tensortrade.env.actions.managed_risk_orders module¶

class tensortrade.env.actions.managed_risk_orders.ManagedRiskOrders(*args, **kwargs)[source]¶

A discrete action scheme that determines actions based on managing risk,: through setting a follow-up stop loss and take profit on every order.

Parameters:

stop (List[float]) – A list of possible stop loss percentages for each order.
take (List[float]) – A list of possible take profit percentages for each order.
trade_sizes (List[float]) – A list of trade sizes to select from when submitting an order. (e.g. ‘[1, 1/3]’ = 100% or 33% of balance is tradable. ‘4’ = 25%, 50%, 75%, or 100% of balance is tradable.)
durations (List[int]) – A list of durations to select from when submitting an order.
trade_type (TradeType) – A type of trade to make.
order_listener (OrderListener) – A callback class to use for listening to steps of the order process.
min_order_pct (float) – The minimum value when placing an order, calculated in percent over net_worth.
min_order_abs (float) – The minimum value when placing an order, calculated in absolute order value.

property action_space: Space¶

The action space of the TradingEnv.

get_orders(action: int) → List[Order][source]¶

Gets the list of orders to be submitted for the given action.

Parameters:: action (gymnasium.core.ActType) – The action to be interpreted.
Returns:: A list of orders to be submitted to the broker.
Return type:: List[Order]