onetick.ml.interfaces

class BaseDatafeed(*args, **kwargs)

Base class for all datafeeds.

class BaseEvaluator(**kwargs)

Base class for all evaluators.

class BaseExperiment

Base class for all experiments.

class BaseFeatures(**kwargs)

Base class for all feature extractors.

class BaseModel(*args, **kwargs)

class BasePreprocess(*args, **kwargs)

Base class for all preprocessors.

transform(src: Union[pandas.core.frame.DataFrame, onetick.py.core.source.Source]) → Union[pandas.core.frame.DataFrame, onetick.py.core.source.Source]

Transforms DataFrame or otp.Source.

Parameters

src (DataFrame or otp.Source.) – Data feed to be processed.

Returns

Transformed data feed.

Return type

DataFrame or otp.Source

fit(src: Union[pandas.core.frame.DataFrame, onetick.py.core.source.Source])

Fit on a given DataFrame or otp.Source.

Parameters

src (DataFrame or otp.Source.) – Data feed to be fitted on.

Returns

Changed data feed (added columns, etc.)

Return type

DataFrame or otp.Source

class BaseSplitting(*args, **kwargs)

Base class for all splitting methods.