dojo.market_models package

This module contains market impact models.

These models evaluate what appropriate market actions to take given the policy actions of the other agents.

class dojo.market_models.BaseMarketModel(market_agent: MarketAgent)

Bases: ABC, Generic[Action, Observation]

Base class for market models.

abstract predict(obs: Observation, agents_actions: list[Action]) → list[Action]

Predict the market actions in the current block.

Parameters:

• obs – The observation from the environment.

• agents_actions – The actions from the policies of the other agents.

class dojo.market_models.NoMarket(market_agent: MarketAgent)

Bases: BaseMarketModel[Action, Any]

Don’t load any market actions.

predict(obs: BaseObservation, agents_actions: list[Action]) → list[Action]

Return an empty list of actions.

Parameters:

• obs – The observation from the environment.

• agents_actions – The actions from the policies of the other agents.

Submodules

Base class for market models.

class dojo.market_models.base_market_model.BaseMarketModel(market_agent: MarketAgent)

Bases: ABC, Generic[Action, Observation]

Base class for market models.

abstract predict(obs: Observation, agents_actions: list[Action]) → list[Action]

Predict the market actions in the current block.

Parameters:

• obs – The observation from the environment.

• agents_actions – The actions from the policies of the other agents.

The no market model doesn’t load any market actions.

class dojo.market_models.no_market.NoMarket(market_agent: MarketAgent)

Bases: BaseMarketModel[Action, Any]

Don’t load any market actions.

predict(obs: BaseObservation, agents_actions: list[Action]) → list[Action]

Return an empty list of actions.

Parameters:

• obs – The observation from the environment.

• agents_actions – The actions from the policies of the other agents.