Exemple #1
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def make_feature():
    saved_test_days = data_params.FORECAST_DAYS
    data_params.FORECAST_DAYS = 6

    params = data_params.TrainParams(("POGR", "LKOH"), pd.Timestamp("2021-02-12"), PARAMS)
    yield usd.USD("POGR", params)

    data_params.FORECAST_DAYS = saved_test_days
Exemple #2
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def make_feature():
    saved_test_days = data_params.FORECAST_DAYS
    data_params.FORECAST_DAYS = 6

    params = data_params.TrainParams(("POGR", "LKOH"),
                                     pd.Timestamp("2020-11-03"), PARAMS)
    yield mcftrr.MCFTRR("POGR", params)

    data_params.FORECAST_DAYS = saved_test_days
Exemple #3
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def make_feature():
    saved_test_days = data_params.FORECAST_DAYS
    data_params.FORECAST_DAYS = 6

    params = data_params.TrainParams(("POGR", "LKOH"),
                                     pd.Timestamp("2020-10-16"), PARAMS)
    yield rvi.RVI("POGR", params)

    data_params.FORECAST_DAYS = saved_test_days
Exemple #4
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def make_feature():
    saved_test_days = data_params.FORECAST_DAYS
    data_params.FORECAST_DAYS = 6

    params = data_params.TrainParams(("POGR", "LKOH"),
                                     pd.Timestamp("2020-11-30"), PARAMS)
    yield imoex.IMOEX("POGR", params)

    data_params.FORECAST_DAYS = saved_test_days
def make_dataset():
    params = data_params.TrainParams(TICKERS, DATE, PARAMS)
    return data_loader.OneTickerDataset("NMTP", params), params
def make_train_params():
    yield data_params.TrainParams(TICKERS, DATE, PARAMS)
def make_train_params():
    with set_start_date():
        yield data_params.TrainParams(TICKERS, DATE, PARAMS)