gym.core

gym.core

Gymnasium environments for financial reinforcement learning.

Classes

Name Description
AccountState Immutable account snapshot after an environment transition.
FinancialEnv Single-asset financial environment with target-position actions.

AccountState

gym.core.AccountState(
    equity,
    peak_equity,
    drawdown,
    position,
    cumulative_cost,
    steps,
)

Immutable account snapshot after an environment transition.

FinancialEnv

gym.core.FinancialEnv(
    returns,
    features=None,
    *,
    window_size=20,
    transaction_cost=0.0,
    max_drawdown=None,
    episode_length=None,
    random_start=False,
    render_mode=None,
)

Single-asset financial environment with target-position actions.

Each action is a target exposure from -1 (fully short) through 0 (flat) to 1 (fully long). The environment charges proportional costs on absolute position turnover, then applies the next simple return. Market observations contain only periods preceding the return being traded.

The first argument may also be an RLlib env_config mapping containing returns and any constructor keyword arguments.

Parameters

Name Type Description Default
returns pd.Series | np.ndarray | list[float] | Mapping[str, Any] Simple asset returns or an RLlib environment configuration. required
features pd.DataFrame | pd.Series | np.ndarray | None Market features aligned one-to-one with returns. The return itself is used as the sole feature when omitted. None
window_size int Number of historical feature rows in each observation. 20
transaction_cost float Proportional cost per unit of position turnover. 0.0
max_drawdown float | None Positive drawdown magnitude that terminates an episode. Set to None to disable the constraint. None
episode_length int | None Number of transitions per episode. By default, an episode consumes all available returns after the initial window. None
random_start bool Whether resets sample a valid episode start. This requires episode_length so every sampled episode is equal. False
render_mode str | None "ansi" for a text account summary, otherwise None. None

Attributes

Name Description
account Current immutable account snapshot.
feature_names Feature column names in market-observation order.

Methods

Name Description
render Return a compact account summary in ANSI mode.
reset Reset account state and select the next episode range.
step Execute a target position and apply the next market return.
render
gym.core.FinancialEnv.render()

Return a compact account summary in ANSI mode.

reset
gym.core.FinancialEnv.reset(seed=None, options=None)

Reset account state and select the next episode range.

step
gym.core.FinancialEnv.step(action)

Execute a target position and apply the next market return.

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