The trading environment

As we have a lot of code that is supposed to work with the Gym API, we will implement the trading functionality following Gym’s Env class, which should be already familiar to you. Our environment is implemented in the StocksEnv class in the Chapter10/lib/environ.py module. It uses several internal classes to keep its state and encode observations.

Let’s first look at the public API class:

import typing as tt 
import gymnasium as gym 
from gymnasium import spaces 
from gymnasium.utils import seeding 
from gymnasium.envs.registration import EnvSpec 
import enum 
import numpy as np 
from . import data 
 
DEFAULT_BARS_COUNT = 10 
DEFAULT_COMMISSION_PERC = 0.1 
 
class Actions(enum.Enum): 
    Skip = 0 
    Buy = 1 
    Close = 2

We encode all available actions as an enumerator’s fields and provide just three actions: do nothing, buy a single share, and close the existing position.

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