is quantstrat suitable for reinforcement learning

[mytarmail]

Hello! I'm new here!
I want to train an agent to manage a position.

I would like to know if I can do such things in quantstrat or if I have to write it myself.

can i on every iteration (every candle) do things like this

1. receive information about the position status (open/closed/buy/sell)
2. receive information about profit / loss on the current position and past positions
3. manage trailing stop/take profit/stop loss
4. change order type for entry/exit and position

That is, I am interested in whether the agent can see his portfolio at each iteration and manage it, as it were, "real time"