flashcrashed.market package

Submodules

flashcrashed.market.env module

class flashcrashed.market.env.FlashGym(real=False)

Bases: gym.core.Env

buy_reward

render(mode='human')

Renders the environment.

The set of supported modes varies per environment. (And some environments do not support rendering at all.) By convention, if mode is:

• human: render to the current display or terminal and return nothing. Usually for human consumption.
• rgb_array: Return an numpy.ndarray with shape (x, y, 3), representing RGB values for an x-by-y pixel image, suitable for turning into a video.
• ansi: Return a string (str) or StringIO.StringIO containing a terminal-style text representation. The text can include newlines and ANSI escape sequences (e.g. for colors).

Note:

Make sure that your class’s metadata ‘render.modes’ key includes

the list of supported modes. It’s recommended to call super() in implementations to use the functionality of this method.

Args:

mode (str): the mode to render with close (bool): close all open renderings

Example:

class MyEnv(Env):

metadata = {‘render.modes’: [‘human’, ‘rgb_array’]}

def render(self, mode=’human’):

if mode == ‘rgb_array’:

return np.array(…) # return RGB frame suitable for video

elif mode is ‘human’:

… # pop up a window and render

else:

super(MyEnv, self).render(mode=mode) # just raise an exception

reset()

Resets the state of the environment and returns an initial observation.

Returns: observation (object): the initial observation of the

space.

seed(seed=None)

Sets the seed for this env’s random number generator(s).

Note:

Some environments use multiple pseudorandom number generators. We want to capture all such seeds used in order to ensure that there aren’t accidental correlations between multiple generators.

Returns:

list<bigint>: Returns the list of seeds used in this env’s random

number generators. The first value in the list should be the “main” seed, or the value which a reproducer should pass to ‘seed’. Often, the main seed equals the provided ‘seed’, but this won’t be true if seed=None, for example.

sell_reward

step(action)

Run one timestep of the environment’s dynamics. When end of episode is reached, you are responsible for calling reset() to reset this environment’s state.

Accepts an action and returns a tuple (observation, reward, done, info).

Args:

action (object): an action provided by the environment

Returns:

observation (object): agent’s observation of the current environment reward (float) : amount of reward returned after previous action done (boolean): whether the episode has ended, in which case further step() calls will return undefined results info (dict): contains auxiliary diagnostic information (helpful for debugging, and sometimes learning)

flashcrashed.market.gen module

class flashcrashed.market.gen.FlashedMarket(market, real=False)

Bases: object

crash_end

crash_mid

crashing

static random_offset(duration, volatility=0.5, reverse=False, order='linear')

reset()

returned

rising

flashcrashed.market.gen.market_maker()

Module contents