tensortrade.pipeline.transformers.lagging module¶

class tensortrade.pipeline.transformers.lagging.LaggingTransformer(lags: List[int], columns: List[str] | None = None)[source]¶

Initialized the lagging transformer.

Parameters:

lags (List[int]) – List of lags to be added.
columns (Optional[List[str]]) – List of columns to lag. If none, all columns are used.

transform(df: DataFrame) → DataFrame[source]¶

Adds lagged features to the dataframe.

Parameters:: df (DataFrame) – The dataframe to add the lagged features to.
Returns:: The dataframe with the lags.
Return type:: DataFrame