tensortrade.actions.continuous_action_strategy module¶
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class
tensortrade.actions.continuous_action_strategy.
ContinuousActionStrategy
(instrument_symbol='BTC', max_allowed_slippage_percent=1.0, dtype=<class 'numpy.float16'>)[source]¶ Bases:
tensortrade.actions.action_strategy.ActionStrategy
Simple continuous strategy, which calculates the trade amount as a fraction of the total balance.
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__init__
(instrument_symbol='BTC', max_allowed_slippage_percent=1.0, dtype=<class 'numpy.float16'>)[source]¶ - Parameters
instrument_symbol (
str
) – The exchange symbol of the instrument being traded. Defaults to ‘BTC’.max_allowed_slippage – The maximum amount above the current price the strategy will pay for an instrument. Defaults to 1.0 (i.e. 1%).
dtype (
Union
[type
,str
]) – A type or str corresponding to the dtype of the action_space. Defaults to np.float16.
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