[IMPROVEMENT]: Review the new version of OpenAI gym and evaluate integration with Sinergym.

[AlejandroCN7]

Improvement 🔧

I took a look at the new version of OpenAI gym, which is not backwards compatible because it changes its dimension in the return of the step method.

It turns out that they have a much more complete documentation than before and better organized. Also, I have seen that they have some functionalities that can be of help to us, such as callbacks (maybe we can migrate that functionality to not use the stable baselines 3 ones).

Enhanced behavior

Update the Sinergym environments to be compatible with this new version of gym and thus benefit from its new features.

Checklist

• [x] I have checked that there is no similar issue in the repo (required)
• [x] I have read the documentation (required)

:pencil: Please, don't forget to include more labels besides enhancement if it is necessary.

[AlejandroCN7]

UPDATE: The team that has been maintaining Gym since 2021 has moved all future development to Gymnasium, a drop in replacement for Gym (import gymnasium as gym), and Gym will not be receiving any future updates. Please switch over to Gymnasium as soon as you're able to do so. If you'd like to read more about the story behind this switch, please check out this blog post.