def test_data_roundtrip():
"save/load roundtrip shouldn't change data"
d = micro_data()
path = None
try:
path = testing.create_tempfile('numerox.h5')
d.save(path)
d2 = nx.load_data(path)
ade(d, d2, "data corrupted during roundtrip")
d.save(path, compress=True)
d2 = nx.load_data(path)
ade(d, d2, "data corrupted during roundtrip")
d = d['live']
d.save(path)
d2 = nx.load_data(path)
ade(d, d2, "data corrupted during roundtrip")
finally:
testing.delete_tempfile(path)
def test_data_roundtrip():
"save/load roundtrip shouldn't change data"
d = micro_data()
with tempfile.NamedTemporaryFile() as temp:
d.save(temp.name)
d2 = nx.load_data(temp.name)
ade(d, d2, "data corrupted during roundtrip")
d.save(temp.name, compress=True)
d2 = nx.load_data(temp.name)
ade(d, d2, "data corrupted during roundtrip")
d = d['live']
d.save(temp.name)
d2 = nx.load_data(temp.name)
ade(d, d2, "data corrupted during roundtrip")
def play_data():
"""About 1% of a regular Numerai dataset, so contains around 60 rows per era"""
return nx.load_data(TEST_DATA)
metric = metric_df.mean(axis=0).tolist()
consis = (metric_df['logloss'] < np.log(2)).mean()
metric.extend([consis, model])
df.loc[i] = metric
return df
def load_report(prediction_dir, extension='pred'):
"Load Prediction objects (hdf) in `prediction_dir`; return Report object"
original_dir = os.getcwd()
os.chdir(prediction_dir)
predictions = {}
try:
for filename in glob.glob("*{}".format(extension)):
prediction = load_prediction(filename)
model = filename[:-len(extension) - 1]
predictions[model] = prediction
finally:
os.chdir(original_dir)
report = Report()
report.append_prediction_dict(predictions)
return report
if __name__ == '__main__':
import numerox as nx
data = nx.load_data('/data/nx/numerai_dataset_20171024.hdf')
report = nx.report.load_report('/data/nx/pred')
report.performance(data['train'], sort_by='consis')
