Example #1
0
def generate_param_config(ticks, isindex, look_back, num_features, start_date,
                          data_source):
    ins = GetPriceData(sid=ticks, index=isindex, data_source=data_source)
    data = ins.batch_get_n_days_backward(start_date, look_back)
    data = [(tick, dta.drop(['tick'], axis=1)) for tick, dta in
            data.groupby(['tick'])]
    proc = partial(generate_features_and_labels, ta_factors=const.ta_factors,
                   predict_type='next_day')
    ret = [proc(dta) for dta in data]

    ret2 = get_best_features(ret[0], num_features)
    params = batch_find_best_params(ret2)
    if not isinstance(params, list):
        params = [params]
    df = pd.DataFrame(params)
    return df