tensortrade.core.context module

class tensortrade.core.context.Context(**kwargs)

Bases: collections.UserDict

A context that is injected into every instance of a class that is a subclass of Component.

class tensortrade.core.context.TradingContext(config: dict)

Bases: collections.UserDict

A class for objects that put themselves in a Context using the with statement.

The implementation for this class is heavily borrowed from the pymc3 library and adapted with the design goals of TensorTrade in mind.

Parameters

config (dict) – The configuration holding the information for each Component.

from_json(path)

Creates a TradingContext from a json file.

from_yaml(path)

Creates a TradingContext from a yaml file.

Warning

If there is a conflict in the contexts of different components because they were initialized under different contexts, can have undesirable effects. Therefore, a warning should be made to the user indicating that using components together that have conflicting contexts can lead to unwanted behavior.

References

[1] https://github.com/pymc-devs/pymc3/blob/master/pymc3/model.py

__enter__() → tensortrade.core.context.TradingContext

Adds a new TradingContext to the context stack.

This method is used for a with statement and adds a TradingContext to the context stack. The new context on the stack is then used by every class that subclasses Component the initialization of its instances.

Returns

TradingContext – The context associated with the given with statement.

__exit__(typ, value, traceback) → None

Pops the first TradingContext of the stack.

Parameters

• typ (type) – The type of Exception

• value (Exception) – An instance of typ.

• traceback (python traceback object) – The traceback object associated with the exception.

contexts = <_thread._local object>

classmethod from_json(path: str) → tensortrade.core.context.TradingContext

Creates a TradingContext from a json file.

Parameters

path (str) – The path to locate the json file.

Returns

TradingContext – A trading context with all the variables provided in the json file.

classmethod from_yaml(path: str) → tensortrade.core.context.TradingContext

Creates a TradingContext from a yaml file.

Parameters

path (str) – The path to locate the yaml file.

Returns

TradingContext – A trading context with all the variables provided in the yaml file.

classmethod get_context() → tensortrade.core.context.TradingContext

Gets the first context on the stack.

Returns

TradingContext – The first context on the stack.

classmethod get_contexts() → List[tensortrade.core.context.TradingContext]

Gets the stack of trading contexts.

Returns

List[‘TradingContext’] – The stack of trading contexts.

property shared

The shared values in common for all components involved with the TradingContext.

Returns

dict – Shared values for components under the TradingContext.