tensortrade.feed.core.base module

class tensortrade.feed.core.base.Constant(*args, **kwargs)

Bases: tensortrade.feed.core.base.Stream

A stream that generates a constant value.

forward()

Generates the next value from the underlying data streams.

Returns

T – The next value in the stream.

generic_name: str = 'constant'

has_next()

Checks if there is another value.

Returns

bool – If there is another value or not.

class tensortrade.feed.core.base.Group(*args, **kwargs)

Bases: tensortrade.feed.core.base.Stream

A stream that groups together other streams into a dictionary.

forward() → Dict[T]

Generates the next value from the underlying data streams.

Returns

T – The next value in the stream.

has_next() → bool

Checks if there is another value.

Returns

bool – If there is another value or not.

class tensortrade.feed.core.base.NameSpace(name: str)

Bases: tensortrade.feed.core.base.Named

A class providing a context in which to create names.

This becomes useful in cases where Named object would like to use the same name in a different context. In order to resolve naming conflicts in a DataFeed, this class provides a way to solve it.

Parameters

name (str) – The name for the NameSpace.

class tensortrade.feed.core.base.Named(name: str = None)

Bases: object

A class for controlling the naming of objects.

The purpose of this class is to control the naming of objects with respect to the NameSpace to which they belong to. This prevents conflicts that arise in the naming of similar objects under different contexts.

Parameters

name (str, optional) – The name of the object.

name

The name of the object.

Type

str, optional

generic_name: str = 'generic'

names: Dict[str, int] = {}

namespaces: List[str] = []

rename(name: str, sep: str = ':/') → tensortrade.feed.core.base.Named

Renames the instance with respect to the current NameSpace.

Parameters

• name (str) – The new name to give to the instance.

• sep (str) – The separator to put between the name of the NameSpace and the new name of the instance (e.g. ns:/example).

Returns

Named – The instance that was renamed.

class tensortrade.feed.core.base.Sensor(*args, **kwargs)

Bases: tensortrade.feed.core.base.Stream

A stream that watches and generates from a particular object.

forward() → T

Generates the next value from the underlying data streams.

Returns

T – The next value in the stream.

generic_name: str = 'sensor'

has_next()

Checks if there is another value.

Returns

bool – If there is another value or not.

class tensortrade.feed.core.base.Stream(*args, **kwargs)

Bases: typing.Generic, tensortrade.feed.core.base.Named, tensortrade.core.base.Observable

A class responsible for creating the inputs necessary to work in a DataFeed.

Parameters

• name (str, optional) – The name fo the stream.

• dtype (str, optional) – The data type of the stream.

source(iterable, dtype=None)

Creates a stream from an iterable.

group(streams)

Creates a group of streams.

sensor(obj, func, dtype=None)

Creates a stream from observing a value from an object.

select(streams, func)

Selects a stream satisfying particular criteria from a list of streams.

constant(value, dtype)

Creates a stream to generate a constant value.

asdtype(dtype)

Converts the data type to dtype.

__call__(*inputs) → tensortrade.feed.core.base.Stream[T]

Connects the inputs to this stream.

Parameters

*inputs (positional arguments) – The positional arguments, each a stream to be connected as an input to this stream.

Returns

Stream[T] – The current stream inputs are being connected to.

accumulate(*args, **kwargs)

apply(*args, **kwargs)

astype(dtype: str) → tensortrade.feed.core.base.Stream[T]

Converts the data type to dtype.

Parameters

dtype (str) – The data type to be converted to.

Returns

Stream[T] – The same stream with the new underlying data type dtype.

bool

alias of tensortrade.feed.api.boolean.BooleanMethods

static constant(value: T, dtype: str = None) → tensortrade.feed.core.base.Stream[T]

Creates a stream to generate a constant value.

Parameters

• value (T) – The constant value to be streamed.

• dtype (str, optional) – The data type of the value.

Returns

Stream[T] – A stream of the constant value.

copy(*args, **kwargs)

static extend_instance(instance: tensortrade.feed.core.base.Stream[T], mixin: tensortrade.feed.core.mixins.DataTypeMixin) → tensortrade.feed.core.base.Stream[T]

Apply mix-ins to a class instance after creation.

Parameters

• instance (Stream[T]) – An instantiation of Stream to be injected with mixin methods.

• mixin (DataTypeMixin) – The mixin holding the methods to be injected into the instance.

Returns

Stream[T] – The instance with the injected methods provided by the mixin.

float

alias of tensortrade.feed.api.float.FloatMethods

abstract forward() → T

Generates the next value from the underlying data streams.

Returns

T – The next value in the stream.

freeze(*args, **kwargs)

gather() → List[Tuple[tensortrade.feed.core.base.Stream, tensortrade.feed.core.base.Stream]]

Gathers all the edges of the DAG connected in ancestry with this stream.

Returns

List[Tuple[Stream, Stream]] – The list of edges connected through ancestry to this stream.

generic_name: str = 'stream'

static group(streams: List[tensortrade.feed.core.base.Stream[T]]) → tensortrade.feed.core.base.Stream[dict]

Creates a group of streams.

Parameters

streams (List[Stream[T]]) – Streams to be grouped together.

Returns

Stream[dict] – A stream of dictionaries with each stream as a key/value in the dictionary being generated.

abstract has_next() → bool

Checks if there is another value.

Returns

bool – If there is another value or not.

lag(*args, **kwargs)

reduce(*args, **kwargs)

classmethod register_accessor(name: str)

A class decorator that registers an accessor providing useful methods for a particular data type..

Sets the data type accessor to be an attribute of this class.

Parameters

name (str) – The name of the data type.

classmethod register_generic_method(names: List[str])

A function decorator that registers the decorated function with the names provided as a method to the Stream class.

These methods can be used for any instance of Stream.

Parameters

names (List[str]) – The list of names to be used as aliases for the same method.

classmethod register_mixin(dtype: str)

A class decorator the registers a data type mixin providing useful methods directly to the instance of the class.

Parameters

dtype (str) – The name of the data type the mixin is being registered for.

reset() → None

Resets all the listeners of the stream.

run() → None

Runs the underlying streams once and iterates forward.

static select(streams: List[tensortrade.feed.core.base.Stream[T]], func: Callable[tensortrade.feed.core.base.Stream[T], bool]) → tensortrade.feed.core.base.Stream[T]

Selects a stream satisfying particular criteria from a list of streams.

Parameters

• streams (List[Stream[T]]) – A list of streams to select from.

• func (Callable[[Stream[T]], bool]) – The criteria to be used for finding the particular stream.

Returns

Stream[T] – The particular stream being selected.

Raises

Exception – Raised of no stream is found to satisfy the given criteria.

static sensor(obj: Any, func: Callable[Any, T], dtype: str = None) → tensortrade.feed.core.base.Stream[T]

Creates a stream from observing a value from an object.

Parameters

• obj (Any) – An object to observe values from.

• func (Callable[[Any], T]) – A function to extract the data to be observed from the object being watched.

• dtype (str, optional) – The data type of the stream.

Returns

Stream[T] – The stream of values being observed from the object.

static source(iterable: Iterable[T], dtype: str = None) → tensortrade.feed.core.base.Stream[T]

Creates a stream from an iterable.

Parameters

• iterable (Iterable[T]) – The iterable to create the stream from.

• dtype (str, optional) – The data type of the stream.

Returns

Stream[T] – The stream with the data type dtype created from iterable.

str

alias of tensortrade.feed.api.string.StringMethods

static toposort(edges: List[Tuple[tensortrade.feed.core.base.Stream, tensortrade.feed.core.base.Stream]]) → List[tensortrade.feed.core.base.Stream]

Sorts the order in which streams should be run.

Parameters

edges (List[Tuple[Stream, Stream]]) – The connections that have been found in the DAG.

Returns

List[Stream] – The list of streams sorted with respect to the order in which they should be run.

warmup(*args, **kwargs)