tensortrade.env.default.stoppers module

class tensortrade.env.default.stoppers.MaxLossStopper(*args, **kwargs)

Bases: tensortrade.env.generic.components.stopper.Stopper

A stopper that stops an episode if the portfolio has lost a particular percentage of its wealth.

Parameters

max_allowed_loss (float) – The maximum proportion of initial funds that is willing to be lost before stopping the episode.

max_allowed_loss

The maximum proportion of initial funds that is willing to be lost before stopping the episode.

Type

float

Notes

This stopper also stops if it has reached the end of the observation feed.

stop(env: tensortrade.env.generic.environment.TradingEnv) → bool

Computes if the environment satisfies the defined stopping criteria.

Parameters

env (TradingEnv) – The trading environment.

Returns

bool – If the environment should stop or continue.