def make_control(argv):
'return a Bunch'
parser = argparse.ArgumentParser()
parser.add_argument('ticker', type=arg_type.ticker)
parser.add_argument('cusip', type=arg_type.cusip)
parser.add_argument('hpset', type=arg_type.hpset)
parser.add_argument('--test', action='store_true')
parser.add_argument('--trace', action='store_true')
arg = parser.parse_args(argv[1:])
if arg.trace:
pdb.set_trace()
random_seed = 123
random.seed(random_seed)
paths = build.report_compare_models2(arg.ticker,
arg.cusip,
arg.hpset,
test=arg.test)
pp(paths)
applied_data_science.dirutility.assure_exists(paths['dir_out'])
return Bunch(
arg=arg,
path=paths,
random_seed=random_seed,
timer=Timer(),
)
def make_control(argv):
'return a Bunch'
parser = argparse.ArgumentParser()
parser.add_argument('issuer', type=seven.arg_type.issuer)
parser.add_argument('trace_index', type=seven.arg_type.trace_id)
parser.add_argument('--test', action='store_true')
parser.add_argument('--trace', action='store_true')
arg = parser.parse_args(argv[1:])
if arg.trace:
pdb.set_trace()
random_seed = 123
random.seed(random_seed)
path = seven.build.traceinfo_get(arg.issuer,
arg.trace_index,
test=arg.test)
applied_data_science.dirutility.assure_exists(path['dir_out'])
return Bunch(
arg=arg,
path=path,
random_seed=random_seed,
# timer=Timer(),
)
def make_control(argv):
'return a Bunch'
parser = argparse.ArgumentParser()
parser.add_argument('issuer', type=seven.arg_type.issuer)
parser.add_argument('cusip', type=seven.arg_type.cusip)
parser.add_argument('target', type=seven.arg_type.target)
parser.add_argument('ensemble_date', type=seven.arg_type.date)
parser.add_argument('--debug', action='store_true')
parser.add_argument('--test', action='store_true')
parser.add_argument('--trace', action='store_true')
arg = parser.parse_args(argv[1:])
if arg.trace:
pdb.set_trace()
if arg.debug:
# logging.error() and logging.critial() call pdb.set_trace() instead of raising an exception
seven.logging.invoke_pdb = True
random_seed = 123
random.seed(random_seed)
paths = seven.build.signal(arg.issuer,
arg.cusip,
arg.target,
arg.ensemble_date,
test=arg.test)
applied_data_science.dirutility.assure_exists(paths['dir_out'])
return Bunch(
arg=arg,
path=paths,
random_seed=random_seed,
timer=Timer(),
)
def make_control(argv):
'return a Bunch'
parser = argparse.ArgumentParser()
parser.add_argument('ticker', type=seven.arg_type.ticker)
parser.add_argument('cusip', type=seven.arg_type.cusip)
parser.add_argument('hpset', type=seven.arg_type.hpset)
parser.add_argument('n', type=seven.arg_type.positive_int)
parser.add_argument('--test', action='store_true')
parser.add_argument(
'--testinput',
action='store_true') # read from input directory ending in '-test'
parser.add_argument('--trace', action='store_true')
arg = parser.parse_args(argv[1:])
if arg.trace:
pdb.set_trace()
random_seed = 123
random.seed(random_seed)
paths = seven.build.report05_compare_importances(arg.ticker,
arg.cusip,
arg.hpset,
arg.n,
test=arg.test,
testinput=arg.testinput)
applied_data_science.dirutility.assure_exists(paths['dir_out'])
return Bunch(
arg=arg,
path=paths,
max_absolute_error_processed=200.0,
random_seed=random_seed,
timer=Timer(),
)
def make_control(argv):
'return a Bunch'
parser = argparse.ArgumentParser()
arg_type = seven.arg_type
parser.add_argument('ticker', type=arg_type.ticker)
parser.add_argument('cusip', type=arg_type.cusip)
parser.add_argument('hpset', type=arg_type.hpset)
parser.add_argument('effective_date', type=arg_type.date)
parser.add_argument('--test', action='store_true')
parser.add_argument('--trace', action='store_true')
arg = parser.parse_args(argv[1:])
if arg.trace:
pdb.set_trace()
random_seed = 123
random.seed(random_seed)
doit = Doit(arg.ticker,
arg.cusip,
arg.hpset,
arg.effective_date,
test=arg.test)
applied_data_science.dirutility.assure_exists(doit.dir_out)
return Bunch(
arg=arg,
doit=doit,
random_seed=random_seed,
timer=Timer(),
)
def make_control(argv):
'return a Bunch'
parser = argparse.ArgumentParser()
parser.add_argument('ticker', type=arg_type.ticker)
parser.add_argument('cusip', type=arg_type.cusip)
parser.add_argument('hpset', type=arg_type.hpset)
parser.add_argument('effective_date', type=arg_type.date)
parser.add_argument('--test', action='store_true')
parser.add_argument('--trace', action='store_true')
arg = parser.parse_args(argv[1:])
arg.me = parser.prog.split('.')[0]
if arg.trace:
pdb.set_trace()
random_seed = 123
random.seed(random_seed)
paths = build.fit_predict_reduce(arg.ticker,
arg.cusip,
arg.hpset,
arg.effective_date,
test=arg.test)
applied_data_science.dirutility.assure_exists(paths['dir_out'])
return Bunch(
arg=arg,
path=paths,
random_seed=random_seed,
timer=Timer(),
)
def make_control(argv):
'return a Bunch'
parser = argparse.ArgumentParser()
parser.add_argument('--analyze', action='store')
parser.add_argument('--get', action='store')
parser.add_argument('--test', action='store_true')
parser.add_argument('--trace', action='store_true')
arg = parser.parse_args(argv[1:])
if arg.trace:
pdb.set_trace()
random_seed = 123
random.seed(random_seed)
path = seven.build.buildinfo(test=arg.test)
applied_data_science.dirutility.assure_exists(path['dir_out'])
return Bunch(
arg=arg,
path=path,
random_seed=random_seed,
timer=Timer(),
)
def make_control(argv):
'return a Bunch'
parser = argparse.ArgumentParser()
parser.add_argument('issuer', type=seven.arg_type.issuer)
parser.add_argument('cusip', type=seven.arg_type.cusip)
parser.add_argument('target', type=seven.arg_type.target)
parser.add_argument('predicted_event_id', type=seven.arg_type.event_id)
parser.add_argument('fitted_event_id', type=seven.arg_type.event_id)
parser.add_argument('--debug', action='store_true')
parser.add_argument('--cache', action='store_true')
parser.add_argument('--test', action='store_true')
parser.add_argument('--trace', action='store_true')
arg = parser.parse_args(argv[1:])
if arg.trace:
pdb.set_trace()
if arg.debug:
# logging.error() and logging.critial() call pdb.set_trace() instead of raising an exception
seven.logging.invoke_pdb = True
random_seed = 123
random.seed(random_seed)
# the enforcement of the rule the the reclassified trade types of the predicted and fitted
# events are the same is done by seven.build.predict(). It raises an exception of they
# are not the same.
paths = seven.build.predict(
arg.issuer,
arg.cusip,
arg.target,
arg.predicted_event_id,
arg.fitted_event_id,
test=arg.test,
)
applied_data_science.dirutility.assure_exists(paths['dir_out'])
with open(seven.build.traceinfo(arg.issuer)['out_by_trace_index'],
'rb') as f:
traceinfo_by_trade_id = pickle.load(f)
return Bunch(
arg=arg,
path=paths,
random_seed=random_seed,
timer=Timer(),
traceinfo_by_trade_id=traceinfo_by_trade_id,
)
def make_control(argv):
'return a Bunch'
parser = argparse.ArgumentParser()
parser.add_argument('ticker', type=seven.arg_type.ticker)
parser.add_argument('cusip', type=seven.arg_type.cusip)
parser.add_argument('hpset', type=seven.arg_type.hpset)
parser.add_argument('effective_date', type=seven.arg_type.date)
parser.add_argument('--test', action='store_true')
parser.add_argument('--trace', action='store_true')
arg = parser.parse_args(argv[1:])
if arg.trace:
pdb.set_trace()
random_seed = 123
random.seed(random_seed)
paths = seven.build.fit_predict(arg.ticker, arg.cusip, arg.hpset, arg.effective_date, test=arg.test)
applied_data_science.dirutility.assure_exists(paths['dir_out'])
# delete output files, so that they are rebuilt
# the code in function append_to_csv() will extend existing files
for logical_name, path_to_file in paths.iteritems():
if logical_name.startswith('out_'):
if os.path.isfile(path_to_file):
os.remove(path_to_file)
model_spec_iterator = (
HpGrids.HpGrid0 if arg.hpset == 'grid0' else
HpGrids.HpGrid1 if arg.hpset == 'grid1' else
HpGrids.HpGrid2 if arg.hpset == 'grid2' else
HpGrids.HpGrid3 if arg.hpset == 'grid3' else
None
)().iter_model_specs
model_specs = [
model_spec
for model_spec in model_spec_iterator()
]
return Bunch(
arg=arg,
path=paths,
model_specs=model_specs,
random_seed=random_seed,
timer=Timer(),
)
def make_control(argv):
'return a Bunch'
parser = argparse.ArgumentParser()
parser.add_argument('issuer', type=seven.arg_type.issuer)
parser.add_argument('cusip', type=seven.arg_type.cusip)
parser.add_argument('effective_date', type=seven.arg_type.date)
parser.add_argument('--analyze_trace', action='store_true')
parser.add_argument('--cache', action='store_true')
parser.add_argument('--debug', action='store_true')
parser.add_argument('--test', action='store_true')
parser.add_argument('--trace', action='store_true')
arg = parser.parse_args(argv[1:])
if arg.trace:
pdb.set_trace()
if arg.debug:
# logging.error() and logging.critial() call pdb.set_trace() instead of raising an exception
seven.logging.invoke_pdb = True
random_seed = 123
random.seed(random_seed)
paths = seven.build.features_targets(arg.issuer,
arg.cusip,
arg.effective_date,
test=arg.test)
applied_data_science.dirutility.assure_exists(paths['dir_out'])
# start building the history of trace prints from trace prints 100 calendar days prior to the effective date
first_relevant_trace_print_date = Date(
from_yyyy_mm_dd=arg.effective_date).value - datetime.timedelta(100)
timer = Timer()
return Bunch(
arg=arg,
first_relevant_trace_print_date=first_relevant_trace_print_date,
module='features_targets.py',
path=paths,
random_seed=random_seed,
timer=timer,
)
def make_control(argv):
'return a Bunch'
parser = argparse.ArgumentParser()
parser.add_argument('--test', action='store_true')
parser.add_argument('--trace', action='store_true')
arg = parser.parse_args(argv[1:])
arg.me = parser.prog.split('.')[0]
if arg.trace:
pdb.set_trace()
random_seed = 123
random.seed(random_seed)
doit = Doit(test=arg.test)
applied_data_science.dirutility.assure_exists(doit.out_dir)
return Bunch(
arg=arg,
doit=doit,
random_seed=random_seed,
timer=Timer(),
)
def make_control(argv):
'return a Bunch'
parser = argparse.ArgumentParser()
parser.add_argument('ticker', type=arg_type.ticker)
parser.add_argument('cusip', type=arg_type.cusip)
parser.add_argument('hpset', type=arg_type.hpset)
parser.add_argument('effective_date', type=arg_type.date)
parser.add_argument('--test', action='store_true')
parser.add_argument('--trace', action='store_true')
arg = parser.parse_args(argv[1:])
if arg.trace:
pdb.set_trace()
random_seed = 123
random.seed(random_seed)
paths = build.fit_predict2(arg.ticker,
arg.cusip,
arg.hpset,
arg.effective_date,
test=arg.test)
applied_data_science.dirutility.assure_exists(paths['dir_out'])
model_spec_iterator = (
HpGrids.HpGrid0 if arg.hpset == 'grid0' else
HpGrids.HpGrid1 if arg.hpset == 'grid1' else
HpGrids.HpGrid2 if arg.hpset == 'grid2' else None)().iter_model_specs
model_specs = [model_spec for model_spec in model_spec_iterator()]
return Bunch(
arg=arg,
path=paths,
model_specs=model_specs,
random_seed=random_seed,
timer=Timer(),
)
def make_control(argv):
'return a Bunch'
parser = argparse.ArgumentParser()
parser.add_argument('ticker', type=seven.arg_type.ticker)
parser.add_argument('cusip', type=seven.arg_type.cusip)
parser.add_argument('hpset', type=seven.arg_type.hpset)
parser.add_argument('--test', action='store_true')
parser.add_argument(
'--testinput',
action='store_true') # read from input directory ending in '-test'
parser.add_argument('--trace', action='store_true')
arg = parser.parse_args(argv[1:])
if arg.trace:
pdb.set_trace()
random_seed = 123
random.seed(random_seed)
paths = seven.build.report04_predictions(arg.ticker,
arg.cusip,
arg.hpset,
test=arg.test,
testinput=arg.testinput)
pp(paths)
if len(paths['in_predictions']) == 0:
print arg
print 'no predictions found'
sys.exit(1)
applied_data_science.dirutility.assure_exists(paths['dir_out'])
return Bunch(
arg=arg,
path=paths,
random_seed=random_seed,
timer=Timer(),
)
def make_control(argv):
parser = argparse.ArgumentParser()
parser.add_argument('ticker')
parser.add_argument('--test', action='store_true')
parser.add_argument('--trace', action='store_true')
arg = parser.parse_args(argv[1:]) # ignore invocation name
if arg.trace:
pdb.set_trace()
random_seed = 123
random.seed(random_seed)
# put all output in directory
paths = seven.build.cusips(arg.ticker, test=arg.test)
applied_data_science.dirutility.assure_exists(paths['dir_out'])
return Bunch(
arg=arg,
path=paths,
random_seed=random_seed,
test=arg.test,
timer=Timer(),
)