tensortrade.feed.api.float.accumulators module

class tensortrade.feed.api.float.accumulators.CumMax(skip_na: bool = True)

Bases: tensortrade.feed.core.base.Stream

A stream operator that creates a cumulative maximum of values.

Parameters:skip_na (bool, default True) – Exclude NA/null values. If a value is NA, the result will be NA.

References

[1] https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.Series.cummax.html

forward() → float

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.api.float.accumulators.CumMin(skip_na: bool = True)

Bases: tensortrade.feed.core.base.Stream

A stream operator that creates a cumulative minimum of values.

Parameters:skip_na (bool, default True) – Exclude NA/null values. If a value is NA, the result will be NA.

References

[1] https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.Series.cummin.html

forward() → float

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.api.float.accumulators.CumProd

Bases: tensortrade.feed.core.base.Stream

A stream operator that creates a cumulative product of values.

References

[1]	https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.Series.cumprod.html

forward() → float

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.api.float.accumulators.CumSum

Bases: tensortrade.feed.core.base.Stream

A stream operator that creates a cumulative sum of values.

References

[1]	https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.Series.cumsum.html

forward() → float

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.

tensortrade.feed.api.float.accumulators.cummax(s: tensortrade.feed.core.base.Stream[float][float], skipna: bool = True) → tensortrade.feed.core.base.Stream[float][float]

Computes the cumulative maximum of a stream.

Parameters:

• s (Stream[float]) – A float stream.
• skipna (bool, default True) – Exclude NA/null values. If a value is NA, the result will be NA.

Returns:

Stream[float] – The cumulative maximum stream of s.

tensortrade.feed.api.float.accumulators.cummin(s: tensortrade.feed.core.base.Stream[float][float], skipna: bool = True) → tensortrade.feed.core.base.Stream[float][float]

Computes the cumulative minimum of a stream.

Parameters:

• s (Stream[float]) – A float stream.
• skipna (bool, default True) – Exclude NA/null values. If a value is NA, the result will be NA.

Returns:

Stream[float] – The cumulative minimum stream of s.

tensortrade.feed.api.float.accumulators.cumprod(s: tensortrade.feed.core.base.Stream[float][float]) → tensortrade.feed.core.base.Stream[float][float]

Computes the cumulative product of a stream.

Parameters:s (Stream[float]) – A float stream. Returns:Stream[float] – The cumulative product stream of s.

tensortrade.feed.api.float.accumulators.cumsum(s: tensortrade.feed.core.base.Stream[float][float]) → tensortrade.feed.core.base.Stream[float][float]

Computes the cumulative sum of a stream.

Parameters:s (Stream[float]) – A float stream. Returns:Stream[float] – The cumulative sum stream of s.