Python TestParams Beispiele

Beispiel #1

Datei: test_ticker.py Projekt: quantviews/poptimizer

def make_feature():
    saved_start_date = div.STATS_START
    div.STATS_START = pd.Timestamp("2010-09-01")

    params = data_params.TestParams(("LKOH", "CNTLP"),
                                    pd.Timestamp("2020-03-18"), PARAMS)
    yield ticker.Ticker("CNTLP", params), ticker.Ticker("LKOH", params)

    div.STATS_START = saved_start_date

Beispiel #2

Datei: test_ticker.py Projekt: hraffiest/poptimizer

def make_feature():
    saved_start_date = poptimizer.data.app.bootstrap.START_DATE
    poptimizer.data.app.bootstrap.START_DATE = pd.Timestamp("2010-09-01")

    params = data_params.TestParams(("LKOH", "CNTLP"),
                                    pd.Timestamp("2020-03-18"), PARAMS)
    yield ticker.Ticker("CNTLP", params), ticker.Ticker("LKOH", params)

    poptimizer.data.app.bootstrap.START_DATE = saved_start_date

Beispiel #3

def make_feature():
    params = data_params.TestParams(
        ("FXKZ", "CNTLP", "LKOH", "MU-RM"), pd.Timestamp("2021-01-26"), PARAMS
    )
    yield (
        ticker_type.TickerType("CNTLP", params),
        ticker_type.TickerType("LKOH", params),
        ticker_type.TickerType("FXKZ", params),
        ticker_type.TickerType("MU-RM", params),
    )

Beispiel #4

def make_feature():
    saved_start_date = div.STATS_START
    div.STATS_START = pd.Timestamp("2010-09-01")
    saved_test_days = data_params.FORECAST_DAYS
    data_params.FORECAST_DAYS = 240

    params = data_params.TestParams(("CNTLP", "LKOH"), pd.Timestamp("2020-03-18"), PARAMS)
    yield prices.Prices("CNTLP", params)

    data_params.FORECAST_DAYS = saved_test_days
    div.STATS_START = saved_start_date

Beispiel #5

def make_params():
    saved_start_date = poptimizer.data.app.bootstrap.START_DATE
    poptimizer.data.app.bootstrap.START_DATE = pd.Timestamp("2010-09-01")
    saved_test_days = data_params.FORECAST_DAYS
    data_params.FORECAST_DAYS = 240

    params = data_params.TestParams(("CNTLP", "LKOH"), pd.Timestamp("2020-03-18"), PARAMS)
    yield params

    data_params.FORECAST_DAYS = saved_test_days
    poptimizer.data.app.bootstrap.START_DATE = saved_start_date

Beispiel #6

def make_feature():
    saved_start_date = div.STATS_START
    div.STATS_START = pd.Timestamp("2010-09-01")
    saved_test_days = data_params.FORECAST_DAYS
    data_params.FORECAST_DAYS = 243

    params = data_params.TestParams(("PLZL", "KRKNP"), pd.Timestamp("2020-04-29"), PARAMS)
    yield day_of_period.DayOfPeriod("PLZL", params)

    data_params.FORECAST_DAYS = saved_test_days
    div.STATS_START = saved_start_date

Beispiel #7

def make_feature():
    saved_start_date = poptimizer.data.app.bootstrap.START_DATE
    poptimizer.data.app.bootstrap.START_DATE = pd.Timestamp("2010-09-01")
    saved_test_days = data_params.FORECAST_DAYS
    data_params.FORECAST_DAYS = 4

    params = data_params.TestParams(("CNTLP", "LKOH"), pd.Timestamp("2020-08-07"), PARAMS)
    yield label.Label("CNTLP", params)

    data_params.FORECAST_DAYS = saved_test_days
    poptimizer.data.app.bootstrap.START_DATE = saved_start_date

Beispiel #8

def make_feature():
    saved_start_date = poptimizer.data.app.bootstrap.START_DATE
    poptimizer.data.app.bootstrap.START_DATE = pd.Timestamp("2010-09-01")
    saved_test_days = data_params.FORECAST_DAYS
    data_params.FORECAST_DAYS = 243

    params = data_params.TestParams(("PLZL", "KRKNP"),
                                    pd.Timestamp("2020-04-29"), PARAMS)
    yield day_of_period.DayOfPeriod("PLZL", params)

    data_params.FORECAST_DAYS = saved_test_days
    poptimizer.data.app.bootstrap.START_DATE = saved_start_date

Beispiel #9

Datei: test_label.py Projekt: quantviews/poptimizer

def make_feature():
    saved_start_date = div.STATS_START
    div.STATS_START = pd.Timestamp("2010-09-01")
    saved_test_days = data_params.FORECAST_DAYS
    data_params.FORECAST_DAYS = 4

    params = data_params.TestParams(("CNTLP", "LKOH"),
                                    pd.Timestamp("2020-08-07"), PARAMS)
    yield label.Label("CNTLP", params)

    data_params.FORECAST_DAYS = saved_test_days
    div.STATS_START = saved_start_date

Beispiel #10

Datei: test_data_params.py Projekt: quantviews/poptimizer

def make_test_params():
    yield data_params.TestParams(TICKERS, DATE, PARAMS)

Beispiel #11

Datei: test_data_params.py Projekt: texxniks/poptimizer

def make_test_params():
    with set_start_date():
        yield data_params.TestParams(TICKERS, DATE, PARAMS)