def work2(df, f): setname = "sp500" taname = "base1" (phase1, phase2, phase3) = \ feat_select.split_dates(feat_select.load_feat(taname, setname)) df2 = feat_select.apply(df, phase2, "label5", "_p2") df2 = feat_select.apply(df2, phase3, "label5", "_p3") feat_select.ana2(df2, f, setname)
def work2(df, f): setname = "sp500" taname = "base1" (phase1, phase2, phase3) = \ feat_select.split_dates(feat_select.load_feat(taname, setname)) df2 = feat_select.apply(df,phase2, "label5", "_p2") df2 = feat_select.apply(df2,phase3, "label5", "_p3") feat_select.ana2(df2, f, setname)
def work(df, f): for i in range(10): frm = 50 * i to = frm + 50 setname = "sp500R%dT%d" % (frm, to) taname = "base1" (phase1, phase2, phase3) = \ feat_select.split_dates(feat_select.load_feat(taname, setname)) df2 = feat_select.apply(df, phase2, "label5", "_p2") df2 = feat_select.apply(df2, phase3, "label5", "_p3") feat_select.ana2(df2, f, setname)
def work(df, f): for i in range(10): frm = 50 * i to = frm + 50 setname = "sp500R%dT%d" % (frm, to) taname = "base1" (phase1, phase2, phase3) = \ feat_select.split_dates(feat_select.load_feat(taname, setname)) df2 = feat_select.apply(df,phase2, "label5", "_p2") df2 = feat_select.apply(df2,phase3, "label5", "_p3") feat_select.ana2(df2, f, setname)