tensortrade.features.feature_transformer module

class tensortrade.features.feature_transformer.FeatureTransformer(*args, **kwargs)[source]

Bases: object

An abstract feature transformer for use within feature pipelines.

property columns
Return type

List[str]

reset()[source]

Optionally implementable method for resetting stateful transformers.

abstract transform(X)[source]

Transform the data set and return a new data frame.

Parameters

X (DataFrame) – The set of data to transform.

Return type

DataFrame

Returns

A transformed data frame.

abstract transform_space(input_space)[source]

Get the transformed output space for a given input space.

Parameters

input_space (Space) – A gym.Space matching the shape of the pipeline’s input.

Return type

Space

Returns

A gym.Space matching the shape of the pipeline’s output.