tensortrade.env.default.observers module¶

class tensortrade.env.default.observers.ObservationHistory(window_size: int)[source]¶

Stores observations from a given episode of the environment.

Parameters: window_size (int) – The amount of observations to keep stored before discarding them.

window_size¶

The amount of observations to keep stored before discarding them.

rows¶

The rows of observations that are used as the environment observation at each step of an episode.

observe() → numpy.array[source]¶

Gets the observation at a given step in an episode

push(row: dict) → None [source]¶

Stores an observation.

class tensortrade.env.default.observers.TensorTradeObserver(*args, **kwargs)[source]¶

The TensorTrade observer that is compatible with the other default components.

Parameters

portfolio (Portfolio) – The portfolio to be used to create the internal data feed mechanism.
feed (DataFeed) – The feed to be used to collect observations to the observation window.
renderer_feed (DataFeed) – The feed to be used for giving information to the renderer.
window_size (int) – The size of the observation window.
min_periods (int) – The amount of steps needed to warmup the feed.
**kwargs (keyword arguments) – Additional keyword arguments for observer creation.

feed¶

The master feed in charge of streaming the internal, external, and renderer data feeds.

window_size¶

The size of the observation window.

min_periods¶

The amount of steps needed to warmup the feed.

history¶

The observation history.

renderer_history¶

The history of the renderer data feed.

has_next() → bool [source]¶

Checks if there is another observation to be generated.

property observation_space¶: The observation space of the TradingEnv. (Space, read-only)

observe(env: TradingEnv) → numpy.array[source]¶

Observes the environment.

As a consequence of observing the env, a new observation is generated from the feed and stored in the observation history.