mizarlabs.transformers package

Subpackages

• mizarlabs.transformers.microstructural_features package
  • Submodules
  • mizarlabs.transformers.microstructural_features.first_generation module
  • mizarlabs.transformers.microstructural_features.second_generation module
  • mizarlabs.transformers.microstructural_features.vpin module
  • Module contents
• mizarlabs.transformers.sample_weights package
  • Module contents
• mizarlabs.transformers.sampling package
  • Submodules
  • mizarlabs.transformers.sampling.average_uniqueness module
  • mizarlabs.transformers.sampling.down_sampling module
  • Module contents
• mizarlabs.transformers.targets package
  • Submodules
  • mizarlabs.transformers.targets.labeling module
  • mizarlabs.transformers.targets.trend_scanning module
  • Module contents
• mizarlabs.transformers.technical package
  • Submodules
  • mizarlabs.transformers.technical.factory module
  • mizarlabs.transformers.technical.macd module
  • mizarlabs.transformers.technical.moving_average module
  • mizarlabs.transformers.technical.volume module
  • Module contents
• mizarlabs.transformers.trading package
  • Submodules
  • mizarlabs.transformers.trading.bet_sizing module
  • Module contents

Submodules

mizarlabs.transformers.utils module

class mizarlabs.transformers.utils.IdentityTransformer

Bases: sklearn.base.TransformerMixin, sklearn.base.BaseEstimator

The identity transformer returns exactly what the input is

fit(X, y=None, **fit_params)

transform(X: pandas.core.frame.DataFrame) → pandas.core.frame.DataFrame

mizarlabs.transformers.utils.check_missing_columns(df, wanted_columns)

mizarlabs.transformers.utils.convert_to_timestamp(datetime_array: numpy.ndarray) → numpy.ndarray

Convert a datetime array to timestamp in milliseconds.

Nans are converted to negatives values

Parameters

datetime_array – An array of datetimes

Returns

array of timestamps

Return type

np.ndarray

Module contents