tensortrade.feed.api.float.window.expanding module¶

expanding.py contains functions and classes for expanding stream operations.

class tensortrade.feed.api.float.window.expanding.Expanding(min_periods: int = 1)[source]¶

Bases: tensortrade.feed.core.base.Stream

A stream that generates the entire history of a stream at each time step.

Parameters:	min_periods (int, default 1) – The number of periods to wait before producing values from the aggregation function.

agg(func: Callable[[List[float]], float]) → tensortrade.feed.core.base.Stream[float][float][source]¶

Computes an aggregation of a stream’s history.

Parameters:	func (Callable[[List[float]], float]) – A aggregation function.
Returns:	Stream[float] – A stream producing aggregations of the stream history at each time step.

count() → tensortrade.feed.core.base.Stream[float][float][source]¶

Computes an expanding count fo the underlying stream.

Returns:	Stream[float] – An expanding count stream.

forward() → List[float][source]¶

Generates the next value from the underlying data streams.

Returns:	T – The next value in the stream.

generic_name = 'expanding'¶

has_next() → bool[source]¶

Checks if there is another value.

Returns:	bool – If there is another value or not.

max() → tensortrade.feed.core.base.Stream[float][float][source]¶

Computes an expanding maximum fo the underlying stream.

Returns:	Stream[float] – An expanding maximum stream.

mean() → tensortrade.feed.core.base.Stream[float][float][source]¶

Computes an expanding mean fo the underlying stream.

Returns:	Stream[float] – An expanding mean stream.

median() → tensortrade.feed.core.base.Stream[float][float][source]¶

Computes an expanding median fo the underlying stream.

Returns:	Stream[float] – An expanding median stream.

min() → tensortrade.feed.core.base.Stream[float][float][source]¶

Computes an expanding minimum fo the underlying stream.

Returns:	Stream[float] – An expanding minimum stream.

reset() → None[source]¶: Resets all inputs to and listeners of the stream and sets stream value to None.

std() → tensortrade.feed.core.base.Stream[float][float][source]¶

Computes an expanding standard deviation fo the underlying stream.

Returns:	Stream[float] – An expanding standard deviation stream.

sum() → tensortrade.feed.core.base.Stream[float][float][source]¶

Computes an expanding sum fo the underlying stream.

Returns:	Stream[float] – An expanding sum stream.

var() → tensortrade.feed.core.base.Stream[float][float][source]¶

Computes an expanding variance fo the underlying stream.

Returns:	Stream[float] – An expanding variance stream.

class tensortrade.feed.api.float.window.expanding.ExpandingCount[source]¶

Bases: tensortrade.feed.api.float.window.expanding.ExpandingNode

A stream operator that counts the number of non-missing values.

forward() → float[source]¶

Generates the next value from the underlying data streams.

Returns:	T – The next value in the stream.

class tensortrade.feed.api.float.window.expanding.ExpandingNode(func: Callable[[List[float]], float])[source]¶

Bases: tensortrade.feed.core.base.Stream

A stream operator for aggregating an entire history of a stream.

Parameters:	func (Callable[[List[float]], float]) – A function that aggregates the history of a stream.

forward() → float[source]¶

Generates the next value from the underlying data streams.

Returns:	T – The next value in the stream.

has_next()[source]¶

Checks if there is another value.

Returns:	bool – If there is another value or not.

tensortrade.feed.api.float.window.expanding.expanding(s: tensortrade.feed.core.base.Stream[float][float], min_periods: int = 1) → tensortrade.feed.core.base.Stream[typing.List[float]][List[float]][source]¶

Computes a stream that generates the entire history of a stream at each time step.

Parameters:	s (Stream[float]) – A float stream. min_periods (int, default 1) – The number of periods to wait before producing values from the aggregation function.