tensortrade.features.feature_pipeline module

class tensortrade.features.feature_pipeline.FeaturePipeline(pipeline, dtype=numpy.float16)[source]

Bases: object

An abstract base class for feature transformation pipelines.

__init__(pipeline, dtype=numpy.float16)[source]
Parameters

pipeline (sklearn.Pipeline) – An sklearn.Pipeline instance of feature transformations.

fit_transform(observation)[source]

Fit and apply the pipeline of feature transformations to an observation frame.

Parameters

observation (pandas.DataFrame) – A pandas.DataFrame corresponding to an observation within a TradingEnvironment.

Return type

numpy.ndarray

Returns

A numpy.ndarray of features.

property pipeline

An sklearn.Pipeline instance of feature transformations.