Source code for tensortrade.environments.rewards.reward_strategy

import pandas as pd

from abc import ABCMeta, abstractmethod

from tensortrade.exchanges import AssetExchange


[docs]class RewardStrategy(object, metaclass=ABCMeta): def __init__(self): pass
[docs] def set_dtype(self, dtype): self.dtype = dtype
[docs] def reset(self): pass
[docs] @abstractmethod def get_reward(self, current_step: int, exchange: AssetExchange) -> float: raise NotImplementedError()