tensortrade.base.context module¶

class tensortrade.base.context.Context(base_instrument=USD, **kwargs)[source]¶

Bases: collections.UserDict

A context that is injected into every instance of a class that is a subclass of component.

Parameters:	base_instrument (`Instrument`) – The exchange symbol of the instrument to store/measure value in.

base_instrument¶

Return type:	`Instrument`

class tensortrade.base.context.TradingContext(base_instrument=USD, **config)[source]¶

Bases: collections.UserDict

A class for objects that put themselves in a Context using the with statement.

The implementation for this class is heavily borrowed from the pymc3 library and adapted with the design goals of TensorTrade in mind.

Parameters:

shared – A context that is shared between all components that are made under the overarching TradingContext.
exchanges – A context that is specific to components with a registered name of exchanges.
actions – A context that is specific to components with a registered name of actions.
rewards – A context that is specific to components with a registered name of rewards.
features – A context that is specific to components with a registered name of features.

Warning

If there is a conflict in the contexts of different components because they were initialized under different contexts, can have undesirable effects. Therefore, a warning should be made to the user indicating that using components together that have conflicting contexts can lead to unwanted behavior.

Reference:

https://github.com/pymc-devs/pymc3/blob/master/pymc3/model.py

__enter__()[source]¶

Adds a new context to the context stack.

This method is used for a with statement and adds a TradingContext to the context stack. The new context on the stack is then used by every class that subclasses Component the initialization of its instances.

actions¶

Return type:	`dict`

contexts = <_thread._local object>¶

exchanges¶

Return type:	`dict`

features¶

Return type:	`dict`

classmethod from_json(path)[source]¶

classmethod from_yaml(path)[source]¶

classmethod get_context()[source]¶: Gets the deepest context on the stack.

classmethod get_contexts()[source]¶

rewards¶

Return type:	`dict`

shared¶

Return type:	`dict`

slippage¶

Return type:	`dict`