コード例 #1
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def period_from_list(period: Tuple[int, List[int]]) -> dateslib.PeriodTensor:
    """Utility to convert a list of periods to a PeriodTensor.

  Args:
    period: A tuple of an integer (which corresponds to the proto type of the
      period (see `period_pb2.Period`)) and a list of period values.

  Returns:
    An instance of the `PeriodTensor`.
  """
    amount = period[1]
    period_type = period_pb2.PeriodType.Name(period[0])
    return dateslib.PeriodTensor(amount, dateslib.PeriodType[period_type])
コード例 #2
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def period_from_dict(period: Dict[int, List[int]]) -> dateslib.PeriodTensor:
    """Utility to convert a dictionary of periods to a PeriodTensor.

  Args:
    period: A dictionary with keys "type" (which corresponds to the proto type
      of the period (see `period_pb2.Period`)) and "frequency".

  Returns:
    An instance of the `PeriodTensor`.
  """
    amount = period["frequency"]
    period_type = period_pb2.PeriodType.Name(period["type"])
    return dateslib.PeriodTensor(amount, dateslib.PeriodType[period_type])
コード例 #3
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ファイル: utils.py プロジェクト: iamsikun/tf-quant-finance
def get_period(period: period_pb2.Period) -> dateslib.PeriodTensor:
    period_type = period_pb2.PeriodType.Name(period.type)
    return dateslib.PeriodTensor(
        period.amount + tf.compat.v1.placeholder_with_default(0, []),
        dateslib.PeriodType[period_type])
コード例 #4
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def get_period(period: period_pb2.Period) -> dateslib.PeriodTensor:
    period_type = period_pb2.PeriodType.Name(period.type)
    return dateslib.PeriodTensor(period.amount,
                                 dateslib.PeriodType[period_type])