Source code for tensortrade.env.rewards

# Copyright 2024 The TensorTrade-NG Authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
#     http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License
from __future__ import annotations

import typing

from tensortrade.env.rewards.simple_profit import SimpleProfit
from tensortrade.env.rewards.risk_adjusted_returns import RiskAdjustedReturns
from tensortrade.env.rewards.pbr import PBR

if typing.TYPE_CHECKING:
    from tensortrade.env import AbstractRewardScheme

_registry = {
    'simple': SimpleProfit,
    'risk-adjusted': RiskAdjustedReturns,
    'pbr': PBR,
}



[docs]
def get(identifier: str) -> AbstractRewardScheme:
    """Gets the `RewardScheme` that matches with the identifier.

    Parameters
    ----------
    identifier : str
        The identifier for the `RewardScheme`

    Returns
    -------
    `TensorTradeRewardScheme`
        The reward scheme associated with the `identifier`.

    Raises
    ------
    KeyError:
        Raised if identifier is not associated with any `RewardScheme`
    """
    if identifier not in _registry.keys():
        msg = f"Identifier {identifier} is not associated with any `RewardScheme`."
        raise KeyError(msg)
    return _registry[identifier]()