Index

_

__init__() (tensortrade.actions.action_strategy.ActionStrategy method) (tensortrade.actions.continuous_action_strategy.ContinuousActionStrategy method) (tensortrade.actions.discrete_action_strategy.DiscreteActionStrategy method) (tensortrade.environments.trading_environment.TradingEnvironment method) (tensortrade.exchanges.instrument_exchange.InstrumentExchange method) (tensortrade.features.feature_pipeline.FeaturePipeline method) (tensortrade.features.indicators.simple_moving_average.SimpleMovingAverage method) (tensortrade.features.scalers.min_max_normalizer.MinMaxNormalizer method) (tensortrade.features.scalers.standard_normalizer.StandardNormalizer method) (tensortrade.features.stationarity.fractional_difference.FractionalDifference method) (tensortrade.slippage.random_slippage_model.RandomSlippageModel method) (tensortrade.strategies.tensorforce_trading_strategy.TensorforceTradingStrategy method) (tensortrade.strategies.trading_strategy.TradingStrategy method) (tensortrade.trades.trade.Trade method)

A

action_space() (tensortrade.actions.action_strategy.ActionStrategy property) action_strategy() (tensortrade.environments.trading_environment.TradingEnvironment property) actions() (tensortrade.environments.trading_environment.TradingEnvironment property)

ActionStrategy (class in tensortrade.actions.action_strategy) agent() (tensortrade.strategies.tensorforce_trading_strategy.TensorforceTradingStrategy property) amount() (tensortrade.trades.trade.Trade property) apply_gradient() (tensortrade.models.generative.wgan.WGAN method)

B

balance() (tensortrade.exchanges.instrument_exchange.InstrumentExchange property) (tensortrade.exchanges.live.ccxt_exchange.CCXTExchange property) (tensortrade.exchanges.simulated.simulated_exchange.SimulatedExchange property)

base_instrument() (tensortrade.exchanges.instrument_exchange.InstrumentExchange property) base_precision() (tensortrade.exchanges.instrument_exchange.InstrumentExchange property) (tensortrade.exchanges.live.ccxt_exchange.CCXTExchange property)

C

CCXTExchange (class in tensortrade.exchanges.live.ccxt_exchange) columns() (tensortrade.features.feature_transformer.FeatureTransformer property) compute_gradients() (tensortrade.models.generative.wgan.WGAN method) compute_loss() (tensortrade.models.generative.wgan.WGAN method)

ContinuousActionStrategy (class in tensortrade.actions.continuous_action_strategy) copy() (tensortrade.trades.trade.Trade method) current_price() (tensortrade.exchanges.instrument_exchange.InstrumentExchange method) (tensortrade.exchanges.live.ccxt_exchange.CCXTExchange method) (tensortrade.exchanges.simulated.simulated_exchange.SimulatedExchange method)

D

data_frame() (tensortrade.exchanges.simulated.simulated_exchange.SimulatedExchange property) DiscreteActionStrategy (class in tensortrade.actions.discrete_action_strategy) discriminate() (tensortrade.models.generative.wgan.WGAN method)

dtype() (tensortrade.actions.action_strategy.ActionStrategy property) (tensortrade.actions.discrete_action_strategy.DiscreteActionStrategy property) (tensortrade.exchanges.instrument_exchange.InstrumentExchange property) (tensortrade.features.feature_pipeline.FeaturePipeline property)

E

environment() (tensortrade.strategies.trading_strategy.TradingStrategy property) exchange() (tensortrade.actions.action_strategy.ActionStrategy property) (tensortrade.environments.trading_environment.TradingEnvironment property) (tensortrade.rewards.reward_strategy.RewardStrategy property)

execute() (tensortrade.environments.trading_environment.TradingEnvironment method) execute_trade() (tensortrade.exchanges.instrument_exchange.InstrumentExchange method) (tensortrade.exchanges.live.ccxt_exchange.CCXTExchange method) (tensortrade.exchanges.simulated.simulated_exchange.SimulatedExchange method)

F

FBMExchange (class in tensortrade.exchanges.simulated.fbm_exchange) feature_pipeline() (tensortrade.environments.trading_environment.TradingEnvironment property) (tensortrade.exchanges.instrument_exchange.InstrumentExchange property) FeaturePipeline (class in tensortrade.features.feature_pipeline)

FeatureTransformer (class in tensortrade.features.feature_transformer) fill_order() (tensortrade.slippage.random_slippage_model.RandomSlippageModel method) (tensortrade.slippage.slippage_model.SlippageModel method) FractionalDifference (class in tensortrade.features.stationarity.fractional_difference)

G

GANExchange (class in tensortrade.exchanges.simulated.gan_exchange) generate() (tensortrade.models.generative.wgan.WGAN method) generate_random() (tensortrade.models.generative.wgan.WGAN method) generated_space() (tensortrade.exchanges.instrument_exchange.InstrumentExchange property) (tensortrade.exchanges.live.ccxt_exchange.CCXTExchange property) (tensortrade.exchanges.simulated.simulated_exchange.SimulatedExchange property)

get_reward() (tensortrade.rewards.reward_strategy.RewardStrategy method) (tensortrade.rewards.simple_profit_strategy.SimpleProfitStrategy method) get_trade() (tensortrade.actions.action_strategy.ActionStrategy method) (tensortrade.actions.continuous_action_strategy.ContinuousActionStrategy method) (tensortrade.actions.discrete_action_strategy.DiscreteActionStrategy method) gradient_penalty() (tensortrade.models.generative.wgan.WGAN method)

H

has_next_observation() (tensortrade.exchanges.instrument_exchange.InstrumentExchange property) (tensortrade.exchanges.live.ccxt_exchange.CCXTExchange property) (tensortrade.exchanges.simulated.simulated_exchange.SimulatedExchange property)

HOLD (tensortrade.trades.trade_type.TradeType attribute)

I

initial_balance() (tensortrade.exchanges.instrument_exchange.InstrumentExchange property) (tensortrade.exchanges.live.ccxt_exchange.CCXTExchange property) (tensortrade.exchanges.simulated.simulated_exchange.SimulatedExchange property) instrument_balance() (tensortrade.exchanges.instrument_exchange.InstrumentExchange method) instrument_precision() (tensortrade.exchanges.instrument_exchange.InstrumentExchange property) (tensortrade.exchanges.live.ccxt_exchange.CCXTExchange property)

InstrumentExchange (class in tensortrade.exchanges.instrument_exchange) is_buy() (tensortrade.trades.trade.Trade property) (tensortrade.trades.trade_type.TradeType property) is_hold() (tensortrade.trades.trade.Trade property) (tensortrade.trades.trade_type.TradeType property) is_sell() (tensortrade.trades.trade.Trade property) (tensortrade.trades.trade_type.TradeType property)

L

LIMIT_BUY (tensortrade.trades.trade_type.TradeType attribute)

LIMIT_SELL (tensortrade.trades.trade_type.TradeType attribute)

M

MARKET_BUY (tensortrade.trades.trade_type.TradeType attribute) MARKET_SELL (tensortrade.trades.trade_type.TradeType attribute)

max_episode_timesteps() (tensortrade.strategies.tensorforce_trading_strategy.TensorforceTradingStrategy property) MinMaxNormalizer (class in tensortrade.features.scalers.min_max_normalizer)

N

net_worth() (tensortrade.exchanges.instrument_exchange.InstrumentExchange property)

next_observation() (tensortrade.exchanges.instrument_exchange.InstrumentExchange method)

O

observation_space() (tensortrade.exchanges.instrument_exchange.InstrumentExchange property)

P

performance() (tensortrade.exchanges.instrument_exchange.InstrumentExchange property) (tensortrade.exchanges.live.ccxt_exchange.CCXTExchange property) (tensortrade.exchanges.simulated.simulated_exchange.SimulatedExchange property) portfolio() (tensortrade.exchanges.instrument_exchange.InstrumentExchange property) (tensortrade.exchanges.live.ccxt_exchange.CCXTExchange property) (tensortrade.exchanges.simulated.simulated_exchange.SimulatedExchange property)

price() (tensortrade.trades.trade.Trade property) profit_loss_percent() (tensortrade.exchanges.instrument_exchange.InstrumentExchange property)

R

RandomSlippageModel (class in tensortrade.slippage.random_slippage_model) render() (tensortrade.environments.trading_environment.TradingEnvironment method) reset() (tensortrade.actions.action_strategy.ActionStrategy method) (tensortrade.environments.trading_environment.TradingEnvironment method) (tensortrade.exchanges.instrument_exchange.InstrumentExchange method) (tensortrade.exchanges.live.ccxt_exchange.CCXTExchange method) (tensortrade.exchanges.simulated.fbm_exchange.FBMExchange method) (tensortrade.exchanges.simulated.gan_exchange.GANExchange method) (tensortrade.exchanges.simulated.simulated_exchange.SimulatedExchange method) (tensortrade.features.feature_pipeline.FeaturePipeline method) (tensortrade.features.feature_transformer.FeatureTransformer method) (tensortrade.features.scalers.min_max_normalizer.MinMaxNormalizer method) (tensortrade.features.scalers.standard_normalizer.StandardNormalizer method) (tensortrade.features.stationarity.fractional_difference.FractionalDifference method) (tensortrade.rewards.reward_strategy.RewardStrategy method) (tensortrade.rewards.simple_profit_strategy.SimpleProfitStrategy method)

restore_agent() (tensortrade.strategies.tensorforce_trading_strategy.TensorforceTradingStrategy method) (tensortrade.strategies.trading_strategy.TradingStrategy method) reward_strategy() (tensortrade.environments.trading_environment.TradingEnvironment property) RewardStrategy (class in tensortrade.rewards.reward_strategy) run() (tensortrade.strategies.tensorforce_trading_strategy.TensorforceTradingStrategy method) (tensortrade.strategies.trading_strategy.TradingStrategy method)

S

save_agent() (tensortrade.strategies.tensorforce_trading_strategy.TensorforceTradingStrategy method) (tensortrade.strategies.trading_strategy.TradingStrategy method) SimpleMovingAverage (class in tensortrade.features.indicators.simple_moving_average) SimpleProfitStrategy (class in tensortrade.rewards.simple_profit_strategy) SimulatedExchange (class in tensortrade.exchanges.simulated.simulated_exchange)

SlippageModel (class in tensortrade.slippage.slippage_model) StandardNormalizer (class in tensortrade.features.scalers.standard_normalizer) states() (tensortrade.environments.trading_environment.TradingEnvironment property) step() (tensortrade.environments.trading_environment.TradingEnvironment method) steps() (tensortrade.features.feature_pipeline.FeaturePipeline property) symbol() (tensortrade.trades.trade.Trade property)

T

TensorforceTradingStrategy (class in tensortrade.strategies.tensorforce_trading_strategy) tensortrade (module) tensortrade.actions (module) tensortrade.actions.action_strategy (module) tensortrade.actions.continuous_action_strategy (module) tensortrade.actions.discrete_action_strategy (module) tensortrade.environments (module) tensortrade.environments.trading_environment (module) tensortrade.exchanges (module) tensortrade.exchanges.instrument_exchange (module) tensortrade.exchanges.live (module) tensortrade.exchanges.live.ccxt_exchange (module) tensortrade.exchanges.simulated (module) tensortrade.exchanges.simulated.fbm_exchange (module) tensortrade.exchanges.simulated.gan_exchange (module) tensortrade.exchanges.simulated.simulated_exchange (module) tensortrade.features (module) tensortrade.features.feature_pipeline (module) tensortrade.features.feature_transformer (module) tensortrade.features.indicators (module) tensortrade.features.indicators.simple_moving_average (module) tensortrade.features.scalers (module) tensortrade.features.scalers.min_max_normalizer (module) tensortrade.features.scalers.standard_normalizer (module) tensortrade.features.stationarity (module) tensortrade.features.stationarity.fractional_difference (module) tensortrade.models (module) tensortrade.models.generative (module) tensortrade.models.generative.wgan (module) tensortrade.rewards (module) tensortrade.rewards.reward_strategy (module) tensortrade.rewards.simple_profit_strategy (module)

tensortrade.slippage (module) tensortrade.slippage.random_slippage_model (module) tensortrade.slippage.slippage_model (module) tensortrade.strategies (module) tensortrade.strategies.tensorforce_trading_strategy (module) tensortrade.strategies.trading_strategy (module) tensortrade.trades (module) tensortrade.trades.trade (module) tensortrade.trades.trade_type (module) tensortrade.version (module) Trade (class in tensortrade.trades.trade) trade_type() (tensortrade.trades.trade.Trade property) trades() (tensortrade.exchanges.instrument_exchange.InstrumentExchange property) (tensortrade.exchanges.live.ccxt_exchange.CCXTExchange property) (tensortrade.exchanges.simulated.simulated_exchange.SimulatedExchange property) TradeType (class in tensortrade.trades.trade_type) TradingEnvironment (class in tensortrade.environments.trading_environment) TradingStrategy (class in tensortrade.strategies.trading_strategy) train() (tensortrade.models.generative.wgan.WGAN method) transform() (tensortrade.features.feature_pipeline.FeaturePipeline method) (tensortrade.features.feature_transformer.FeatureTransformer method) (tensortrade.features.indicators.simple_moving_average.SimpleMovingAverage method) (tensortrade.features.scalers.min_max_normalizer.MinMaxNormalizer method) (tensortrade.features.scalers.standard_normalizer.StandardNormalizer method) (tensortrade.features.stationarity.fractional_difference.FractionalDifference method) transform_space() (tensortrade.features.feature_pipeline.FeaturePipeline method) (tensortrade.features.feature_transformer.FeatureTransformer method) (tensortrade.features.indicators.simple_moving_average.SimpleMovingAverage method) (tensortrade.features.scalers.min_max_normalizer.MinMaxNormalizer method) (tensortrade.features.scalers.standard_normalizer.StandardNormalizer method) (tensortrade.features.stationarity.fractional_difference.FractionalDifference method) tune() (tensortrade.strategies.tensorforce_trading_strategy.TensorforceTradingStrategy method) (tensortrade.strategies.trading_strategy.TradingStrategy method)

W

WGAN (class in tensortrade.models.generative.wgan)