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(*args, **kwargs)

Bases: Stream[T]

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: str = '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(*args, **kwargs)

Bases: Stream[list]

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]) → Stream[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() → Stream[T]

Computes the reduced maximum of the input streams.

Returns:

Stream[T] – A reduced maximum stream.

min() → Stream[T]

Computes the reduced minimum of the input streams.

Returns:

Stream[T] – A reduced minimum stream.

prod() → Stream[T]

Computes the reduced product of the input streams.

Returns:

Stream[T] – A reduced product stream.

sum() → Stream[T]

Computes the reduced sum of the input streams.

Returns:

Stream[T] – A reduced sum stream.