TraDeS | Online Multi-Object Tracker | Computer Vision library
kandi X-RAY | TraDeS Summary
kandi X-RAY | TraDeS Summary
Track to Detect and Segment: An Online Multi-Object Tracker (CVPR 2021)
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Top functions reviewed by kandi - BETA
- Convert Scene to Kitti
- Returns a list of all eval boxes
- Return a 3x3 transformation matrix from a rotation matrix
- Split log file into samples
- Render a map in image
- Extracts a polygon from a polygon token
- Return a dict of record_coords in layer_coords
- Clips the points behind the given plane
- Updates training and heads
- Render a record
- Generate a PointCloud from a multisweep
- Render a scene channel
- Parse arguments
- Compute the loss of a batch
- Visualize a sample
- Render a sample
- Renders the scenes on aancy map
- Render a scene
- Loads evaluation boxes
- Perform a single step
- Render a single scene
- Render a scene channel channel
- Render the scenes on the image
- Render a lidarse histogram plot
- Exports a scene pointcloud
- Start demo
TraDeS Key Features
TraDeS Examples and Code Snippets
Lines of Code : 321License : Non-SPDX (Apache License 2.0)
Copydef raw_rnn(cell,
loop_fn,
parallel_iterations=None,
swap_memory=False,
scope=None):
"""Creates an `RNN` specified by RNNCell `cell` and loop function `loop_fn`.
**NOTE: This method is still in tes def dynamic_rnn(cell,
inputs,
sequence_length=None,
initial_state=None,
dtype=None,
parallel_iterations=None,
swap_memory=False,
time_majo def _load_and_remap_matrix_initializer(ckpt_path,
old_tensor_name,
new_row_vocab_size,
new_col_vocab_size,
Community Discussions
Trending Discussions on TraDeS
QUESTION
I have a query like this:
...ANSWER
Answered 2022-Apr-10 at 00:01Add a column for ordering to each subquery, but don't include it in the output:
QUESTION
I have an app that needs to ingest a lot of data (roughly 25gb).
The data used to be small during testing and was all loaded in ram but now I have to change this into a stream.
It is segmented into blocks of a few mb each and the blocks are loaded through an async function that can pull blocks from the disk or a db depending on a few factors.
One approach would be to serve blocks like this:
...ANSWER
Answered 2022-Apr-09 at 15:44You can use recursion to avoid the while loop:
QUESTION
Does anyone know what before and after in Coinbase Pro's trades api (url here) correspond to? I have tried linux epoch but that didn't work.
ANSWER
Answered 2022-Mar-29 at 06:29In all honesty, I automatically assumed the before & after parameters were intended to be epoch timestamps like you. After reading back through the exchange/cloud docs I realize it's actually a method to incorporate cursor pagination sending REST API requests to the Coinbase API.
Cursor pagination is the most efficient way of navigating through large amounts of ordered data one chunk at a time. When you consider how many real-time data points and historical data point Coinbase possesses, it makes sense why you would only want to get the small amount of data that's relevant to you or the user at any given time.
Here is what the docs say about pagination when using their API:
Coinbase Exchange uses cursor pagination for all REST requests which return arrays.
Cursor pagination allows for fetching results before and after the current page of results and is well suited for realtime data. Endpoints like
/trades,/fills,/orders, return the latest items by default. To retrieve more results subsequent requests should specify which direction to paginate based on the data previously returned.
I suggest you take a quick look at the page in the docs that is dedicated to cursor pagination. It offer a concise explanation of a somewhat complex topic.
QUESTION
Is it possible to handle multiple message types from a single actor.
For example, assume there is an actor called TradingStrategy that trades stocks. It takes in pricing data pumped in from another Actor. When it decides to place a trade, it sends a message to an another Actor, call it OrderActor, to place a trade. But the TradingStrategy Actor is interested in knowing whether or not the order placed was successful or rejected, etc... because it may change its strategy based on the results from the place order action. In this example, it seems the TradingStrategy needs to handle messages for pricing updates AND order updates. Is this possible with Akka typed? Are there ways to handle this situation?
Here is a code example:
IEXData is the data message.
ANSWER
Answered 2022-Mar-27 at 13:20TradingStrategy's protocol would have to include messages indicating order updates. A TradingStrategy actor can register a message adapter which will translate the messages sent by the order actor into TradingStrategy's protocol: the TradingStrategy can present the "virtual" ActorRef returned by the message adapter to the order actor without the order actor knowing that its a TradingStrategy.
QUESTION
This is the python version of the same C++ question.
Given a number, num, what is the fastest way to strip off the trailing zeros from its binary representation?
For example, let num = 232. We have bin(num) equal to 0b11101000 and we would like to strip the trailing zeros, which would produce 0b11101. This can be done via string manipulation, but it'd probably be faster via bit manipulation. So far, I have thought of something using num & -num
Assuming num != 0, num & -num produces the binary 0b1. For example,
ANSWER
Answered 2022-Mar-23 at 04:41You say you "Ultimately, [..] execute this function on a big list of numbers to get odd numbers and find the maximum of said odd numbers."
So why not simply:
QUESTION
To back-test a trading strategy, I use the replay feature in trading view and mark my trades by adding a "long position" or "short position" from the left panel. Like this:
I need to save the data (chart data including the positions, or any other drawing I have in that layout) as an Excel or a CSV file on my PC.
I know TradinView has export chart data features but does it include all the positions and the drawings or is it just chart data and the indicators?
If that doesn't work, is there any way to get that data? (from tradingview api for example)
...ANSWER
Answered 2022-Feb-20 at 10:59I'm not sure that is what you are looking for but recently I found this GitHub:
That repo is written in JS, but the author provides some examples and the first sentence is:
"Get real-time market prices and indicator values from Tradingview !"
I hope that you found this useful.
QUESTION
I am trying to left-join df2 onto df1.
df1 is my dataframe of interest, df2 contains additional information I need.
Example:
...ANSWER
Answered 2022-Feb-16 at 15:58The following works with the posted data examples but it uses two joins and is probably ineffective for larger data sets.
QUESTION
I have a dataset like this, where there can be multiple transactions per trade
...ANSWER
Answered 2022-Feb-08 at 20:06You use DENSE_RANK on trade_id descending, then filter on your required X for "last X":
QUESTION
I'm trying to draw some kind of trend line using highs and lows from cryptocurrencies (CC) prices. First libraries I'm using:
...ANSWER
Answered 2022-Feb-04 at 01:26If you are trying to draw a line between the two coordinates, just use the same pattern you used with the other lines.
QUESTION
Each 30 minute interval is a column header. I want to have seven sub columns underneath each of them.
When I try to multi-index i get this error: Length mismatch: Expected axis has 13 elements, new values have 91 elements
How do I unpack this so that I get 91 columns?
...ANSWER
Answered 2022-Jan-30 at 15:45IIUC and guess your csv file, try:
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