Functions

apply_for_axis

Apply a function expecting 2D input to a tensor along a specified dimension.

bfill

Backward fill missing values along the specified dimension.

bincount

Count number of occurrences of each value in a tensor.

bollinger_band

Compute Bollinger Bands for a tensor.

correl

Compute Pearson correlation coefficient between two tensors.

covar

Compute covariance between two tensors along a specified dimension.

cumcount

Number each occurrence of unique values along a dimension.

eigh

Compute eigenvalues and eigenvectors of a symmetric/Hermitian matrix.

einsum

Sums the product of tensor elements over specified indices using Einstein notation.

ema

Compute exponential moving average along a specified dimension.

ffill

Forward fill missing values along the specified dimension.

fillna

Replace NaN and infinity values with specified numbers.

gaussian_blur

Apply Gaussian blur to a tensor along a specified dimension.

group_shift

Shift tensor elements along a dimension, skipping masked positions.

groupby

Group tensor elements by group identifiers along a dimension.

ma

Compute the moving (sliding window) average of a tensor.

mmax

Compute the moving (sliding window) maximum of a tensor.

mmin

Compute the moving (sliding window) minimum of a tensor.

mstd

Compute the moving (sliding window) standard deviation of a tensor.

msum

Compute the moving (sliding window) sum of a tensor.

mulmean

Compute the mean of element-wise product in a memory-efficient way.

mulsum

Compute sum or mean of element-wise product in a memory-efficient way.

mvar

Compute the moving (sliding window) variance of a tensor.

nanamax

Compute the maximum of tensor elements along specified dimensions, ignoring NaN values.

nanamin

Compute the minimum of tensor elements along specified dimensions, ignoring NaN values.

nancorrel

Compute Pearson correlation coefficient between two tensors, ignoring NaN values.

nancovar

Compute covariance between two tensors, ignoring NaN values.

nancumprod

Compute the cumulative product along a dimension, treating NaN as 1.

nancumsum

Compute the cumulative sum along a dimension, treating NaN as 0.

nankurtosis

Compute the kurtosis along specified dimensions, ignoring NaN values.

nanmax

Return the maximum values and indices along a dimension, ignoring NaN values.

nanmean

Compute the arithmetic mean along specified dimensions, ignoring NaN values.

nanmin

Return the minimum values and indices along a dimension, ignoring NaN values.

nanmulmean

Compute the mean of element-wise product, ignoring NaN values, in a memory-efficient way.

nanmulsum

Compute the sum of element-wise product, ignoring NaN values, in a memory-efficient way.

nanones

Create a tensor filled with ones, preserving NaN positions from the input tensor.

nanpca

Compute Principal Component Analysis (PCA) on data, ignoring NaN values.

nanshift

Shift tensor elements along a dimension while preserving NaN positions.

nanskew

Compute the skewness along specified dimensions, ignoring NaN values.

nanslope

Compute the slope of simple linear regression between two tensors, ignoring NaN values.

nansum

Compute the sum of tensor elements along specified dimensions, ignoring NaN values.

nanvar

Compute the variance of a tensor, ignoring NaN values.

orthogonalize

Orthogonalizes x with respect to y along the specified dimension.

orthonormalize

Orthonormalizes the given vectors and returns the corresponding orthonormal vectors.

pca

Computes principal components on the given input x. The returned value represents principal components. Specifically, result[*, i, :] represents the \((i+1)\)-th largest principal component of the batch specified by *. Shape: - x: \((*, S, D)\) where * means any number of additional dimensions, S means the number of sections, and D means the number of dimensions. In qfeval, dimensions and sections often represent symbols and timestamps respectively. :returns:.

project

Projects the given tensor x using the given projection matrix a.

rand

Returns a tensor filled with random numbers from a uniform distribution on the interval [0, 1).

rand_like

Returns a tensor with the same size as input that is filled with random numbers from a uniform distribution on the interval [0, 1).

randint

Returns a tensor filled with random integers generated uniformly between low (inclusive) and high (exclusive).

randn

Returns a tensor filled with random numbers from a normal distribution with mean 0 and variance 1 (also called the standard normal distribution).

randn_like

Returns a tensor with the same size as input that is filled with random numbers from a normal distribution with mean 0 and variance 1.

randperm

Returns a random permutation of integers from 0 to n - 1.

rci

rcummax

Returns the reversely cumulative max of elements of input in the dimension dim.

rcumsum

Returns the reversely cumulative sum of elements of input in the dimension dim.

rms

Returns the root mean square of each row of the input tensor in the given dimension dim.

rsi

Definition(use_sma=False): - https://www.investopedia.com/terms/r/rsi.asp - Compatible with TA-lib Definition(use_sma=True): - https://info.monex.co.jp/technical-analysis/indicators/005.html

shift

signif

Rounds the numbers of the given tensor to the specified number of significant digits.

skipna

Applies the given data to the given function after removing NaNs.

slope

Returns the slope of correlation bewteen x and y.

soft_topk_bottomk

Apply SoftTopKBottomK module along with given dimension.

stable_sort

Sorts the given tensor preserving the order of equivalent elements.