本文整理汇总了Python中algotrader.technical.pipeline.PipeLine类的典型用法代码示例。如果您正苦于以下问题：Python PipeLine类的具体用法？Python PipeLine怎么用？Python PipeLine使用的例子？那么恭喜您, 这里精选的类代码示例或许可以为您提供帮助。
在下文中一共展示了PipeLine类的7个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: __init__
def __init__(self, input_lhs, input_rhs, func, name, length=1, input_key='close', desc="Pairwise"):
super(Pairwise, self).__init__(name, [input_lhs, input_rhs], input_key, length=length, desc=desc)
self.lhs_name = PipeLine.get_input_name(input_lhs)
self.rhs_name = PipeLine.get_input_name(input_rhs)
self.func = func
self.is_input_pipeline = False
if isinstance(input_lhs, PipeLine) and not isinstance(input_rhs, PipeLine):
raise TypeError("input_lhs has to be the same type as input_rhs as Pipeline")
if isinstance(input_lhs, Indicator) and not isinstance(input_rhs, Indicator):
raise TypeError("input_lhs has to be the same type as input_rhs as Indicator")
if isinstance(input_lhs, DataSeries) and not isinstance(input_rhs, DataSeries):
raise TypeError("input_lhs has to be the same type as input_rhs as DataSeries")
if isinstance(input_lhs, PipeLine):
self.is_input_pipeline = True
try:
np.testing.assert_almost_equal(input_lhs.shape(), input_rhs.shape(), 10)
self.__shape = input_lhs.shape()
except AssertionError as e:
raise ValueError("input_lhs shape should be the same as input_rhs in Pairwise Pipeline operation!")
else:
self.__shape = np.array([1, 1])
super(Pairwise, self).update_all()示例2: __init__
def __init__(self, inputs, input_key="close", desc="Cross Sessional SignPower"):
super(SignPower, self).__init__(
inputs=inputs,
np_func=lambda x: np_sign_to_value(x) * np.power(x, e),
name=PipeLine.get_name(SignPower.__name__, inputs, input_key),
input_key=input_key,
length=1,
desc=desc,
)示例3: get_name
def get_name(indicator_name, input_lhs, input_rhs, input_key, *args):
return PipeLine.get_name(indicator_name,
inputs=[input_lhs, input_rhs],
input_key=input_key, *args)示例4: __init__
def __init__(self, inputs, input_key='close', desc="Cross Sessional Sign"):
super(Sign, self).__init__(inputs=inputs, np_func=lambda x: np_sign_to_value(x),
name=PipeLine.get_name(Sign.__name__, inputs, input_key),
input_key=input_key, length=1, desc=desc)示例5: __init__
def __init__(self, inputs, input_key='close', desc="Bundle and Sync DataSeries to Vector"):
super(MakeVector, self).__init__(PipeLine.get_name(MakeVector.__name__, inputs, input_key),
inputs, input_key, length=1, desc=desc)
super(MakeVector, self).update_all()示例6: __init__
def __init__(self, inputs, ascending=True, input_key='close', desc="Rank"):
self.ascending = ascending
super(Rank, self).__init__(PipeLine.get_name(Rank.__name__, inputs, input_key),
inputs, input_key, length=1, desc=desc)示例7: __init__
def __init__(self, inputs, input_key='close', length=30, desc="Correlation"):
super(Corr, self).__init__(PipeLine.get_name(Corr.__name__, input),
input, input_key, length, desc)
super(Corr, self).update_all()