0.5.0

[0.5.0] - 2024-01-30

Added:

• Added MACD indicator to indicators file.
• Added reward.AccountValueChangeReward object to calculate reward based on the change in the account value.
• Added scalers.ZScoreScaler that doesn't require min and max to transform data, but uses mean and std instead.
• Added ActionSpace object to handle the action space of the agent.
• Added support for continuous actions. (float values between 0 and 1)

Changed:

• Updated all indicators to have config parameter, that we can use so we can serialize the indicators. (save/load configurations to/from file)
• Changed reward.simpleReward to reward.SimpleReward Object.
• Updated state.State to have open, high, low, close and volume attributes.
• Updated data_feeder.PdDataFeeder to be serializable by including save_config and load_config methods.
• Included trading fees into trading_env.TradingEnv object.
• Updated trading_env.TradingEnv to have reset method, which resets the environment to the initial state.
• Included save_config and load_config methods into trading_env.TradingEnv object, so we can save/load the environment configuration.