Algorithm

class crypto_env.algorithm.Algorithm[source]

Bases: abc.ABC

The algorithm wrapper template for the customized agent

abstract take_action(observation, info=None)[source]

Return an action from the action space.

Parameters

  • observation (any) – The observation from the environment.

  • info (any, optional) – The market information. Defaults to None.

Raises

NotImplementedError – You have to implement this method

class crypto_env.algorithm.BuyAndHold(buy_amount: float)[source]

Bases: crypto_env.algorithm.algorithm.Algorithm

An example implementation of class Algorithm. This algorithm implements the buy and hold strategy. See https://www.investopedia.com/terms/b/buyandhold.asp for more information.

__init__(buy_amount: float)[source]
Parameters

buy_amount – unit in cryptocurrency

take_action(observation, info=None)[source]

Return an action from the action space.

Parameters

  • observation (any) – The observation from the environment.

  • info (any, optional) – The market information. Defaults to None.

Raises

NotImplementedError – You have to implement this method

class crypto_env.algorithm.MovingAverage(price_feature_pos, short_window=30, long_window=180, initial_cap=100)[source]

Bases: crypto_env.algorithm.algorithm.Algorithm

An example implementation of class Algorithm. This algorithm implements the Dual Moving Average Crossover strategy. See https://faculty.fuqua.duke.edu/~charvey/Teaching/BA453_2002/CCAM/CCAM.htm for more information.

take_action(observation, info=None)[source]

Return an action from the action space.

Parameters

  • observation (any) – The observation from the environment.

  • info (any, optional) – The market information. Defaults to None.

Raises

NotImplementedError – You have to implement this method