log_level=logging.DEBUG,
logger='job_test')
df = pd.read_csv("./data/result/ohlcv.csv",
sep=',',
encoding='utf-8',
index_col='Date',
parse_dates=True)
btc = pd.read_csv("./data/coinmetrics.io/btc.csv",
sep=',',
encoding='utf-8',
index_col='date',
parse_dates=True)
s = Symbol('BTC',
ohlcv=df,
blockchain=btc,
column_map={
'open': 'BTC_Open',
'high': 'BTC_High',
'low': 'BTC_Low',
'close': 'BTC',
'volume': 'BTC_Volume'
})
m = ARIMAModel()
s = s.time_slice('2016-12-01', '2016-12-31', format='%Y-%m-%d')
j = Job(symbol=s, model=m)
r = j.holdout(x_type=DatasetType.OHLCV_PCT,
y_type=DatasetType.OHLCV_PCT,
univariate_column='close')
#r = min(reports)
print('Best config: {} mse: {}'.format(str(r), str(r.mse())))
