tensortrade.core.context module

class tensortrade.core.context.Context(**kwargs)[source]

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)[source]

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)[source]

Creates a TradingContext from a json file.

from_yaml(path)[source]

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[source]

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[source]

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[source]

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[source]

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[source]

Gets the first context on the stack.

Returns:TradingContext – The first context on the stack.
classmethod get_contexts() → List[tensortrade.core.context.TradingContext][source]

Gets the stack of trading contexts.

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

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

Returns:dict – Shared values for components under the TradingContext.