is quantstrat suitable for reinforcement learning

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"

No files, tests, or entry points are named. Start by reviewing quantstrat documentation and existing discussions for per-candle portfolio state, position profit and loss, stop handling, and order changes; done would be a documented capability assessment or a clearly scoped implementation request.

Written by the indexing model from the issue text.