def _load_from_summary(index, config):
""" load the backtest result form train_package/train_summary
@:param index: index of the training and backtest
@:return: numpy array of the portfolio changes
"""
dataframe = pd.DataFrame.from_csv("./train_package/train_summary.csv")
history_string = dataframe.loc[int(index)]["backtest_test_history"]
if not check_input_same(config, json.loads(dataframe.loc[int(index)]["config"])):
raise ValueError("the date of this index is not the same as the default config")
return np.fromstring(history_string, sep=",")[:-1]
def _load_from_summary(index, config):
""" load the backtest result form train_package/train_summary
@:param index: index of the training and backtest
@:return: numpy array of the portfolio changes
"""
dataframe = pd.DataFrame.from_csv("./train_package/train_summary.csv")
history_string = dataframe.loc[int(index)]["backtest_test_history"]
if not check_input_same(config, json.loads(dataframe.loc[int(index)]["config"])):
raise ValueError("the date of this index is not the same as the default config")
return np.fromstring(history_string, sep=",")[:-1]
def _load_from_summary(index, config, what):
""" load the backtest result form train_package/train_summary
@:param index: index of the training and backtest
@:return: numpy array of the portfolio changes
"""
dataframe = pd.DataFrame.from_csv("./train_package/train_summary.csv")
history_string = dataframe.loc[int(index)]["backtest_test_history"]
#start date and end date and test period must be the same!
if not check_input_same(config, json.loads(dataframe.loc[int(index)]["config"])):
raise ValueError("the date of this index is not the same as the default config")
if what == "result":
return np.fromstring(history_string, sep=",")[:-1]
if what == "weight":
json_dir = "./train_package/" + str(int(index)) + "/weight_history" + str(int(index)) + ".json"
with open(json_dir) as json_file:
data = json.load(json_file)
return data["portfolioweights"]
