tensortrade.stochastic.utils.helpers module

tensortrade.stochastic.utils.helpers.convert_to_prices(param, log_returns)

This method converts a sequence of log returns into normal returns (exponentiation) and then computes a price sequence given a starting price, param.all_s0. :param param: the model parameters object :param log_returns: the log returns to exponentiated :return:

tensortrade.stochastic.utils.helpers.convert_to_returns(log_returns)

This method exponentiates a sequence of log returns to get daily returns. :param log_returns: the log returns to exponentiated :return: the exponentiated returns

tensortrade.stochastic.utils.helpers.generate(price_fn, base_price=1, base_volume=1, start_date='2010-01-01', start_date_format='%Y-%m-%d', times_to_generate=1000, time_frame='1h', params=None)

tensortrade.stochastic.utils.helpers.get_delta(time_frame)

tensortrade.stochastic.utils.helpers.scale_times_to_generate(times_to_generate, time_frame)