tensortrade.env.rewards.simple_profit module

class tensortrade.env.rewards.simple_profit.SimpleProfit(*args, **kwargs)

Bases: AbstractRewardScheme

A simple reward scheme that rewards the agent for incremental increases in net worth.

Parameters:

window_size (int) – The size of the look back window for computing the reward.

window_size

The size of the look back window for computing the reward.

Type:

int

registered_name = 'simple'

reward() → float

Rewards the agent for incremental increases in net worth over a sliding window.

Returns:

float – The cumulative percentage change in net worth over the previous window_size time steps.