tensortrade.actions.multi_discrete_action_strategy module¶
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class
tensortrade.actions.multi_discrete_action_strategy.
MultiDiscreteActionStrategy
(instrument_symbols, actions_per_instrument=20, max_allowed_slippage_percent=1.0)[source]¶ Bases:
tensortrade.actions.action_strategy.ActionStrategy
Discrete strategy, which calculates the trade amount as a fraction of the total balance for each instrument provided.
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__init__
(instrument_symbols, actions_per_instrument=20, max_allowed_slippage_percent=1.0)[source]¶ - Parameters
instrument_symbols (
List
[str
]) – The exchange symbols of the instruments being traded.actions_per_instrument (
int
) – The number of bins to divide the total balance by. Defaults to 20 (i.e. 1/20, 2/20, …, 20/20).max_allowed_slippage – The maximum amount above the current price the strategy will pay for an instrument. Defaults to 1.0 (i.e. 1%).
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property
dtype
¶ A type or str corresponding to the dtype of the action_space.
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