#import mylib_dataset as md import mylib_rf as mrf import feature_list #import numpy as np #import matplotlib.pyplot as plt proc_time_start = datetime.datetime.now() #start_date = md.get_datetime_from_string('2014-01-19') #end_date = md.get_datetime_from_string('2018-05-1') feature_dicts = feature_list.get_features_dicts() #blockchain_indicators = feature_list.get_blockchain_indicators() rf_obj = mrf.get_data_RF() dataset_path, log_path, rootLogger = mrf.init_paths() data = rf_obj.get_input_data(database_path=dataset_path, feature_dicts=feature_dicts, normalization_method='rescale', dataset_type='dataset2', normalization=None, lookback=None) test_train_data, h, l = rf_obj.get_test_and_train_data(label_window=4, label_type='bool_up', thresh_ratio=1, cross_validation=None) #rf_obj.normalize_features()
##################### get log for estimator proc_time_start = datetime.datetime.now() #start_date = md.get_datetime_from_string('2014-01-19') #end_date = md.get_datetime_from_string('2018-05-1') path_features_imp = '/home/catalin/git_workspace/disertatie/dict_perf_feats.pkl' ordered_values_mean, ordered_values_var = md.get_feature_importances_mean(path_features_imp) features = feature_list.get_feature_set()[0] features.extend(ordered_values_mean['keys'][:30]) features = feature_list.get_features_list() rf_obj = rf.get_data_RF() dataset_path, log_path, rootLogger = rf.init_paths() data = rf_obj.get_input_data(database_path = dataset_path, feature_names = features, preprocessing_constant = 0.9, normalization_method = 'rescale', skip_preprocessing = False, #datetime_interval = {'start':start_date,'end':end_date}, datetime_interval = {}, blockchain_indicators = {}, lookback = 0 ) test_train_eth, h ,l = rf_obj.get_test_and_train_data(label_window = 12 , bool_labels = True)