Merge branch 'develop'

Author: pythonlessons

README.md

@@ -37,7 +37,7 @@ experiments/testing_ppo_sinusoid.py
 - [Introduction to FinRock package](https://youtu.be/xU_YJB7vilA)
 - [Complete Trading Simulation Backbone](https://youtu.be/1z5geob8Yho)
 - [Training RL agent on Sinusoid data](https://youtu.be/JkA4BuYvWyE)
-- [Training RL agent on Sinusoid data and indiciators](https://youtu.be/...)
+- [Included metrics and indicators into environment](https://youtu.be/bGpBEnKzIdo)
 
 # TODO:
 - [ ] Train model on `continuous` actions (control allocation percentage)

Tutorials/04_Indicators_and_Metrics.md

@@ -6,7 +6,7 @@
 </p>
 
 ### Link to YouTube video:
-https://youtu.be/...
+https://youtu.be/bGpBEnKzIdo
 
 ### Link to tutorial code:
 https://github.com/pythonlessons/FinRock/tree/0.4.0

finrock/data_feeder.py

@@ -2,6 +2,7 @@
 from finrock.state import State
 from finrock.indicators import Indicator
 
+
 class PdDataFeeder:
     def __init__(
             self, 

finrock/indicators.py

@@ -214,16 +214,6 @@ def compute(self):
         rs = ema_up / ema_down
         self._data['RSI'] = 100 - (100 / (1 + rs))
 
-    def default_render_options(self):
-        return {name: RenderOptions(
-            name=name,
-            color=(100, 100, 255),
-            window_type=WindowType.MAIN,
-            render_type=RenderType.DOT,
-            min=self.min,
-            max=self.max
-        ) for name in self._names}
-
     def default_render_options(self):
         custom_options = {
             "RSI0": 0,

finrock/metrics.py

@@ -85,6 +85,14 @@ def reset(self, prev_state: State=None):
 
 
 class MaxDrawdown(Metric):
+    """ The Maximum Drawdown (MDD) is a measure of the largest peak-to-trough decline in the 
+    value of a portfolio or investment during a specific period
+
+    The Maximum Drawdown Ratio represents the proportion of the peak value that was lost during 
+    the largest decline. It is a measure of the risk associated with a particular investment or 
+    portfolio. Investors and fund managers use the Maximum Drawdown and its ratio to assess the 
+    historical downside risk and potential losses that could be incurred.
+    """
     def __init__(self, name: str="max_drawdown") -> None:
         super().__init__(name=name)
 
@@ -112,6 +120,13 @@ def reset(self, prev_state: State=None):
 
 
 class SharpeRatio(Metric):
+    """ The Sharpe Ratio, is a measure of the risk-adjusted performance of an investment or a portfolio. 
+    It helps investors evaluate the return of an investment relative to its risk.
+
+    A higher Sharpe Ratio indicates a better risk-adjusted performance. Investors and portfolio managers 
+    often use the Sharpe Ratio to compare the risk-adjusted returns of different investments or portfolios. 
+    It allows them to assess whether the additional return earned by taking on additional risk is justified.
+    """
     def __init__(self, ratio_days=365.25, name: str='sharpe_ratio'):
         self.ratio_days = ratio_days
         super().__init__(name=name)