finmlkit.feature.base module¶

class finmlkit.feature.base.BaseTransform(input_cols: Sequence[str] | str, output_cols: Sequence[str] | str)[source]¶

Bases: ABC

abstract property output_name: str | list[str]¶: Get the output names of the transform. This is used to determine the output column names in the DataFrame. Used by prepare_output_nb to create the output Series. :return: Output name or list of output names

class finmlkit.feature.base.BinaryOpTransform(left: BaseTransform, right: BaseTransform, op_name: str, op_func: Callable)[source]¶

Transform that applies binary operations between two transforms

property output_name: str | list[str]¶: Get the output names of the transform. This is used to determine the output column names in the DataFrame. Used by prepare_output_nb to create the output Series. :return: Output name or list of output names

class finmlkit.feature.base.ConstantOpTransform(transform: BaseTransform, constant: float, op_name: str, op_func: Callable)[source]¶

Transform that applies operations between a transform and a constant

property output_name: str | list[str]¶: Get the output names of the transform. This is used to determine the output column names in the DataFrame. Used by prepare_output_nb to create the output Series. :return: Output name or list of output names

class finmlkit.feature.base.CoreTransform(input_cols: Sequence[str] | str, output_cols: Sequence[str] | str)[source]¶: Bases: BaseTransform, ABC

class finmlkit.feature.base.MIMOTransform(input_cols: Sequence[str], output_cols: Sequence[str])[source]¶

Implement a multiple input, multiple output transform on a DataFrame.

property output_name: list[str]¶: Get the output names of the transform. :return: List of output names

class finmlkit.feature.base.MISOTransform(input_cols: Sequence[str], output_col: str)[source]¶

Implement a multiple input, single output transform on a DataFrame.

property output_name: str¶

For MISO transforms, the output name is the same as the produces.

class finmlkit.feature.base.MinMaxOpTransform(left: BaseTransform, right: BaseTransform, op_name: str, op_func: Callable)[source]¶

Transform that applies min or max operations between two transforms

property output_name: str | list[str]¶: Get the output names of the transform. This is used to determine the output column names in the DataFrame. Used by prepare_output_nb to create the output Series. :return: Output name or list of output names

class finmlkit.feature.base.SIMOTransform(input_col: str, output_cols: Sequence[str])[source]¶

Implement a single input, multiple output transform on a DataFrame.

property output_name: list[str]¶: Get the output names of the transform. For SIMO transforms, the output names are derived from the input column name. :return: List of output names

class finmlkit.feature.base.SISOTransform(input_col: str, output_col: str)[source]¶

Implement a single input, single output transform on a DataFrame.

property output_name: str¶: Get the output name of the transform. This is used to determine the output column name in the DataFrame. :return: Output name

class finmlkit.feature.base.UnaryOpTransform(transform: BaseTransform, op_name: str, op_func: Callable)[source]¶

Transform that applies unary operations to a transform

property output_name: str | list[str]¶: Get the output names of the transform. This is used to determine the output column names in the DataFrame. Used by prepare_output_nb to create the output Series. :return: Output name or list of output names