iht

iht

iht

ODSC Europe 2017 (London)

Algorithmic Trading

With Machine & Deep Learning

Workshop by Dr. Yves J. Hilpisch | The Python Quants GmbH

London, 12. October 2017

iht

Keybase proof

I hereby claim:

• I am iht on github.
• I am iht (https://keybase.io/iht) on keybase.
• I have a public key ASCRsaMgH_rLlw8kPafLYxwu0jd4x0xrAv7IKj7UF0CHYQo

To claim this, I am signing this object:

iht

case class MyDemoType(  
  name: String,  
  version: String,  
  someProperty: Int
)

iht

      KafkaIO.read[String, String]
        .withBootstrapServers(config.broker)
        .withTopic(config.kafkaTopic)
        .withKeyDeserializer(classOf[StringDeserializer])
        .withValueDeserializer(classOf[StringDeserializer])
        .withStartReadTime(Instant.ofEpochMilli(1))
        .withoutMetadata

iht

  /** Returns an object of type T from a base64 encoded string.
    *
    * Overwrite this function for your deserialization code. In this example, we
    * assume that Kafka contains plain old Java objects, encoded as base64
    * strings.
    *
    * @tparam T The type of the object to be recovered
    * @param s String with a base64 encoded serialized object
    */
  def string2Object[T](s: String): T = {

iht

  /** Returns a string representation of an object.
    *
    * Overwrite this function with your serialization code. In this example, we
    * serialize the object and transform that into a base64 encoded string,
    * which will be later on written to Kafka.
    *
    * @tparam T The type of the object ot be serialized. The type must be Serializable
    * @param obj The object to be serialized
    */
  def object2String[T](obj: T): String = {

iht

      KafkaIO.read[String, String]
        .withBootstrapServers(config.broker)
        .withTopic(config.kafkaTopic)
        .withKeyDeserializer(classOf[StringDeserializer])
        .withValueDeserializer(classOf[StringDeserializer])
        .withStartReadTime(Instant.ofEpochMilli(1))
        .withoutMetadata

iht

"""Business rules applied to each group in each window."""""

import apache_beam as beam
from datetime import datetime
from dateutil import parser as dateparser


class BusinessRulesDoFn(beam.DoFn):
    """This DoFn applies some business rules to a group of messages in a window.