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asset_pipelines module

Asset pipeline classes.

See vectorbtpro.utils.knowledge for the toy dataset.

AssetPipeline class

AssetPipeline()

Abstract class representing an asset pipeline.

Superclasses

Inherited members

Subclasses

resolve_task class method

AssetPipeline.resolve_task(
    func,
    *args,
    prepare=True,
    prepare_once=True,
    cond_kwargs=None,
    asset_func_meta=None,
    **kwargs
)

Resolve a task.

run method

AssetPipeline.run(
    d
)

Run the pipeline on a data item.

BasicAssetPipeline class

BasicAssetPipeline(
    *args,
    **kwargs
)

Class representing a basic asset pipeline.

Builds a composite function out of all functions.

Usage

>>> asset_pipeline = vbt.BasicAssetPipeline()
>>> asset_pipeline.append("flatten")
>>> asset_pipeline.append("query", len)
>>> asset_pipeline.append("get")

>>> asset_pipeline(dataset[0])
5

Superclasses

Inherited members

append method

BasicAssetPipeline.append(
    func,
    *args,
    **kwargs
)

Append a task to the pipeline.

compose_tasks class method

BasicAssetPipeline.compose_tasks(
    tasks
)

Compose multiple tasks into one.

tasks class property

Tasks.

ComplexAssetPipeline class

ComplexAssetPipeline(
    expression,
    context=None,
    prepare_once=True,
    **resolve_task_kwargs
)

Class representing a complex asset pipeline.

Takes an expression string and a context. Resolves functions inside the expression. Expression is evaluated with evaluate.

Usage

>>> asset_pipeline = vbt.ComplexAssetPipeline("query(flatten(d), len)")

>>> asset_pipeline(dataset[0])
5

Superclasses

Inherited members

context class property

Context.

expression class property

Expression.

resolve_expression_and_context class method

ComplexAssetPipeline.resolve_expression_and_context(
    expression,
    context=None,
    prepare=True,
    prepare_once=True,
    **resolve_task_kwargs
)

Resolve an expression and a context.

Parses an expression string, extracts function calls with their arguments, removing the first positional argument from each function, and creates a new context.