MarketAwarePredictionBasedTradingStrategy¶
- class scml.scml2020.MarketAwarePredictionBasedTradingStrategy(*args, add_trade=True, **kwargs)[source]¶
Bases:
MarketAwareTradePredictionStrategy
,PredictionBasedTradingStrategy
Attributes Summary
Methods Summary
init
()on_agent_bankrupt
(agent, contracts, ...)- rtype:
on_contract_breached
(contract, breaches, ...)- rtype:
on_contract_executed
(contract)- rtype:
on_contracts_finalized
(signed, cancelled, ...)- rtype:
predict_quantity
(contract)sign_all_contracts
(contracts)step
()Will be called at the beginning of every step to update the prediction
Will be called to update expected_outputs, expected_inputs, input_cost, output_cost during init()
Will be called at the end of every step to update the prediction
Attributes Documentation
- internal_state¶
Methods Documentation
- before_step()¶
- init()¶
- predict_quantity(contract)¶
- step()¶
- trade_prediction_before_step()¶
Will be called at the beginning of every step to update the prediction
- trade_prediction_init()¶
Will be called to update expected_outputs, expected_inputs, input_cost, output_cost during init()
- trade_prediction_step()¶
Will be called at the end of every step to update the prediction