def test_generated_data(mode=TEMP_MODE): hndl_Test = EMF_Testing_Handle(mode=mode) fn = create_test_data_correlated_returns len_ = 100 (tickers, responseIdx) = save_test_data_fn(hndl_Test, fn, n=len_, numDims=3) rnnr_Model = EMF_Model_Runner(hndl_Test.hndl_DB) rnnr_Model.set_model_from_template(TestModelTemplate) rnnr_Model.train_model_batch()
def test_descriptions():
hndl_Test = EMF_Testing_Handle(mode=TEMP_MODE)
fn = create_test_data_correlated_returns
(tickers, responseIdx) = save_test_data_fn(hndl_Test, fn, n=300, numDims=1, includeResponse=False)
hndl_Data = EMF_DataSeries_Handle(hndl_Test.hndl_DB, ticker=tickers[0])
trnsKwargs = {'PeriodDiff': 10}
hndl_Trns = EMF_Transformation_Handle('Futr_Lvl', trnsKwargs)
hndl_Word = EMF_WordSeries_Handle(hndl_Test.hndl_DB, hndl_Data, hndl_Trns)
print hndl_Word.desc
def test_transformations():
hndl_Test = EMF_Testing_Handle(mode=TEMP_MODE)
fn = create_test_data_linear_change
(tickers, responseIdx) = save_test_data_fn(hndl_Test, fn, n=100)
hndl_Data = EMF_DataSeries_Handle(hndl_Test.hndl_DB, ticker=tickers[0])
# hndl_Trns = EMF_Transformation_Handle('RateOfChange')
# hndl_Trns.set_extra_parameter('PeriodDiff', 12)
# hndl_Word = EMF_WordSeries_Handle(hndl_Test.hndl_DB, hndl_Data, hndl_Trns)
# plot_data_series(hndl_Data, hndl_Word)
# hndl_Trns = EMF_Transformation_Handle('RateOfChange_Cat')
# hndl_Trns.set_extra_parameter('PeriodDiff', 12)
# hndl_Word = EMF_WordSeries_Handle(hndl_Test.hndl_DB, hndl_Data, hndl_Trns)
# plot_data_series(hndl_Data, hndl_Word)
trnsKwargs = {'PeriodDiff': 10}
hndl_Trns = EMF_Transformation_Handle('Futr_Change', trnsKwargs)
hndl_Word_Chng = EMF_WordSeries_Handle(hndl_Test.hndl_DB, hndl_Data, hndl_Trns)
# hndl_Trns = EMF_Transformation_Handle('Past_Lvl_NormRd',trnsKwargs)
# hndl_Word_Acc = EMF_WordSeries_Handle(hndl_Test.hndl_DB, hndl_Data, hndl_Trns)
plot_data_series(hndl_Data, hndl_Word_Chng)
def main(): hndl_Test = EMF_Testing_Handle() fn = create_test_data_correlated_returns (tickers, responseIdx) = save_test_data_fn(hndl_Test, fn, n=100) test_model(hndl_Test, tickers, responseIdx)
