feed.api.float.window.rolling module¶
rolling.py contains functions and classes for rolling stream operations.
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class
feed.api.float.window.rolling.
Rolling
(window: int, min_periods: int = 1)[source]¶ Bases:
feed.core.base.Stream
A stream that generates a rolling window of values from a stream.
Parameters: - window (int) – The size of the rolling window.
- min_periods (int, default 1) – The number of periods to wait before producing values from the aggregation function.
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agg
(func: Callable[[List[float]], float]) → feed.core.base.Stream[float][float][source]¶ Computes an aggregation of a rolling window of values.
Parameters: func (Callable[[List[float]], float]) – A aggregation function. Returns: A stream producing aggregations of a rolling window of values. Return type: Stream[float]
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count
() → feed.core.base.Stream[float][float][source]¶ Computes a rolling count from the underlying stream.
Returns: A rolling count stream. Return type: Stream[float]
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forward
() → List[float][source]¶ Generates the next value from the underlying data streams.
Returns: The next value in the stream. Return type: T
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generic_name
= 'rolling'¶
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has_next
() → bool[source]¶ Checks if there is another value.
Returns: If there is another value or not. Return type: bool
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max
() → feed.core.base.Stream[float][float][source]¶ Computes a rolling maximum from the underlying stream.
Returns: A rolling maximum stream. Return type: Stream[float]
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mean
() → feed.core.base.Stream[float][float][source]¶ Computes a rolling mean from the underlying stream.
Returns: A rolling mean stream. Return type: Stream[float]
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median
() → feed.core.base.Stream[float][float][source]¶ Computes a rolling median from the underlying stream.
Returns: A rolling median stream. Return type: Stream[float]
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min
() → feed.core.base.Stream[float][float][source]¶ Computes a rolling minimum from the underlying stream.
Returns: A rolling minimum stream. Return type: Stream[float]
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std
() → feed.core.base.Stream[float][float][source]¶ Computes a rolling standard deviation from the underlying stream.
Returns: A rolling standard deviation stream. Return type: Stream[float]
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class
feed.api.float.window.rolling.
RollingCount
[source]¶ Bases:
feed.api.float.window.rolling.RollingNode
A stream operator that counts the number of non-missing values in the rolling window.
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class
feed.api.float.window.rolling.
RollingNode
(func: Callable[[List[float]], float])[source]¶ Bases:
feed.core.base.Stream
A stream operator for aggregating a rolling window of a stream.
Parameters: func (Callable[[List[float]], float]) – A function that aggregates a rolling window. -
forward
() → float[source]¶ Generates the next value from the underlying data streams.
Returns: The next value in the stream. Return type: T
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feed.api.float.window.rolling.
rolling
(s: feed.core.base.Stream[float][float], window: int, min_periods: int = 1) → feed.core.base.Stream[typing.List[float]][List[float]][source]¶ Creates a stream that generates a rolling window of values from a stream.
Parameters: - s (Stream[float]) – A float stream.
- window (int) – The size of the rolling window.
- min_periods (int, default 1) – The number of periods to wait before producing values from the aggregation function.