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components.md

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Agents

  • PPO

Environments

  • SingleAssetEnvironment
  • MultiAssetEnvironment
  • OrderExecutionEnvironment

Reward Schemas

Trading:

  • AssetsPriceChangeRewardSchema

Order Execution

  • DecisionMakingRewardSchema
  • SinDecisionMakingRewardSchema
  • ActionMagnitudeRewardSchema

Action Schemas

  • DiscreteActionScheme
  • ContinuousFloatActionSchema
  • ContinuousIntegerActionSchema