basic_profit_max
================

.. py:module:: basic_profit_max


Classes
-------

.. autoapisummary::

   basic_profit_max.BasicProfitMax
   basic_profit_max.BasicRealizedProfitMax
   basic_profit_max.SharpeRatio
   basic_profit_max.SortinoRatio
   basic_profit_max.CalmarRatio


Module Contents
---------------

.. py:class:: BasicProfitMax(cfg, initial_state)

   Bases: :py:obj:`trading.src.alg.environments.reward_functions.base_reward_function.RewardFunction`


   Base class for reward functions in trading environments.
   @TODO pass in the profit calculated from the position step


   .. py:attribute:: initial_net


   .. py:attribute:: previous_net


   .. py:method:: __repr__()


   .. py:method:: reset()

      Reset the reward function state.



   .. py:method:: compute_reward(pf, df, realized_profit)

      Compute the reward for a given action and state transition.



.. py:class:: BasicRealizedProfitMax(cfg, initial_state)

   Bases: :py:obj:`trading.src.alg.environments.reward_functions.base_reward_function.RewardFunction`


   Base class for reward functions in trading environments.
   @TODO pass in the profit calculated from the position step


   .. py:method:: compute_reward(pf, df, realized_profit)

      Compute the reward for a given action and state transition.



.. py:class:: SharpeRatio(cfg, initial_state)

   Bases: :py:obj:`trading.src.alg.environments.reward_functions.base_reward_function.RewardFunction`


   Base class for reward functions in trading environments.
   @TODO pass in the profit calculated from the position step


   .. py:attribute:: initial_state


   .. py:attribute:: risk_free_rate


   .. py:method:: compute_reward(pf, df, realized_profit)

      Compute the reward for a given action and state transition.



.. py:class:: SortinoRatio(cfg, initial_state)

   Bases: :py:obj:`trading.src.alg.environments.reward_functions.base_reward_function.RewardFunction`


   Base class for reward functions in trading environments.
   @TODO pass in the profit calculated from the position step


   .. py:attribute:: initial_state


   .. py:attribute:: risk_free_rate


   .. py:method:: compute_reward(pf, df, realized_profit)

      Compute the reward for a given action and state transition.



.. py:class:: CalmarRatio(cfg, initial_state)

   Bases: :py:obj:`trading.src.alg.environments.reward_functions.base_reward_function.RewardFunction`


   Base class for reward functions in trading environments.
   @TODO pass in the profit calculated from the position step


   .. py:attribute:: initial_state


   .. py:attribute:: risk_free_rate


   .. py:method:: compute_reward(pf, df, realized_profit)

      Compute the reward for a given action and state transition.