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TensorTrade-NG Documentation

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Overview

Getting Started
Installation

Examples

Code Structure
Setup Environment
Train and Evaluate using Ray
Renderers and Plotly Chart
Ledger Example

Tutorials

Using TensorTrade-NG with JupyterLab

Components

Components
Action Scheme
Reward Scheme
Observer
Default
IntradayObserver
Stopper
Informer
Renderer

Environments

Overview
What if I can’t make a particular environment?

Feed

Overview
What is a Stream?
Using Data Types
Advanced Usages

Order Management System

Overview
Portfolio
Orders

Agents

Overview
Ray
Stable Baselines
Creating a Well-Performing RL Agent

API reference

API reference
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- tensortrade package
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  - tensortrade.core package
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  - tensortrade.env package
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    - tensortrade.env.actions package
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    - tensortrade.env.informers package
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      - tensortrade.env.informers.abstract module
      - tensortrade.env.informers.simple_informer module
    - tensortrade.env.mixins package
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      - tensortrade.env.mixins.scheme module
    - tensortrade.env.observers package
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    - tensortrade.env.plotters package
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    - tensortrade.env.renderers package
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      - tensortrade.env.renderers.abstract module
      - tensortrade.env.renderers.terminal_renderer module
    - tensortrade.env.rewards package
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    - tensortrade.env.stoppers package
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      - tensortrade.env.stoppers.abstract module
      - tensortrade.env.stoppers.max_loss_stopper module
    - tensortrade.env.utils package
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    - tensortrade.env.environment module
  - tensortrade.feed package
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    - tensortrade.feed.api package
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      - tensortrade.feed.api.boolean package
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        tensortrade.feed.api.boolean.operations module
      - tensortrade.feed.api.float package
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        tensortrade.feed.api.float.window package
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        tensortrade.feed.api.float.window.ewm module
        
        tensortrade.feed.api.float.window.expanding module
        
        tensortrade.feed.api.float.window.rolling module
        
        tensortrade.feed.api.float.accumulators module
        
        tensortrade.feed.api.float.imputation module
        
        tensortrade.feed.api.float.operations module
        
        tensortrade.feed.api.float.ordering module
        
        tensortrade.feed.api.float.utils module
      - tensortrade.feed.api.generic package
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        tensortrade.feed.api.generic.imputation module
        
        tensortrade.feed.api.generic.operators module
        
        tensortrade.feed.api.generic.reduce module
        
        tensortrade.feed.api.generic.warmup module
      - tensortrade.feed.api.string package
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        tensortrade.feed.api.string.operations module
    - tensortrade.feed.core package
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  - tensortrade.oms package
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    - tensortrade.oms.exchanges package
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      - tensortrade.oms.exchanges.exchange module
    - tensortrade.oms.instruments package
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    - tensortrade.oms.orders package
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    - tensortrade.oms.services package
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      - tensortrade.oms.services.execution package
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        tensortrade.oms.services.execution.simulated module
      - tensortrade.oms.services.slippage package
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        tensortrade.oms.services.slippage.random_slippage_model module
        
        tensortrade.oms.services.slippage.slippage_model module
    - tensortrade.oms.wallets package
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  - tensortrade.pipeline package
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    - tensortrade.pipeline.transformers package
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    - tensortrade.pipeline.pipeline module

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tensortrade.pipeline.transformers package¶

Submodules¶

tensortrade.pipeline.transformers.abstract module
- AbstractTransformer
  - AbstractTransformer.transform()
tensortrade.pipeline.transformers.catboost_feature_importance module
- CatBoostFeatureImportanceTransformer
  - CatBoostFeatureImportanceTransformer.transform()
tensortrade.pipeline.transformers.catboost_rfecv module
- CatBoostRFECVTransformer
  - CatBoostRFECVTransformer.transform()
tensortrade.pipeline.transformers.correlation_absolute module
- CorrelationAbsoluteTransformer
  - CorrelationAbsoluteTransformer.transform()
tensortrade.pipeline.transformers.correlation_threshold module
- CorrelationThresholdTransformer
  - CorrelationThresholdTransformer.transform()
tensortrade.pipeline.transformers.delete_columns module
- DeleteColumnsTransformer
  - DeleteColumnsTransformer.transform()
tensortrade.pipeline.transformers.lagging module
- LaggingTransformer
  - LaggingTransformer.transform()
tensortrade.pipeline.transformers.lambda_transformer module
- LambdaTransformer
  - LambdaTransformer.transform()
tensortrade.pipeline.transformers.lasso_feature_selection module
- LassoFeatureSelectionTransformer
  - LassoFeatureSelectionTransformer.transform()
tensortrade.pipeline.transformers.mutual_information module
- MutualInformationTransformer
  - MutualInformationTransformer.transform()
tensortrade.pipeline.transformers.scaling module
- ScalingTransformer
  - ScalingTransformer.transform()
tensortrade.pipeline.transformers.univariate_feature_selection module
- UnivariateFeatureSelectionTransformer
  - UnivariateFeatureSelectionTransformer.transform()

tensortrade.pipeline.transformers.abstract module

tensortrade.pipeline package

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tensortrade.pipeline.transformers package
- Submodules