[wip] - support for shorting - Githubissues

tensortrade-org / tensortrade

An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.

https://discord.gg/ZZ7BGWh

Apache License 2.0

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[wip] - support for shorting #450

Open ddragosd opened 1 year ago

ddragosd commented 1 year ago

I'm opening a PR to get feedback on adding support for shorting.

I need this feature, and I'd like to share it with the community too.

Details

The implementation intentionally keeps the original behavior in place as much as possible - which is no shorting support . Developers have to be specific in the code to enable it. What this PR adds:

MarginWallet - a class that should be explicitly used when shorting is needed. Instead of initializing a Wallet instance, developers can initialize a MarginWallet
NegativeQuantity - I created this class as the current implementation is pretty strict with throwing errors for negative quantities, and I wanted to leave that functionality untouched.

TODO:

[ ] Add documentation and sample code showing how to setup shorting.

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spytensor commented 1 year ago

Great Job!

ddragosd commented 1 year ago

I'm still testing this in production for a little longer before removing the WIP, and making it ready for review.

carlogrisetti commented 1 year ago

Thanks a lot for your effort!

BarakBa1 commented 1 year ago

@ddragosd you should take a look at this implementation from MrDaubinet could be helpful for your work to support shorting

ddragosd commented 1 year ago

@BarakBa1 thanks for referencing the extension. Are you suggesting we don't merge this PR and instead use the extension you referenced ?

Buxiulei commented 1 year ago

Hope the shorting can be merged into the master

qwpto commented 9 months ago

Thanks for the efforts, hope it gets merged.