[Wrappers]: add TransformObservation (#1670)

* Create transform_observation.py

* Create test_transform_observation.py

* Update __init__.py

gym/wrappers/test_transform_observation.py

@@ -0,0 +1,27 @@
+import pytest
+
+import numpy as np
+
+import gym
+from gym.wrappers import TransformObservation
+
+
+@pytest.mark.parametrize('env_id', ['CartPole-v1', 'Pendulum-v0'])
+def test_transform_observation(env_id):
+    affine_transform = lambda x: 3*x + 2
+    env = gym.make(env_id)
+    wrapped_env = TransformObservation(gym.make(env_id), lambda obs: affine_transform(obs))
+
+    env.seed(0)
+    wrapped_env.seed(0)
+
+    obs = env.reset()
+    wrapped_obs = wrapped_env.reset()
+    assert np.allclose(wrapped_obs, affine_transform(obs))
+
+    action = env.action_space.sample()
+    obs, reward, done, _ = env.step(action)
+    wrapped_obs, wrapped_reward, wrapped_done, _ = wrapped_env.step(action)
+    assert np.allclose(wrapped_obs, affine_transform(obs))
+    assert np.allclose(wrapped_reward, reward)
+    assert wrapped_done == done