Esempio n. 1
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import os
import sys

# save accuracy score
results = open(os.path.basename(__file__) + '.csv', 'w')

# get_data_block_start
from get_data import GetData

getData = GetData()

fields = ['Open', 'High', 'Low', 'Close', 'Adj_Close']
accuracy = {}

features = getData.getAllFeatures()
symbols = getData.getAllSymbols()
# get_data_block_end

for symbol in symbols:
    accuracy[symbol] = []

    for field in range(1, 5):
        labels = getData.getSymbolCLFLabels(symbol, field)

        ########################
        # now the real MA work #
        ########################
        # create train and test data set
        X_test, X_train, y_test, y_train = train_test_split(features,
                                                            labels,
Esempio n. 2
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 def test_getAllFeatures3(self):
     getData = GetData(5)
     features = getData.getAllFeatures('open', 'close')
     self.assertIsNotNone(features)
     self.assertEqual(len(features[0][0]), 2)
Esempio n. 3
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 def test_getAllFeatures1(self):
     getData = GetData()
     features = getData.getAllFeatures()
     self.assertIsNotNone(features)
Esempio n. 4
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 def test_getAllFeatures2(self):
     getData = GetData(101)
     features = getData.getAllFeatures()
     self.assertIsNotNone(features)
     self.assertEqual(len(features), 100)