Source code for pymicrostructure.traders.ensemble

"""Tools for creating ensembles of traders."""


[docs] def ensemble_traders(trader, params_dict): """Create an ensemble of traders with different parameter sets. Parameters: ----------- trader : class The trader class to instantiate. params_dict : dict A dictionary of parameter names and lists of values. Returns: -------- instances : list A list of trader instances. """ instances = [] for param_set in zip(*params_dict.values()): instance = trader(**dict(zip(params_dict.keys(), param_set))) instance.include_in_results = False instances.append(instance) return instances