
-from tensortrade.core.base import TimeIndexed
-
-
-class Informer(Component, TimeIndexed):
-    """A component to provide information at each step of an episode.
-    """
-
-    registered_name = "monitor"
-
-    @abstractmethod
-    def info(self, env: 'TradingEnv') -> dict:
-        """Provides information at a given step of an episode.
-
-        Parameters
-        ----------
-        env: 'TradingEnv'
-            The trading environment.
-
-        Returns
-        -------
-        dict:
-            A dictionary of information about the portfolio and net worth.
-        """
-        raise NotImplementedError()
-
-    def reset(self):
-        """Resets the informer."""
-        pass
+# Copyright 2020 The TensorTrade Authors.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License
+
+from abc import abstractmethod
+
+from tensortrade.core.component import Component
+from tensortrade.core.base import TimeIndexed
+
+
+class Informer(Component, TimeIndexed):
+    """A component to provide information at each step of an episode.
+    """
+
+    registered_name = "monitor"
+
+    @abstractmethod
+    def info(self, env: 'TradingEnv') -> dict:
+        """Provides information at a given step of an episode.
+
+        Parameters
+        ----------
+        env: 'TradingEnv'
+            The trading environment.
+
+        Returns
+        -------
+        dict:
+            A dictionary of information about the portfolio and net worth.
+        """
+        raise NotImplementedError()
+
+    def reset(self):
+        """Resets the informer."""
+        pass

tensortrade/env/generic/components/observer.py

@@ -1,59 +1,59 @@
-# Copyright 2020 The TensorTrade Authors.
-#
-# Licensed under the Apache License, Version 2.0 (the "License");
-# you may not use this file except in compliance with the License.
-# You may obtain a copy of the License at
-#
-#     http://www.apache.org/licenses/LICENSE-2.0
-#
-# Unless required by applicable law or agreed to in writing, software
-# distributed under the License is distributed on an "AS IS" BASIS,
-# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-# See the License for the specific language governing permissions and
-# limitations under the License
-
-
-from abc import abstractmethod
-
-
-import numpy as np
-
-from gym.spaces import Space
-
-
-from tensortrade.core.component import Component
-from tensortrade.core.base import TimeIndexed
-
-
-class Observer(Component, TimeIndexed):
-    """A component to generate an observation at each step of an episode.
-    """
-
-    registered_name = "observer"
-
-    @property
-    @abstractmethod
-    def observation_space(self) -> Space:
-        """The observation space of the `TradingEnv`. (`Space`, read-only)
-        """
-        raise NotImplementedError()
-
-    @abstractmethod
-    def observe(self, env: 'TradingEnv') -> np.array:
-        """Gets the observation at the current step of an episode
-
-        Parameters
-        ----------
-        env: 'TradingEnv'
-            The trading environment.
-
-        Returns
-        -------
-        `np.array`
-            The current observation of the environment.
-        """
-        raise NotImplementedError()
-
-    def reset(self):
-        """Resets the observer."""
-        pass
+# Copyright 2020 The TensorTrade Authors.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License
+
+
+from abc import abstractmethod
+
+
+import numpy as np
+
+from gymnasium.spaces import Space
+
+
+from tensortrade.core.component import Component
+from tensortrade.core.base import TimeIndexed
+
+
+class Observer(Component, TimeIndexed):
+    """A component to generate an observation at each step of an episode.
+    """
+
+    registered_name = "observer"
+
+    @property
+    @abstractmethod
+    def observation_space(self) -> Space:
+        """The observation space of the `TradingEnv`. (`Space`, read-only)
+        """
+        raise NotImplementedError()
+
+    @abstractmethod
+    def observe(self, env: 'TradingEnv') -> np.array:
+        """Gets the observation at the current step of an episode
+
+        Parameters
+        ----------
+        env: 'TradingEnv'
+            The trading environment.
+
+        Returns
+        -------
+        `np.array`
+            The current observation of the environment.
+        """
+        raise NotImplementedError()
+
+    def reset(self, random_start=0):
+        """Resets the observer."""
+        pass

tensortrade/env/generic/components/renderer.py

@@ -1,86 +1,86 @@
-# Copyright 2020 The TensorTrade Authors.
-#
-# Licensed under the Apache License, Version 2.0 (the "License");
-# you may not use this file except in compliance with the License.
-# You may obtain a copy of the License at
-#
-#     http://www.apache.org/licenses/LICENSE-2.0
-#
-# Unless required by applicable law or agreed to in writing, software
-# distributed under the License is distributed on an "AS IS" BASIS,
-# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-# See the License for the specific language governing permissions and
-# limitations under the License
-
-from abc import ABCMeta, abstractmethod
-from typing import List
-
-from tensortrade.core import Component
-
-
-class Renderer(Component, metaclass=ABCMeta):
-    """A component for rendering a view of the environment at each step of
-    an episode."""
-
-    registered_name = "renderer"
-
-    @abstractmethod
-    def render(self, env: 'TradingEnv', **kwargs):
-        """Renders a view of the environment at the current step of an episode.
-
-        Parameters
-        ----------
-        env: 'TradingEnv'
-            The trading environment.
-        kwargs : keyword arguments
-            Additional keyword arguments for rendering the environment.
-        """
-        raise NotImplementedError()
-
-    def save(self) -> None:
-        """Saves the rendered view of the environment."""
-        pass
-
-    def reset(self) -> None:
-        """Resets the renderer."""
-        pass
-
-    def close(self) -> None:
-        """Closes the renderer."""
-        pass
-
-
-class AggregateRenderer(Renderer):
-    """A renderer that aggregates compatible renderers so they can all be used
-    to render a view of the environment.
-
-    Parameters
-    ----------
-    renderers : List[Renderer]
-        A list of renderers to aggregate.
-
-    Attributes
-    ----------
-    renderers : List[Renderer]
-        A list of renderers to aggregate.
-    """
-
-    def __init__(self, renderers: List[Renderer]) -> None:
-        super().__init__()
-        self.renderers = renderers
-
-    def render(self, env: 'TradingEnv', **kwargs) -> None:
-        for r in self.renderers:
-            r.render(env, **kwargs)
-
-    def save(self) -> None:
-        for r in self.renderers:
-            r.save()
-
-    def reset(self) -> None:
-        for r in self.renderers:
-            r.reset()
-
-    def close(self) -> None:
-        for r in self.renderers:
-            r.close()
+# Copyright 2020 The TensorTrade Authors.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License
+
+from abc import ABCMeta, abstractmethod
+from typing import List
+
+from tensortrade.core import Component
+
+
+class Renderer(Component, metaclass=ABCMeta):
+    """A component for rendering a view of the environment at each step of
+    an episode."""
+
+    registered_name = "renderer"
+
+    @abstractmethod
+    def render(self, env: 'TradingEnv', **kwargs):
+        """Renders a view of the environment at the current step of an episode.
+
+        Parameters
+        ----------
+        env: 'TradingEnv'
+            The trading environment.
+        kwargs : keyword arguments
+            Additional keyword arguments for rendering the environment.
+        """
+        raise NotImplementedError()
+
+    def save(self) -> None:
+        """Saves the rendered view of the environment."""
+        pass
+
+    def reset(self) -> None:
+        """Resets the renderer."""
+        pass
+
+    def close(self) -> None:
+        """Closes the renderer."""
+        pass
+
+
+class AggregateRenderer(Renderer):
+    """A renderer that aggregates compatible renderers so they can all be used
+    to render a view of the environment.
+
+    Parameters
+    ----------
+    renderers : List[Renderer]
+        A list of renderers to aggregate.
+
+    Attributes
+    ----------
+    renderers : List[Renderer]
+        A list of renderers to aggregate.
+    """
+
+    def __init__(self, renderers: List[Renderer]) -> None:
+        super().__init__()
+        self.renderers = renderers
+
+    def render(self, env: 'TradingEnv', **kwargs) -> None:
+        for r in self.renderers:
+            r.render(env, **kwargs)
+
+    def save(self) -> None:
+        for r in self.renderers:
+            r.save()
+
+    def reset(self) -> None:
+        for r in self.renderers:
+            r.reset()
+
+    def close(self) -> None:
+        for r in self.renderers:
+            r.close()