velocitatem/PHANTOM
1
0
Fork 0
mirror of https://github.com/velocitatem/PHANTOM.git synced 2026-05-31 16:43:36 +00:00
Code Issues Packages Projects Releases Wiki Activity

shock: defining new lab environment and formulation

Browse Source
This commit is contained in:
Daniel Rosel
2026-01-23 10:37:32 +01:00
parent a033e77697
commit 4e2e41d943
41 changed files with 4175 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files

11
lab/outlet/objectives/__init__.py Normal file
View File

@@ -0,0 +1,11 @@
from .base import BaseObjective, CompositeObjective
from .penalties import (PnLObjective, VolatilityPenalty, HoldingCostPenalty,
LostOpportunityCostPenalty, InventoryRiskPenalty, SpreadCaptureReward)
from .factory import make_objective, make_composite, retail_objective, market_making_objective
__all__ = [
'BaseObjective', 'CompositeObjective',
'PnLObjective', 'VolatilityPenalty', 'HoldingCostPenalty',
'LostOpportunityCostPenalty', 'InventoryRiskPenalty', 'SpreadCaptureReward',
'make_objective', 'make_composite', 'retail_objective', 'market_making_objective',
]