time_series_transform.sklearn package¶
Submodules¶
time_series_transform.sklearn.metrics module¶
time_series_transform.sklearn.transformer module¶
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class
time_series_transform.sklearn.transformer.Base_Stock_Time_Series_Transform(time_col, category_col=None, len_preprocessing='ignore', remove_time=True, remove_category=True, remove_org_data=True, cache_data_path=None, High='High', Low='Low', Close='Close', Open='Open', Volume='Volume')[source]¶ Bases:
time_series_transform.sklearn.transformer.Base_Time_Series_Transformer-
transform(X, y=None)[source]¶ transform prepare data as Stock_Transformer and helper data
- Parameters
X (pandas DataFrame or numpy ndArray) – input values
y (depreciated not used, optional) – following sklearn convention (not used), by default None
- Returns
tst Stock_Transformer – the output Stock_Transformer
X_time list – time column list
X_header list – column name list
X_category list – category name list
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class
time_series_transform.sklearn.transformer.Base_Time_Series_Transformer(time_col, category_col=None, len_preprocessing='ignore', remove_time=True, remove_category=True, remove_org_data=True, cache_data_path=None)[source]¶ Bases:
sklearn.base.BaseEstimator,sklearn.base.TransformerMixin-
fit(X, y=None)[source]¶ fit train model
- Parameters
X (pandas DataFrame or numpy ndArray) – input values
y (depreciated not used, optional) – following sklearn convention (not used), by default None
- Returns
- Return type
self
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get_time_series_index_cache()[source]¶ get_time_series_index_cache the fitted time series index help to see when is the latest timestamp of the model
- Returns
cached time series index
- Return type
-
transform(X, y=None)[source]¶ transform prepare the data as Time_Series_Transformer and other helper data
- Parameters
X (pandas DataFrame or numpy ndArray) – input values
y (depreciated not used, optional) – following sklearn convention (not used), by default None
- Returns
tst Time_Series_Transformer – the output Time_Series_Transformer
X_time list – time column list
X_header list – column name list
X_category list – category name list
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class
time_series_transform.sklearn.transformer.Function_Transformer(func, inputLabels, time_col, category_col=None, remove_time=True, remove_category=True, remove_org_data=True, cache_data_path=None, parameterDict={})[source]¶ Bases:
time_series_transform.sklearn.transformer.Base_Time_Series_Transformer
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class
time_series_transform.sklearn.transformer.Lag_Transformer(lag_nums, time_col, category_col=None, remove_time=True, remove_category=True, remove_org_data=True, cache_data_path=None)[source]¶ Bases:
time_series_transform.sklearn.transformer.Base_Time_Series_Transformer
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class
time_series_transform.sklearn.transformer.Stock_Technical_Indicator_Transformer(strategy, time_col, symbol_col=None, remove_time=True, remove_category=True, remove_org_data=True, cache_data_path=None, High='High', Low='Low', Close='Close', Open='Open', Volume='Volume', n_jobs=1, verbose=0, backend='loky')[source]¶ Bases:
time_series_transform.sklearn.transformer.Base_Stock_Time_Series_Transform
Module contents¶
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class
time_series_transform.sklearn.Lag_Transformer(lag_nums, time_col, category_col=None, remove_time=True, remove_category=True, remove_org_data=True, cache_data_path=None)[source]¶ Bases:
time_series_transform.sklearn.transformer.Base_Time_Series_Transformer
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class
time_series_transform.sklearn.Stock_Technical_Indicator_Transformer(strategy, time_col, symbol_col=None, remove_time=True, remove_category=True, remove_org_data=True, cache_data_path=None, High='High', Low='Low', Close='Close', Open='Open', Volume='Volume', n_jobs=1, verbose=0, backend='loky')[source]¶ Bases:
time_series_transform.sklearn.transformer.Base_Stock_Time_Series_Transform