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notadamkingnotadamking
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Replace product with instrument eveywhere.
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-312
lines changed

‎docs/source/_static/data/configuration.json‎

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{
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"base_instrument": "EURO",
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"products": ["BTC", "ETH"],
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"instruments": ["BTC", "ETH"],
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"actions": {
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"n_actions": 24,
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"action_type": "discrete"
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},
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"name": "coinbase"
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}
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}
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}

‎docs/source/_static/data/configuration.yaml‎

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base_instrument: "EURO"
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products: ["BTC", "ETH"]
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base_instrument: 'EURO'
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instruments: ['BTC', 'ETH']
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actions:
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n_actions: 24
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action_type: "discrete"
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action_type: 'discrete'
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exchanges:
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credentials:
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api_key: "487r63835t4323"
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api_secret_key: "do8u43hgiurwfnlveio"
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name: "coinbase"
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api_key: '487r63835t4323'
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api_secret_key: 'do8u43hgiurwfnlveio'
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name: 'coinbase'

‎docs/source/components/actions/ContinuousActions.md‎

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@@ -6,9 +6,9 @@ Simple continuous scheme, which calculates the trade amount as a fraction of the
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- `max_allowed_slippage`
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- The exchange symbols of the instruments being traded.
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- `instrument_symbol`
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- `instrument`
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- The number of bins to divide the total balance by. Defaults to 20 (i.e. 1/20, 2/20, ..., 20/20).
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- `instrument_symbol`
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- `instrument`
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- The maximum amount above the current price the scheme will pay for an instrument. Defaults to 1.0 (i.e. 1%).
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## Setters & Properties

‎docs/source/components/actions/DiscreteActions.md‎

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## Key Variables
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- `instrument_symbols`
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- `instruments`
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- The exchange symbols of the instruments being traded.
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- `actions_per_instrument`
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- The number of bins to divide the total balance by. Defaults to 20 (i.e. 1/20, 2/20, ..., 20/20).
@@ -37,7 +37,7 @@ Each property and property setter.
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```py
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from tensortrade.actions import DiscreteActions
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action_scheme = DiscreteActions(n_actions=20, instrument_symbol='BTC')
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action_scheme = DiscreteActions(n_actions=20, instrument='BTC')
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```
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_This discrete action scheme uses 20 discrete actions, which equates to 4 discrete amounts for each of the 5 trade types (market buy/sell, limit buy/sell, and hold). E.g. [0,5,10,15]=hold, 1=market buy 25%, 2=market sell 25%, 3=limit buy 25%, 4=limit sell 25%, 6=market buy 50%, 7=market sell 50%, etc…_

‎docs/source/components/actions/MultiDiscreteActions.md‎

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@@ -7,7 +7,7 @@ For example, `0 = HOLD`, `1 = LIMIT_BUY|0.25`, `2 = MARKET_BUY|0.25`, `5 = HOLD`
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## Key Variables
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- `_instrument_symbols`
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- `_instruments`
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- The exchange symbols of the instruments being traded.
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- `_actions_per_instrument`
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- The number of bins to divide the total balance by. Defaults to 20 (i.e. 1/20, 2/20, ..., 20/20).
@@ -39,7 +39,7 @@ Each property and property setter.
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```py
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from tensortrade.actions import MultiDiscreteActions
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action_scheme = MultiDiscreteActions(n_actions=20, instrument_symbol='BTC')
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action_scheme = MultiDiscreteActions(n_actions=20, instrument='BTC')
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```
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_This discrete action scheme uses 20 discrete actions, which equates to 4 discrete amounts for each of the 5 trade types (market buy/sell, limit buy/sell, and hold). E.g. [0,5,10,15]=hold, 1=market buy 25%, 2=market sell 25%, 3=limit buy 25%, 4=limit sell 25%, 6=market buy 50%, 7=market sell 50%, etc…_

‎docs/source/components/component_types/action_scheme.md‎

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```python
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from tensortrade.actions import DiscreteActions
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action_scheme = DiscreteActions(n_actions=20, instrument_symbol='BTC')
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action_scheme = DiscreteActions(n_actions=20, instrument='BTC')
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```
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_This discrete action scheme uses 20 discrete actions, which equates to 4 discrete amounts for each of the 5 trade types (market buy/sell, limit buy/sell, and hold). E.g. [0,5,10,15]=hold, 1=market buy 25%, 2=market sell 25%, 3=limit buy 25%, 4=limit sell 25%, 6=market buy 50%, 7=market sell 50%, etc…_

‎docs/source/examples/trading_context.json‎

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"source": [
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"## Trading Context\n",
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"\n",
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"In this notebook we will explain how to use a TensorTrade `TradingContext`. In addition we will also explain the backbone behind TensorTrade's major components and how they are used inside the framework. We will begin with an easy example of how to use the most basic context, this involves specifying what `base_intrument` we are using and what `products` we are exchanging. By default, the framework sets these as `USD` and `BTC`, however, we would like to specify our products as `BTC` and `ETH`. We also don't want to have to put them as parameters to every component we make because we know it will be the same for all components. Therefore, we use a trading context to set these parameters across the entire framework."
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"In this notebook we will explain how to use a TensorTrade `TradingContext`. In addition we will also explain the backbone behind TensorTrade's major components and how they are used inside the framework. We will begin with an easy example of how to use the most basic context, this involves specifying what `base_intrument` we are using and what `instruments` we are exchanging. By default, the framework sets these as `USD` and `BTC`, however, we would like to specify our instruments as `BTC` and `ETH`. We also don't want to have to put them as parameters to every component we make because we know it will be the same for all components. Therefore, we use a trading context to set these parameters across the entire framework."
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]
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},
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{
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"\n",
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"config = {\n",
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" \"base_instrument\": \"USD\",\n",
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" \"products\": [\"BTC\", \"ETH\"]\n",
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" \"instruments\": [\"BTC\", \"ETH\"]\n",
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"}\n",
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"\n",
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"with td.TradingContext(**config):\n",
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"source": [
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"config = {\n",
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" \"base_instrument\": \"USD\",\n",
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" \"products\": [\"BTC\", \"ETH\"],\n",
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" \"instruments\": [\"BTC\", \"ETH\"],\n",
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" \"actions\": {\n",
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" \"n_actions\": 24\n",
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" }\n",
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"source": [
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"config = {\n",
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" \"base_instrument\": \"USD\",\n",
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" \"products\": [\"BTC\", \"ETH\"],\n",
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" \"instruments\": [\"BTC\", \"ETH\"],\n",
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" \"actions\": {\n",
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" \"n_actions_per_instrument\": 25,\n",
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" 'max_allowed_slippage_percent': 5.0\n",
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"source": [
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"config = {\n",
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" \"base_instrument\": \"USD\",\n",
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" \"products\": [\"BTC\", \"ETH\"],\n",
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" \"instruments\": [\"BTC\", \"ETH\"],\n",
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" \"actions\": {\n",
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" \"n_actions\": 25,\n",
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" 'max_allowed_slippage_percent': 5.0\n",
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"source": [
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"config = {\n",
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" \"base_instrument\": \"USD\",\n",
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" \"products\": [\"BTC\", \"ETH\"],\n",
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" \"instruments\": [\"BTC\", \"ETH\"],\n",
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" \"actions\": {\n",
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" \"n_actions\": 25,\n",
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" 'max_allowed_slippage_percent': 5.0\n",
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"### YAML\n",
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"```YAML\n",
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"base_instrument: \"EURO\"\n",
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"products: [\"BTC\", \"ETH\"]\n",
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"instruments: [\"BTC\", \"ETH\"]\n",
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"actions:\n",
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" n_actions: 24\n",
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" max_allowed_slippage_percent: 5.0\n",
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"```JSON\n",
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"{\n",
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" \"base_instrument\": \"EURO\",\n",
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" \"products\": [\"BTC\", \"ETH\"],\n",
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" \"instruments\": [\"BTC\", \"ETH\"],\n",
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" \"exchanges\": {\n",
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" \"commission_percent\": 0.5,\n",
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" \"base_precision\": 0.3,\n",

‎docs/source/examples/train_and_evaluate.ipynb‎

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"feature_pipeline = FeaturePipeline(steps=[normalize, difference])\n",
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"\n",
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"reward_scheme = SimpleProfit()\n",
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"action_scheme = DiscreteActions(n_actions=20, instrument_symbol='ETH/BTC')\n",
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"action_scheme = DiscreteActions(n_actions=20, instrument='ETH/BTC')\n",
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"\n",
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"exchange = FBMExchange(base_instrument='BTC',\n",
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" timeframe='1h',\n",
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"feature_pipeline = FeaturePipeline(steps=[normalize, difference])\n",
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"\n",
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"reward_scheme = SimpleProfit()\n",
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"action_scheme = DiscreteActions(n_actions=20, instrument_symbol='ETH/BTC')\n",
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"action_scheme = DiscreteActions(n_actions=20, instrument='ETH/BTC')\n",
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"\n",
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"exchange = FBMExchange(base_instrument='BTC',\n",
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" timeframe='1h',\n",

‎examples/TensorTrade_TradingContext.ipynb‎

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"source": [
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"## Trading Context\n",
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"\n",
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"In this notebook we will explain how to use a TensorTrade `TradingContext`. In addition we will also explain the backbone behind TensorTrade's major components and how they are used inside the framework. We will begin with an easy example of how to use the most basic context, this involves specifying what `base_intrument` we are using and what `products` we are exchanging. By default, the framework sets these as `USD` and `BTC`, however, we would like to specify our products as `BTC` and `ETH`. We also don't want to have to put them as parameters to every component we make because we know it will be the same for all components. Therefore, we use a trading context to set these parameters across the entire framework."
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"In this notebook we will explain how to use a TensorTrade `TradingContext`. In addition we will also explain the backbone behind TensorTrade's major components and how they are used inside the framework. We will begin with an easy example of how to use the most basic context, this involves specifying what `base_intrument` we are using and what `instruments` we are exchanging. By default, the framework sets these as `USD` and `BTC`, however, we would like to specify our instruments as `BTC` and `ETH`. We also don't want to have to put them as parameters to every component we make because we know it will be the same for all components. Therefore, we use a trading context to set these parameters across the entire framework."
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]
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},
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{
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"\n",
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"config = {\n",
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" \"base_instrument\": \"USD\",\n",
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" \"products\": [\"BTC\", \"ETH\"]\n",
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" \"instruments\": [\"BTC\", \"ETH\"]\n",
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"}\n",
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"\n",
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"with td.TradingContext(**config):\n",
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"config = {\n",
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" \"base_instrument\": \"USD\",\n",
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" \"products\": [\"BTC\", \"ETH\"],\n",
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" \"instruments\": [\"BTC\", \"ETH\"],\n",
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"config = {\n",
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" \"instruments\": [\"BTC\", \"ETH\"],\n",
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"config = {\n",
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" \"base_instrument\": \"USD\",\n",
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" \"products\": [\"BTC\", \"ETH\"],\n",
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" \"instruments\": [\"BTC\", \"ETH\"],\n",
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" \"actions\": {\n",
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" 'max_allowed_slippage_percent': 5.0\n",
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"config = {\n",
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" \"base_instrument\": \"USD\",\n",
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" \"products\": [\"BTC\", \"ETH\"],\n",
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" \"instruments\": [\"BTC\", \"ETH\"],\n",
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" \"actions\": {\n",
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"### YAML\n",
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"```YAML\n",
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"base_instrument: \"EURO\"\n",
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"products: [\"BTC\", \"ETH\"]\n",
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"instruments: [\"BTC\", \"ETH\"]\n",
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"actions:\n",
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" n_actions: 24\n",
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"```JSON\n",
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"{\n",
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" \"base_instrument\": \"EURO\",\n",
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" \"products\": [\"BTC\", \"ETH\"],\n",
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" \"instruments\": [\"BTC\", \"ETH\"],\n",
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" \"exchanges\": {\n",
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" \"commission_percent\": 0.5,\n",
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" \"base_precision\": 0.3,\n",

‎examples/TensorTrade_Tutorial.ipynb‎

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"from tensortrade.actions import DiscreteActions\n",
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"\n",
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"action_scheme = DiscreteActions(n_actions=20, instrument_symbol='BTC')"
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"action_scheme = DiscreteActions(n_actions=20, instrument='BTC')"
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{
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" observation_type='ohlcv',\n",
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" timeframe='1h')\n",
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"\n",
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"btcusd_actions = DiscreteActions(n_actions=20, instrument_symbol='BNB/BTC')\n",
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"btcusd_actions = DiscreteActions(n_actions=20, instrument='BNB/BTC')\n",
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"\n",
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"environment = TradingEnvironment(exchange=exchange,\n",
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" feature_pipeline=feature_pipeline,\n",

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