Beispiel #1
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def get_raw_features(year, quarter, ticker,
                     path):  #we want to predict stock improvement
    risk_factors = get_risk_factors(path)
    qtr_stock_price = get_avg_qtr_stock_quote(ticker, year, quarter)
    improvement = get_next_qtr_stock_quote(ticker, year,
                                           quarter) - qtr_stock_price
    features = {'risk_factors': risk_factors, 'stock_improvement': improvement}
    return features
Beispiel #2
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def get_predict_features(year, quarter, ticker, path):
    risk_factors = get_risk_factors(path)
    emotions = emotion_analysis(risk_factors)
    sentiment = sentiment_analysis(risk_factors)
    qtr_stock_price = get_avg_qtr_stock_quote(ticker,year,quarter)
    features = {'anger': emotions['anger'],
                'disgust': emotions['disgust'],
                'fear': emotions['fear'],
                'joy': emotions['joy'],
                'sadness': emotions['sadness'],
                'sentiment': sentiment,
                'sentiment_type': (lambda x : -1 if x < -0.25 else 1 if x > 0.25 else 0)(sentiment)} #(lambda x : 'negatve' if x < -0.25 else 'positive' if x > 0.25 else 'neutral')
    return features
Beispiel #3
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def get_training_features(year, quarter, ticker, path): #we want to predict stock improvement
    risk_factors = get_risk_factors(path)
    emotions = emotion_analysis(risk_factors)
    sentiment = sentiment_analysis(risk_factors)
    qtr_stock_price = get_avg_qtr_stock_quote(ticker,year,quarter)
    improvement = get_next_qtr_stock_quote(ticker,year,quarter) - qtr_stock_price
    features = {'anger': emotions['anger'],
                'disgust': emotions['disgust'],
                'fear': emotions['fear'],
                'joy': emotions['joy'],
                'sadness': emotions['sadness'],
                'sentiment': sentiment,
                'sentiment_type': (lambda x : -1 if x < -0.25 else 1 if x > 0.25 else 0)(sentiment), #(lambda x : 'negatve' if x < -0.25 else 'positive' if x > 0.25 else 'neutral')
                'stock_improvement': improvement}
    return features
Beispiel #4
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def get_last_qtr_stock_quote(ticker, year, qtr):
    last_qtr = ((qtr - 2) % 4) + 1
    if last_qtr == 4:
        year -= 1
    return get_avg_qtr_stock_quote(ticker, year, last_qtr)
Beispiel #5
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def get_next_qtr_stock_quote(ticker, year, qtr):
    next_qtr = (qtr % 4) + 1
    if next_qtr == 1:
        year += 1
    return get_avg_qtr_stock_quote(ticker, year, next_qtr)