3.2 RL Environment
“(Approximately) Markovian nature of trade execution: if our state space is properly defined, the optimal action at any given point in time is (approximately) independent of any previous actions.” [Kearns et. al.]
E.g. executions do not affect the market for future executions.
The environment, defined as ctc-executioner-v0, is a child class of gym.Env where the functions step and reset are implemented such that we can simulate execution behaviour.