Index

A

action_space (TradingEnvironment attribute) add_next_chain_link() (AssetPriceMovementSummaryPlotResponsibilityChain method) (ClassificationTestingPlotResponsibilityChain method) (ClassificationTrainingPlotResponsibilityChain method) (PerformanceTestingPlotResponsibilityChain method) (PlotResponsibilityChainBase method) (PriceMovementTrendClassSummaryPlotResponsibilityChain method) (ReinforcementTrainingPlotResponsibilityChain method)

AgentBase (class in source.agent.agents.agent_base) AgentHandler (class in source.agent.agent_handler) ancestors (PackageNode property) anchestors (PackageNode property) annotate() (LabelAnnotatorBase method) (SimpleLabelAnnotator method) AssetPriceMovementSummaryPlotResponsibilityChain (class in source.plotting.asset_price_movement_summary_plot_responsibility_chain) AWSHandler (class in source.utils.aws_handler)

B

balance() (LabeledDataBalancer method)

Broker (class in source.environment.broker)

C

children (PackageNode property) classification_fit() (ClassificationLearningAgent method) ClassificationLearningAgent (class in source.agent.agents.classification_learning_agent) ClassificationLearningStrategyHandler (class in source.agent.strategies.classification_learning_strategy_handler) ClassificationTestable (class in source.agent.strategies.classification_testable) ClassificationTestingPlotResponsibilityChain (class in source.plotting.classification_testing_plot_responsibility_chain) ClassificationTestingStrategyHandler (class in source.agent.strategies.classification_testing_strategy_handler) ClassificationTrainingPlotResponsibilityChain (class in source.plotting.classification_training_plot_responsibility_chain)

ClassificationTrainingPlotResponsibilityChain.PlottingMode (class in source.plotting.classification_training_plot_responsibility_chain) classify() (ClassificationLearningAgent method) (ClassificationTestable method) close() (TradingEnvironment method) create_agent() (ClassificationLearningStrategyHandler method) (LearningStrategyHandlerBase method) (ReinforcementLearningStrategyHandler method) create_notebook() (GradientHandler method)

D

DataHandler (class in source.data_handling.data_handler) delete_notebook() (GradientHandler method) depth (PackageNode property)

descendants (PackageNode property) download_file_from_s3() (AWSHandler method) DynamicFromStringConverter (class in source.utils.dynamic_from_string_converter)

E

evaluate() (ClassificationTestingStrategyHandler method) (PerformanceTestingStrategyHandler method) (TestingStrategyHandlerBase method)

F

FIFTEEN_MINUTES (Granularity attribute) fit() (ClassificationLearningStrategyHandler method) (LearningStrategyHandlerBase method) (ModelAdapterBase method) (ReinforcementLearningStrategyHandler method) (SklearnModelAdapter method) (TFModelAdapter method)

FIVE_MINUTES (Granularity attribute) flush() (LoggingOut method) from_string() (Granularity class method)

G

GeneralSklearnBluePrint (class in source.model.model_blue_prints.general_sklearn_blue_print) generate_report() (TrainingHandler method) get_broker() (TradingEnvironment method) get_class_handle() (DynamicFromStringConverter method) get_current_orders() (Broker method) get_data_for_iteration() (TradingEnvironment method) get_environment_length() (TradingEnvironment method) get_environment_spatial_data_dimension() (TradingEnvironment method) get_labeled_data() (TradingEnvironment method) get_leverage() (Broker method)

get_mode() (TradingEnvironment method) get_model() (ModelAdapterBase method) (SklearnModelAdapter method) (TFModelAdapter method) get_model_adapter_tag() (ClassificationLearningAgent method) get_output_classes() (LabelAnnotatorBase method) (SimpleLabelAnnotator method) get_trading_consts() (TradingEnvironment method) get_trading_data() (TradingEnvironment method) GradientHandler (class in source.utils.gradient_handler) Granularity (class in source.utils.granularity)

H

height (PackageNode property)

I

InceptionBlock (class in source.model.model_building_blocks.inception_block) instantiate_agent_handler() (TrainingConfig method) instantiate_model() (GeneralSklearnBluePrint method) (VGGceptionCnnBluePrint method)

is_leaf (PackageNode property) is_root (PackageNode property) iter_path_reverse() (PackageNode method)

L

LabelAnnotatorBase (class in source.environment.label_annotator_base) LabeledDataBalancer (class in source.environment.labeled_data_balancer) LearningStrategyHandlerBase (class in source.agent.strategies.learning_strategy_handler_base) leaves (PackageNode property) load_model() (AgentBase method) (ClassificationLearningAgent method) (ModelAdapterBase method) (ReinforcementLearningAgent method) (SklearnModelAdapter method) (TFModelAdapter method)

LoggingOut (class in source.utils.stdout_redirecting)

M

metadata (TradingEnvironment attribute) ModelAdapterBase (class in source.model.model_adapters.model_adapter_base) module source.agent.agent_handler source.agent.agents.agent_base source.agent.agents.classification_learning_agent source.agent.agents.reinforcement_learning_agent source.agent.strategies.classification_learning_strategy_handler source.agent.strategies.classification_testable source.agent.strategies.classification_testing_strategy_handler source.agent.strategies.learning_strategy_handler_base source.agent.strategies.performance_testable source.agent.strategies.performance_testing_strategy_handler source.agent.strategies.reinforcement_learning_strategy_handler source.agent.strategies.testing_strategy_handler_base source.data_handling.data_handler source.environment.broker source.environment.label_annotator_base source.environment.labeled_data_balancer source.environment.order source.environment.points_reward_validator source.environment.price_reward_validator source.environment.reward_validator_base source.environment.simple_label_annotator source.environment.trading_environment source.model.model_adapters.model_adapter_base source.model.model_adapters.sklearn_model_adapter source.model.model_adapters.tf_model_adapter source.model.model_blue_prints.general_sklearn_blue_print source.model.model_blue_prints.vggception_cnn_blue_print source.model.model_building_blocks.inception_block source.model.model_building_blocks.se_block source.model.model_building_blocks.vgg16_block source.model.model_building_blocks.xception_block source.plotting.asset_price_movement_summary_plot_responsibility_chain source.plotting.classification_testing_plot_responsibility_chain source.plotting.classification_training_plot_responsibility_chain source.plotting.performance_testing_plot_responsibility_chain source.plotting.plot_responsibility_chain_base source.plotting.price_movement_trend_class_summary_plot_responsibility_chain source.plotting.reinforcement_training_plot_responsibility_chain source.training.training_config source.training.training_handler source.utils.aws_handler source.utils.dynamic_from_string_converter source.utils.gradient_handler source.utils.granularity source.utils.singleton_meta source.utils.stdout_redirecting

mro() (SingletonMeta method)

N

np_random (TradingEnvironment property)

O

observation_space (TradingEnvironment attribute) ONE_DAY (Granularity attribute)

ONE_HOUR (Granularity attribute) ONE_MINUTE (Granularity attribute) Order (class in source.environment.order)

P

PackageNode (class in source.utils.dynamic_from_string_converter) parent (PackageNode property) path (PackageNode property) perform() (PerformanceTestable method) (ReinforcementLearningAgent method) PerformanceTestable (class in source.agent.strategies.performance_testable) PerformanceTestingPlotResponsibilityChain (class in source.plotting.performance_testing_plot_responsibility_chain) PerformanceTestingStrategyHandler (class in source.agent.strategies.performance_testing_strategy_handler) place_order() (Broker method) plot() (AssetPriceMovementSummaryPlotResponsibilityChain method) (ClassificationTestingPlotResponsibilityChain method) (ClassificationTrainingPlotResponsibilityChain method) (PerformanceTestingPlotResponsibilityChain method) (PlotResponsibilityChainBase method) (PriceMovementTrendClassSummaryPlotResponsibilityChain method) (ReinforcementTrainingPlotResponsibilityChain method) PlotResponsibilityChainBase (class in source.plotting.plot_responsibility_chain_base) PLOTTING_KEY (ClassificationLearningStrategyHandler attribute) (ClassificationTestingStrategyHandler attribute) (LearningStrategyHandlerBase attribute) (PerformanceTestingStrategyHandler attribute) (ReinforcementLearningStrategyHandler attribute)

PLOTTING_KEYS (ClassificationLearningStrategyHandler attribute) PointsRewardValidator (class in source.environment.points_reward_validator) predict() (ModelAdapterBase method) (SklearnModelAdapter method) (TFModelAdapter method) prepare_data() (DataHandler method) PriceMovementTrendClassSummaryPlotResponsibilityChain (class in source.plotting.price_movement_trend_class_summary_plot_responsibility_chain) PriceRewardValidator (class in source.environment.price_reward_validator) print_model_summary() (AgentHandler method) print_summary() (AgentBase method) (ClassificationLearningAgent method) (ModelAdapterBase method) (ReinforcementLearningAgent method) (SklearnModelAdapter method) (TFModelAdapter method)

R

read_extended_data_from_csv_formatted_string_buffer() (DataHandler method) redirect_stdout_to_logging() (in module source.utils.stdout_redirecting) register_api_data_collectors() (DataHandler method) register_packages() (DynamicFromStringConverter method) reinforcement_learning_fit() (ReinforcementLearningAgent method) ReinforcementLearningAgent (class in source.agent.agents.reinforcement_learning_agent) ReinforcementLearningStrategyHandler (class in source.agent.strategies.reinforcement_learning_strategy_handler) ReinforcementTrainingPlotResponsibilityChain (class in source.plotting.reinforcement_training_plot_responsibility_chain) render() (TradingEnvironment method) render_mode (TradingEnvironment attribute)

report_parameters_needed_for_fitting() (ModelAdapterBase method) (SklearnModelAdapter method) (TFModelAdapter method) report_parameters_needed_for_instantiation() (GeneralSklearnBluePrint method) (VGGceptionCnnBluePrint method) reset() (Broker method) (TradingEnvironment method) reward_range (TradingEnvironment attribute) RewardValidatorBase (class in source.environment.reward_validator_base) root (PackageNode property) run_training() (TrainingHandler method)

S

save_extended_data_into_csv_formatted_string_buffer() (DataHandler method) save_model() (AgentBase method) (ClassificationLearningAgent method) (ModelAdapterBase method) (ReinforcementLearningAgent method) (SklearnModelAdapter method) (TFModelAdapter method) SEBlock (class in source.model.model_building_blocks.se_block) separator (PackageNode attribute) set_mode() (TradingEnvironment method) siblings (PackageNode property) SimpleLabelAnnotator (class in source.environment.simple_label_annotator) SingletonMeta (class in source.utils.singleton_meta) SIX_HOURS (Granularity attribute) size (PackageNode property) SKLEARN (ClassificationTrainingPlotResponsibilityChain.PlottingMode attribute) SklearnModelAdapter (class in source.model.model_adapters.sklearn_model_adapter) source.agent.agent_handler module source.agent.agents.agent_base module source.agent.agents.classification_learning_agent module source.agent.agents.reinforcement_learning_agent module source.agent.strategies.classification_learning_strategy_handler module source.agent.strategies.classification_testable module source.agent.strategies.classification_testing_strategy_handler module source.agent.strategies.learning_strategy_handler_base module source.agent.strategies.performance_testable module source.agent.strategies.performance_testing_strategy_handler module source.agent.strategies.reinforcement_learning_strategy_handler module source.agent.strategies.testing_strategy_handler_base module source.data_handling.data_handler module source.environment.broker module source.environment.label_annotator_base module source.environment.labeled_data_balancer module source.environment.order module source.environment.points_reward_validator module source.environment.price_reward_validator module

source.environment.reward_validator_base module source.environment.simple_label_annotator module source.environment.trading_environment module source.model.model_adapters.model_adapter_base module source.model.model_adapters.sklearn_model_adapter module source.model.model_adapters.tf_model_adapter module source.model.model_blue_prints.general_sklearn_blue_print module source.model.model_blue_prints.vggception_cnn_blue_print module source.model.model_building_blocks.inception_block module source.model.model_building_blocks.se_block module source.model.model_building_blocks.vgg16_block module source.model.model_building_blocks.xception_block module source.plotting.asset_price_movement_summary_plot_responsibility_chain module source.plotting.classification_testing_plot_responsibility_chain module source.plotting.classification_training_plot_responsibility_chain module source.plotting.performance_testing_plot_responsibility_chain module source.plotting.plot_responsibility_chain_base module source.plotting.price_movement_trend_class_summary_plot_responsibility_chain module source.plotting.reinforcement_training_plot_responsibility_chain module source.training.training_config module source.training.training_handler module source.utils.aws_handler module source.utils.dynamic_from_string_converter module source.utils.gradient_handler module source.utils.granularity module source.utils.singleton_meta module source.utils.stdout_redirecting module spec (TradingEnvironment attribute) step() (TradingEnvironment method)

T

TAG (SklearnModelAdapter attribute) (TFModelAdapter attribute) test_agent() (AgentHandler method) TEST_MODE (TradingEnvironment attribute) TestingStrategyHandlerBase (class in source.agent.strategies.testing_strategy_handler_base) TF (ClassificationTrainingPlotResponsibilityChain.PlottingMode attribute)

TFModelAdapter (class in source.model.model_adapters.tf_model_adapter) THIRTY_MINUTES (Granularity attribute) TradingEnvironment (class in source.environment.trading_environment) train_agent() (AgentHandler method) TRAIN_MODE (TradingEnvironment attribute) TrainingConfig (class in source.training.training_config) TrainingHandler (class in source.training.training_handler)

U

UNSUPPORTED (ClassificationTrainingPlotResponsibilityChain.PlottingMode attribute) unwrapped (TradingEnvironment property)

update_orders() (Broker method) upload_buffer_to_s3() (AWSHandler method) upload_file_to_s3() (AWSHandler method)

V

validate_orders() (PointsRewardValidator method) (PriceRewardValidator method) (RewardValidatorBase method)

Vgg16Block (class in source.model.model_building_blocks.vgg16_block) VGGceptionCnnBluePrint (class in source.model.model_blue_prints.vggception_cnn_blue_print)

W

write() (LoggingOut method)

X

XceptionBlock (class in source.model.model_building_blocks.xception_block)