tradingenv

• tradingenv package
  • Subpackages
    • tradingenv.broker package
      • Submodules
      • tradingenv.broker.allocation module
      • tradingenv.broker.broker module
      • tradingenv.broker.fees module
      • tradingenv.broker.rebalancing module
      • tradingenv.broker.track_record module
      • tradingenv.broker.trade module
      • Module contents
  • Submodules
  • tradingenv.contracts module
    • AbstractContract
      • AbstractContract.now
      • AbstractContract.cash_requirement
      • AbstractContract.make_events()
      • AbstractContract.margin_requirement
      • AbstractContract.multiplier
      • AbstractContract.now
      • AbstractContract.size()
      • AbstractContract.static_hashing()
      • AbstractContract.symbol
      • AbstractContract.symbol_short
      • AbstractContract.underlyings
      • AbstractContract.verify()
    • Asset
      • Asset.cash_requirement
      • Asset.margin_requirement
      • Asset.multiplier
      • Asset.symbol
    • Cash
    • ES
      • ES.exists_since
      • ES.freq
      • ES.margin_requirement
      • ES.multiplier
    • ETF
    • Future
      • Future.cash_requirement
      • Future.exists_since
      • Future.exists_until
      • Future.freq
      • Future.lifespan()
      • Future.make_events()
      • Future.margin_requirement
      • Future.month_codes
      • Future.symbol
      • Future.symbol_short
    • FutureChain
      • FutureChain.cash_requirement
      • FutureChain.lead_contract()
      • FutureChain.lifespan()
      • FutureChain.make_events()
      • FutureChain.margin_requirement
      • FutureChain.multiplier
      • FutureChain.static_hashing()
      • FutureChain.symbol
      • FutureChain.symbol_short
      • FutureChain.underlyings
    • Index
    • NK
      • NK.exists_since
      • NK.freq
      • NK.margin_requirement
      • NK.multiplier
    • Rate
      • Rate.cash_requirement
      • Rate.margin_requirement
      • Rate.multiplier
      • Rate.symbol
      • Rate.verify()
    • Stock
    • VX
      • VX.exists_since
      • VX.freq
      • VX.margin_requirement
      • VX.multiplier
    • ZB
      • ZB.margin_requirement
      • ZB.multiplier
    • ZF
      • ZF.margin_requirement
      • ZF.multiplier
    • ZN
      • ZN.margin_requirement
      • ZN.multiplier
    • ZQ
      • ZQ.margin_requirement
      • ZQ.multiplier
    • ZT
      • ZT.margin_requirement
      • ZT.multiplier
  • tradingenv.env module
  • tradingenv.events module
    • EventContractDiscontinued
    • EventDone
    • EventNBBO
      • EventNBBO.ask_price
      • EventNBBO.ask_size
      • EventNBBO.bid_price
      • EventNBBO.bid_size
      • EventNBBO.contract
      • EventNBBO.time
    • EventNewDate
    • EventNewObservation
      • EventNewObservation.to_list()
    • EventReset
    • EventStep
    • IEvent
      • IEvent.time
      • IEvent.notify()
      • IEvent.time
    • Observer
      • Observer._observed_events
      • Observer.reset()
  • tradingenv.exchange module
    • Exchange
      • Exchange._books
      • Exchange.acq_prices()
      • Exchange.ask_prices()
      • Exchange.bid_prices()
      • Exchange.liq_prices()
      • Exchange.mid_prices()
      • Exchange.process_EventContractDiscontinued()
      • Exchange.process_EventNBBO()
      • Exchange.spreads()
      • Exchange.to_frame()
    • LimitOrderBook
      • LimitOrderBook.acq_price()
      • LimitOrderBook.liq_price()
      • LimitOrderBook.mid_price
      • LimitOrderBook.spread
      • LimitOrderBook.terminate()
      • LimitOrderBook.to_frame()
      • LimitOrderBook.update()
  • tradingenv.features module
    • Feature
      • Feature.exchange
      • Feature.action_space
      • Feature.broker
      • Feature.action_space
      • Feature.broker
      • Feature.exchange
      • Feature.fit_transformer()
      • Feature.parse()
      • Feature.reset()
  • tradingenv.library module
    • FeatureIsRTH
      • FeatureIsRTH.parse()
    • FeaturePortfolioWeight
      • FeaturePortfolioWeight.parse()
    • FeaturePrices
      • FeaturePrices.parse()
    • FeatureSpread
      • FeatureSpread.parse()
    • listify()
  • tradingenv.metrics module
    • to_pandas()
  • tradingenv.policy module
    • AbstractPolicy
      • AbstractPolicy.act()
      • AbstractPolicy.action_space
      • AbstractPolicy.observation_space
    • RandomPolicy
      • RandomPolicy.act()
    • make_policy()
  • tradingenv.rewards module
    • AbstractReward
      • AbstractReward.calculate()
      • AbstractReward.reset()
    • LogReturn
      • LogReturn.calculate()
    • RewardDifferentialSharpeRatio
      • RewardDifferentialSharpeRatio.calculate()
    • RewardLogReturn
      • RewardLogReturn.calculate()
    • RewardPnL
      • RewardPnL.calculate()
    • RewardSimpleReturn
      • RewardSimpleReturn.calculate()
    • make_reward()
  • tradingenv.spaces module
  • tradingenv.state module
    • IState
      • IState.parse()
      • IState.reset()
      • IState.space
    • State
      • State.flatten()
      • State.parse()
      • State.process_EventNewObservation()
    • cache()
  • tradingenv.transmitter module
    • AbstractTransmitter
      • AbstractTransmitter.add_events()
    • AsynchronousTransmitter
      • AsynchronousTransmitter.add_events()
    • Folds
      • Folds.as_time()
    • PartitionTimeRanges
      • PartitionTimeRanges.verify_overlaps()
      • PartitionTimeRanges.verify_start_before_end()
    • Transmitter
      • Transmitter.events
      • Transmitter.timesteps
      • Transmitter.add_custom_events()
      • Transmitter.add_events()
      • Transmitter.add_prices()
      • Transmitter.add_timesteps()
      • Transmitter.walk_forward()
  • Module contents