Rambling Realms Trading Platform

Contents:

  • Getting Started
    • Installation
      • Poetry
      • Project Install
    • Setup
      • Alpaca (required)
      • Polygon (optional)
      • Setup wizard
        • rr_trading setup
  • Usage (CLI)
    • Training
      • rr_trading alg train
    • Backtesting
      • rr_trading alg backtest
      • Analysis
        • rr_trading alg analysis
    • Trading
      • Paper Trading
        • paper-trade
      • Live Trading
        • live-trade
  • Configuration
    • RRConfig
      • RRConfig.name
      • RRConfig.description
      • RRConfig.version
      • RRConfig.out_dir
      • RRConfig.agent_config
      • RRConfig.data_config
      • RRConfig.feature_config
      • RRConfig.stock_env
      • RRConfig.backtest_config
    • AgentConfig
      • AgentConfig.algo
      • AgentConfig.save_path
      • AgentConfig.deterministic
      • AgentConfig.total_timesteps
      • AgentConfig.kwargs
    • BackTestConfig
      • BackTestConfig.save_results
      • BackTestConfig.backtest_dir
      • BackTestConfig.analysis_config
      • BackTestConfig.results_path
    • DataConfig
      • DataConfig.start_date
      • DataConfig.end_date
      • DataConfig.time_step_unit
      • DataConfig.time_step_period
      • DataConfig.cache_path
      • DataConfig.cache_enabled
      • DataConfig.requests
      • DataConfig.validation_split
    • StockEnv
      • StockEnv.turbulence_threshold
      • StockEnv.reward_config
      • StockEnv.portfolio_config
      • StockEnv.lookback_window
    • RewardConfig
      • RewardConfig.type
      • RewardConfig.reward_scaling
      • RewardConfig.kwargs
    • PortfolioConfig
      • PortfolioConfig.initial_cash
      • PortfolioConfig.maintain_history
      • PortfolioConfig.buy_cost_pct
      • PortfolioConfig.sell_cost_pct
      • PortfolioConfig.max_positions
      • PortfolioConfig.trade_mode
      • PortfolioConfig.trade_limit_percent
      • PortfolioConfig.hmax
      • PortfolioConfig.action_threshold
      • PortfolioConfig.max_exposure
    • TradeMode
      • TradeMode.CONTINUOUS
      • TradeMode.DISCRETE
    • FeatureConfig
      • FeatureConfig.features
      • FeatureConfig.fill_strategy
    • AnalysisConfig
      • AnalysisConfig.render_plots
      • AnalysisConfig.save_plots
      • AnalysisConfig.to_csv
      • AnalysisConfig.tickers
    • DataRequests
      • DataRequests.dataset_name
      • DataRequests.source
      • DataRequests.endpoint
      • DataRequests.kwargs
    • DataSourceType
      • DataSourceType.ALPACA
    • RRTradeConfig
      • RRTradeConfig.id
      • RRTradeConfig.account_number
      • RRTradeConfig.model_path
      • RRTradeConfig.broker
      • RRTradeConfig.broker_kwargs
      • RRTradeConfig.bucket_name
      • RRTradeConfig.positions_path
      • RRTradeConfig.closed_positions_path
      • RRTradeConfig.account_value_series_path
      • RRTradeConfig.account_path
      • RRTradeConfig.meta_data_path
      • RRTradeConfig.backtest_path
      • RRTradeConfig.active
      • RRTradeConfig.out_dir
      • RRTradeConfig.portfolio_config
      • RRTradeConfig.defer_trade_execution
      • RRTradeConfig.asset_exchanges
    • BrokerType
      • BrokerType.ALPACA
      • BrokerType.LOCAL
      • BrokerType.REMOTE

Developer Reference:

  • Profiling
  • API Reference
    • alg
      • Attributes
      • Functions
      • Module Contents
        • app
        • train()
        • backtest()
        • analysis()
    • data
      • Attributes
      • Module Contents
        • app
    • utils
      • Attributes
      • Functions
      • Module Contents
        • FORMAT
        • init_file_logger()
        • init_logger()
    • agents
      • Attributes
      • Classes
      • Module Contents
        • AGENT_REGISTRY
        • Agent
    • config
      • Classes
      • Module Contents
        • ProjectPath
        • DataSourceType
        • FeatureConfig
        • DataRequests
        • DataConfig
        • RewardConfig
        • TradeMode
        • PortfolioConfig
        • StockEnv
        • AgentConfig
        • AnalysisConfig
        • BackTestConfig
        • RRConfig
    • trading
    • position
      • Attributes
      • Classes
      • Functions
      • Module Contents
        • portfolio_schema
        • PortfolioStats
        • PositionType
        • PositionEncoder
        • PositionDecoder()
        • positions_schema
        • Position
        • PositionManager
        • LivePositionManager
    • trade_api
      • Classes
      • Module Contents
        • Trade
    • portfolio
      • Classes
      • Module Contents
        • Portfolio
    • callbacks
      • Submodules
        • callbacks.training_telemetry
    • piotroski
      • Classes
      • Module Contents
        • Piotroski
    • user_cache
      • Classes
      • Module Contents
        • UserCache
    • rr_trading
      • Attributes
      • Classes
      • Functions
      • Module Contents
        • app
        • AppState
        • FORMAT
        • rr_trading()
        • print_config()
        • setup()
        • paper_trade()
        • live_trade()
        • push_backtest()
    • polygon_io
      • Attributes
      • Classes
      • Functions
      • Module Contents
        • app
        • FileType
        • fetch_polygon()
        • pull_data()
    • lr_schedule
      • Classes
      • Module Contents
        • BaseLRSchedule
        • LinearLRSchedule
        • CosineAnnealingLRSchedule
        • ExponentialLRSchedule
        • CosineWarmupLRSchedule
        • PolynomialLRSchedule
    • backtesting
      • Classes
      • Module Contents
        • BackTesting
    • data_loader
      • Classes
      • Module Contents
        • DataSource
        • AlpacaDataLoader
        • DataLoader
    • trade_config
      • Classes
      • Module Contents
        • BrokerType
        • AssetExchange
        • RRTradeConfig
    • trade_clients
      • Classes
      • Functions
      • Module Contents
        • TradeAccount
        • _json_default()
        • TradingClient
        • LocalTradingClient
        • RemoteTradingClient
        • AlpacaClient
    • base_environment
      • Classes
      • Module Contents
        • BaseTradingEnv
    • basic_profit_max
      • Classes
      • Module Contents
        • BasicProfitMax
        • BasicRealizedProfitMax
        • SharpeRatio
        • SortinoRatio
        • CalmarRatio
    • generic_features
      • Classes
      • Module Contents
        • FeatureType
        • FillStrategy
        • OperationType
        • Feature
        • Candle
        • MovingWindow
        • ATR
        • RSI
        • MACD
        • BollingerBands
        • MSTD
        • OBV
        • Stochastic
        • Turbulence
    • fast_training_env
      • Attributes
      • Classes
      • Module Contents
        • EPSILON
        • PCT_TO_REWARD_SCALE
        • FastTrainingEnv
    • fast_profit_reward
      • Classes
      • Module Contents
        • FastProfitReward
        • SimpleMomentumReward
    • trading_environment
      • Classes
      • Module Contents
        • TradingEnv
    • stateful_trading_env
      • Classes
      • Module Contents
        • StatefulTradingEnv
    • base_reward_function
      • Classes
      • Module Contents
        • RewardFunction
    • reward_function_factory
      • Functions
      • Module Contents
        • reward_factory_method()
Rambling Realms Trading Platform
  • API Reference
  • View page source

API Reference

This page contains auto-generated API reference documentation [1].

  • alg
  • data
  • utils
  • agents
  • config
  • trading
  • position
  • trade_api
  • portfolio
  • callbacks
    • callbacks.training_telemetry
  • piotroski
  • user_cache
  • rr_trading
  • polygon_io
  • lr_schedule
  • backtesting
  • data_loader
  • trade_config
  • trade_clients
  • base_environment
  • basic_profit_max
  • generic_features
  • fast_training_env
  • fast_profit_reward
  • trading_environment
  • stateful_trading_env
  • base_reward_function
  • reward_function_factory
[1]

Created with sphinx-autoapi

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