Example #1
0
    def load_configuration(self, parser: "ConfigParser"):
        section = config_util.create_type_section(parser, self)
        for identifier in _CONFIGURABLE_IDENTIFIERS:
            if not parser.has_option(section.name, identifier):
                self.write_default_configuration(section)

        enabled = parser.getboolean(section.name,
                                    _ENABLED_CONFIGURATION_IDENTIFIER)
        self._overwrite_existing = parser.getboolean(
            section.name, _OVERWRITE_EXISTING_CONFIG_ID)
        self._combined_examples_factor = parser.getint(
            section.name, _EXAMPLE_COMBINATION_FACTOR_IDENTIFIER)
        block_length = parser.getint(section.name,
                                     _TDP_BLOCK_LENGTH_IDENTIFIER)
        if enabled:
            data_provider_registry.registry.register_consumer(
                data_provider_static_names.
                TREND_DETERMINISTIC_BLOCK_PROVIDER_ID,
                self, [block_length],
                data_provider_static_names.
                TREND_DETERMINISTIC_BLOCK_PROVIDER_ID,
                prediction_string_serializer=string_serialize_predictions,
                data_exportation_function=export_predictions,
                keyword_args={
                    'ema_period': [5, 10, 15],
                    'trend_strength_labelling': True
                })
Example #2
0
 def load_configuration(self, parser: "ConfigParser"):
     section = config_util.create_type_section(parser, self)
     for identifier in _CONFIGURABLE_IDENTIFIERS:
         if not parser.has_option(section.name, identifier):
             self.write_default_configuration(section)
     enabled = parser.getboolean(section.name,
                                 _ENABLED_CONFIGURATION_IDENTIFIER)
     self.__periods_per_example = parser.getint(
         section.name, _EXAMPLE_COMBINATION_FACTOR_IDENTIFIER)
     self.__num_individuals = parser.getint(section.name,
                                            _NUM_INDIVIDUALS_IDENTIFIER)
     self.__num_epochs = parser.getint(section.name, _NUM_EPOCHS_IDENTIFIER)
     self.__save_interval = parser.getint(
         section.name, _MODEL_CHECKPOINT_EPOCH_INTERVAL_IDENTIFIER)
     self.__mutation_chance = parser.getfloat(section.name,
                                              _MUTATION_CHANCE_IDENTIFIER)
     self.__mutation_magnitude = parser.getfloat(
         section.name, _MUTATION_MAGNITUDE_IDENTIFIER)
     self.__crossover_chance = parser.getfloat(
         section.name, _CROSSOVER_CHANCE_IDENTIFIER)
     block_length = parser.getint(section.name,
                                  _TDP_BLOCK_LENGTH_IDENTIFIER)
     if enabled:
         data_provider_registry.registry.register_consumer(
             data_provider_static_names.
             CLOSING_PRICE_REGRESSION_BLOCK_PROVIDER_ID,
             self, [block_length],
             data_provider_static_names.
             CLOSING_PRICE_REGRESSION_BLOCK_PROVIDER_ID,
             keyword_args={'ema_period': [10, 15, 20]},
             data_exportation_function=export_predictions,
             prediction_string_serializer=string_serialize_predictions)
    def load_configuration(self, parser: "ConfigParser"):
        section = config_util.create_type_section(parser, self)
        for identifier in _CONFIGRABLE_IDIENTIFIERS:
            if not parser.has_option(section.name, identifier):
                self.write_default_configuration(section)

        enabled = parser.getboolean(section.name, _ENABLED_CONFIGURATION_IDENTIFIER)
        self._trend_lookahead = parser.getint(section.name, _TREND_LOOKAHEAD_IDENTIFIER)
        self._overwite_existing = parser.getboolean(section.name, _OVERWRITE_EXISTING_MODELS_CONFIG_ID)
        self._combined_examples_factor = parser.getint(section.name, _EXAMPLE_COMBINATION_FACTOR_IDENTIFIER)
        ema_periods = parser.get(section.name, _EMA_PERIODS_IDENTIFIER)
        ema_periods = ema_periods.split(',')
        self._ema_periods = [int(x) for x in ema_periods]
        block_length = parser.getint(section.name, _TDP_BLOCK_LENGTH_IDENTIFIER)
        if enabled:
            data_provider_registry.registry.register_consumer(
                data_provider_static_names.TREND_DETERMINISTIC_BLOCK_PROVIDER_ID,
                self,
                [block_length],
                data_provider_static_names.TREND_DETERMINISTIC_BLOCK_PROVIDER_ID,
                {"trend_lookahead": self._trend_lookahead,
                 "ema_period": self._ema_periods},
                prediction_string_serializer=string_serialize_predictions,
                data_exportation_function=export_predictions
            )
    def load_configuration(self, parser: "ConfigParser"):
        section = config_util.create_type_section(parser, self)
        for identifier in _CONFIGURABLE_IDENTIFIERS:
            if not parser.has_option(section.name, identifier):
                self.write_default_configuration(section)

        enabled = parser.getboolean(section.name,
                                    _ENABLED_CONFIGURATION_IDENTIFIER)
        self._combined_examples_factor = parser.getint(
            section.name, _EXAMPLE_COMBINATION_FACTOR_IDENTIFIER)
        self._num_similar_regions = parser.getint(section.name,
                                                  _TOP_N_HIGHLIGHTED_PERIOD)
        block_length = parser.getint(section.name,
                                     _TDP_BLOCK_LENGTH_IDENTIFIER)
        if enabled:
            data_provider_registry.registry.register_consumer(
                data_provider_static_names.PERCENTAGE_CHANGE_BLOCK_PROVIDER_ID,
                self, [block_length],
                data_provider_static_names.PERCENTAGE_CHANGE_BLOCK_PROVIDER_ID,
                prediction_string_serializer=None,
                data_exportation_function=None,
                keyword_args={
                    'percentage_changes': False,
                    'trend_lookahead': 0
                })
Example #5
0
 def load_configuration(self, parser: "ConfigParser"):
     section = config_util.create_type_section(parser, self)
     if not parser.has_option(section.name, _ENABLED_CONFIG_ID):
         self.write_default_configuration(section)
     enabled = parser.getboolean(section.name, _ENABLED_CONFIG_ID)
     if enabled:
         data_provider_registry.registry.register_provider(
             data_provider_static_names.PERCENTAGE_CHANGE_BLOCK_PROVIDER_ID,
             self)
Example #6
0
 def load_configuration(self, parser: "ConfigParser"):
     section = cfg_util.create_type_section(parser, self)
     if not parser.has_option(section.name, ENABLED_CONFIGURATION_IDENTIFIER):
         self.write_default_configuration(section)
     if not parser.has_option(section.name, LOAD_CHECKPOINT_CONFIGURATION_IDENTIFIER):
         self.write_default_configuration(section)
     enabled = parser.getboolean(section.name, ENABLED_CONFIGURATION_IDENTIFIER)
     self.load_checkpoint = parser.getboolean(section.name, LOAD_CHECKPOINT_CONFIGURATION_IDENTIFIER)
     if enabled:
         registry.register_consumer(data_provider_static_names.INDICATOR_BLOCK_PROVIDER_ID, self, [260],
                                    passback="RL-Single")
    def load_configuration(self, parser: "configparser.ConfigParser"):
        """Attempts to load the configurable parameters for this provider from the provided parser.

        For more details see abstract class documentation.
        """
        section = config_util.create_type_section(parser, self)
        if not parser.has_option(section.name, ENABLED_CONFIG_ID):
            self.write_default_configuration(section)
        enabled = parser.getboolean(section.name, ENABLED_CONFIG_ID)
        if enabled:
            data_provider_registry.registry.register_provider(
                data_provider_static_names.SPLIT_BLOCK_PROVIDER_ID, self)
 def load_configuration(self, parser: "ConfigParser"):
     section = config_util.create_type_section(parser, self)
     if not parser.has_option(section.name, _ENABLED_CONFIGURATION_IDENTIFIER):
         self.write_default_configuration(section)
     enabled = parser.getboolean(section.name, _ENABLED_CONFIGURATION_IDENTIFIER)
     self._overwite_existing = parser.getboolean(section.name, _OVERWRITE_EXISTING_MODELS_CONFIG_ID)
     if enabled:
         block_length = parser.getint(section.name, _TDP_BLOCK_LENGTH_IDENTIFIER)
         data_provider_registry.registry.register_consumer(
             data_provider_static_names.TREND_DETERMINISTIC_BLOCK_PROVIDER_ID,
             self,
             [block_length],
             data_provider_static_names.TREND_DETERMINISTIC_BLOCK_PROVIDER_ID,
             keyword_args={"trend_strength_labelling": True},
             prediction_string_serializer=string_serialize_predictions
         )
 def load_configuration(self, parser: "ConfigParser"):
     section = cfgUtil.create_type_section(parser, self)
     if not parser.has_option(section.name,
                              ENABLED_CONFIGURATION_IDENTIFIER):
         self.write_default_configuration(section)
     enabled = parser.getboolean(section.name,
                                 ENABLED_CONFIGURATION_IDENTIFIER)
     if enabled:
         registry.register_consumer(
             data_provider_static_names.CLUSTERED_BLOCK_PROVIDER_ID,
             self, [[
                 'hist_date', 'adj_close', 'opening_price', 'volume_data',
                 'high_price'
             ], [1]],
             passback='CombinedDataCNN')
         registry.register_consumer(
             data_provider_static_names.SPLIT_BLOCK_PROVIDER_ID,
             self, [[
                 'hist_date', 'adj_close', 'opening_price', 'volume_data',
                 'high_price'
             ], [1]],
             passback='SplitDataCNN')
 def load_configuration(self, parser: "ConfigParser"):
     section = config_util.create_type_section(parser, self)
     if not parser.has_option(section.name, _ENABLED_CONFIGURATION_IDENTIFIER):
         self.write_default_configuration(section)
     enabled = parser.getboolean(section.name, _ENABLED_CONFIGURATION_IDENTIFIER)
     if enabled:
         data_columns = [stock_data_table.HIGH_PRICE_COLUMN_NAME, stock_data_table.HIGH_PRICE_COLUMN_NAME,
                         stock_data_table.LOW_PRICE_COLUMN_NAME, stock_data_table.VOLUME_COLUMN_NAME,
                         stock_data_table.CLOSING_PRICE_COLUMN_NAME]
         data_provider_registry.registry.register_consumer(data_provider_static_names.SPLIT_BLOCK_PROVIDER_ID,
                                                           self, [data_columns, [7]],
                                                           data_provider_static_names.SPLIT_BLOCK_PROVIDER_ID)
         data_provider_registry.registry.register_consumer(data_provider_static_names.CLUSTERED_BLOCK_PROVIDER_ID,
                                                           self, [data_columns, [7]],
                                                           data_provider_static_names.CLUSTERED_BLOCK_PROVIDER_ID)
         data_provider_registry.registry.register_consumer(data_provider_static_names.INDICATOR_BLOCK_PROVIDER_ID,
                                                           self, [200],
                                                           data_provider_static_names.INDICATOR_BLOCK_PROVIDER_ID)
         data_provider_registry.registry.register_consumer(
             data_provider_static_names.TREND_DETERMINISTIC_BLOCK_PROVIDER_ID,
             self, [252 * 10],
             data_provider_static_names.TREND_DETERMINISTIC_BLOCK_PROVIDER_ID)
    def load_configuration(self, parser: "ConfigParser"):
        section = config_util.create_type_section(parser, self)
        for identifier in _CONFIGURABLE_IDENTIFIERS:
            if not parser.has_option(section.name, identifier):
                self.write_default_configuration(section)

        enabled = parser.getboolean(section.name,
                                    _ENABLED_CONFIGURATION_IDENTIFIER)
        self._overwrite_existing = parser.getboolean(
            section.name, _OVERWRITE_EXISTING_CONFIG_ID)
        self._combined_examples_factor = parser.getint(
            section.name, _EXAMPLE_COMBINATION_FACTOR_IDENTIFIER)
        block_length = parser.getint(section.name,
                                     _TDP_BLOCK_LENGTH_IDENTIFIER)
        if enabled:
            data_provider_registry.registry.register_consumer(
                data_provider_static_names.
                CLOSING_PRICE_REGRESSION_BLOCK_PROVIDER_ID,
                self, [block_length],
                data_provider_static_names.
                CLOSING_PRICE_REGRESSION_BLOCK_PROVIDER_ID,
                prediction_string_serializer=string_serialize_predictions
                # ,data_exportation_function=export_predictions
            )