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A OpenAI Gym Env for continuous control

Project description

gym-stopping

Brief description:

  • control space: discrete {0,1}, continue or stop
  • state space: continuous (0, \infty), [0,1], stock price and time to maturity
  • default parameters: spot = 90.0, strike = 100.0, drift = 0.02, sigma = 0.20, maturity = 1.0, periods = 365

To install:

  • pip install gym-stopping
  • import gym_stopping

To load:

  • env = gym.make("stopping-v0")

To update version after changes:

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