tensortrade.features.feature_pipeline module¶
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class
tensortrade.features.feature_pipeline.
FeaturePipeline
(pipeline, dtype=numpy.float16)[source]¶ Bases:
object
An abstract base class for feature transformation pipelines.
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__init__
(pipeline, dtype=numpy.float16)[source]¶ - Parameters
pipeline (sklearn.Pipeline) – An sklearn.Pipeline instance of feature transformations.
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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.
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property
pipeline
¶ An sklearn.Pipeline instance of feature transformations.
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