utils

hokohoko.utils.generate_tests(descriptions)

A decorator class that allows tests to be prescribed locally.

Parameters

descriptions (str) – Test cases to generate. Should be one test case per line.

Returns

The decorated function.

Return type

function

hokohoko.utils.get_fq_class(fq_class)

Creates a reference to a class from a fully qualified class name. This reference can then be used to instantiate the class.

Parameters

fq_class (str) – The fully-qualified name of the class. E.g. ‘hokohoko.predictors.DoNothing’.

Returns

The class which may then be instantiated.

Return type

callable

hokohoko.utils.convert_symbol_to_id(symbol)

Converts a symbol/currency pair name into an integer representation.

Parameters

symbol (str) – The symbol/currency pair name to convert.

Returns

An integer value for the symbol/currency pair name.

Return type

numpy.int64

hokohoko.utils.convert_id_to_symbol(symbol_id)

Converts an integer to a symbol/currency pair name.

Parameters

symbol_id (numpy.int64) – The integer value to convert.

Returns

The symbol/currency pair name from the integer.

Return type

str

hokohoko.utils.generate_currency_map(symbol_ids, base='USD')

Calculates the chain for each base currency to USD. Each item in the dictionary is a tuple which, if followed in order, will calculate the currencies conversion to USD. If the Tuple is None, it cannot be used by Hokohoko, and will be ignored if requested.

Note

This assumes there is a single direct currency pair available. It makes no attempt to build chains.

Parameters
  • symbol_ids (numpy.ndarray<numpy.int64>) – The set of IDs available from the data source.

  • base (str) – The currency to use as a base.

Returns

A dictionary mapping symbol_ids to their index, and the currency pair required to convert Account currency to the symbol’s currency pair, or None if not available.

Return type

dict<numpy.int64: tuple<int, Union[numpy.int64, None]>

hokohoko.utils.split_class_options(class_options)

Splits a class name from its options.

Parameters

class_options (str) – The class name and options as a single string.

Returns

The class and options, joint.

Return type

Tuple[str, Union[None, str]]