tensortrade.feed.api.generic.reduce module

reduce.py contains functions and classes for reducing multiple streams into a single stream.

class tensortrade.feed.api.generic.reduce.Aggregate(func: Callable[[List[T]], T])

Bases: tensortrade.feed.core.base.Stream

A multi-stream operator for aggregating multiple streams into a single stream.

Parameters:func (Callable[[List[Stream]], T]) – A function for aggregating the value of multiple streams.

forward() → T

Generates the next value from the underlying data streams.

Returns:T – The next value in the stream.

generic_name = 'reduce'

has_next() → bool

Checks if there is another value.

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

class tensortrade.feed.api.generic.reduce.Reduce(dtype: str = None)

Bases: tensortrade.feed.core.base.Stream

A stream for reducing multiple streams of the same type.

Parameters:dtype (str, optional) – The data type of the aggregated stream.

agg(func: Callable[[List[T]], T]) → tensortrade.feed.core.base.Stream[~T][T]

Computes the aggregation of the input streams.

Returns:Stream[T] – An aggregated stream of the input streams.

forward() → List[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.

max() → tensortrade.feed.core.base.Stream[~T][T]

Computes the reduced maximum of the input streams.

Returns:Stream[T] – A reduced maximum stream.

min() → tensortrade.feed.core.base.Stream[~T][T]

Computes the reduced minimum of the input streams.

Returns:Stream[T] – A reduced minimum stream.

prod() → tensortrade.feed.core.base.Stream[~T][T]

Computes the reduced product of the input streams.

Returns:Stream[T] – A reduced product stream.

sum() → tensortrade.feed.core.base.Stream[~T][T]

Computes the reduced sum of the input streams.

Returns:Stream[T] – A reduced sum stream.