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SharpeArena — a leak-free, point-in-time reinforcement-learning environment for trading agents (Python distribution).

Project description

sharpearena (Python)

Python distribution of SharpeArena — a leak-free, point-in-time arena for trading agents. A pyo3 binding over the Rust environment plus a gymnasium-compatible wrapper and a PrimeIntellect verifiers environment.

from sharpearena import SharpeArenaEnv

env = SharpeArenaEnv(n_symbols=4, n_days=120, seed=7)
obs, info = env.reset()
done = False
while not done:
    action = env.action_space.sample()      # target-weight vector
    obs, reward, terminated, truncated, info = env.step(action)
    done = terminated or truncated

The native binding (sharpearena.sharpearena_py.TradingEnv) exchanges the language-agnostic wire JSON at its boundary: reset() -> str and step(decision_json) -> (obs_json, reward, done, info_json).

Build from source with maturin: python -m maturin develop.

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