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mlblogger / tradingenv.py
Created January 19, 2023 11:27
Simple trading environment using openai gym
import gym
from gym.envs.registration import register
from gym import error, spaces, utils
import numpy as np
import matplotlib.pyplot as plt
import pandas as pd
import pandas_datareader.data as web
import arrow
import random
import sys
import pandas as pd
import pandas_datareader.data as web
import numpy as np
class Metrics():
def __init__(self, returns, risk_free_rate=2, period='daily'):
self.returns = returns
self.period = {
'monthly' : 12,
'weekly' : 52,