reward_function_factory
Functions
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Factory method to create a reward function instance based on the configuration. |
Module Contents
- reward_function_factory.reward_factory_method(cfg, initial_state)
Factory method to create a reward function instance based on the configuration.
Recommended for training with FastTrainingEnv: - fast_profit_reward: Ultra-fast, minimal computation - simple_momentum_reward: Fast with percentage-based rewards
Recommended for evaluation with StatefulTradingEnv: - basic_profit_max: Standard profit maximization - sharpe_ratio: Risk-adjusted returns - sortino_ratio: Downside risk focus - calmar_ratio: Max drawdown focus
- Parameters:
initial_state (numpy.ndarray)
- Return type:
trading.src.alg.environments.reward_functions.base_reward_function.RewardFunction