def _transform_data():
from solaris.run import load_data
from solaris.models import LocalModel
from solaris.models import Baseline
data = load_data()
X = data['X_train']
y = data['y_train']
# no shuffle - past-future split
offset = X.shape[0] * 0.5
X_train, y_train = X[:offset], y[:offset]
X_test, y_test = X[offset:], y[offset:]
print('_' * 80)
print('transforming data')
print
tf = LocalModel(None)
#tf = Baseline()
print('transforming train')
X_train, y_train = tf.transform(X_train, y_train)
print('transforming test')
X_test, y_test = tf.transform(X_test, y_test)
print('fin')
data = {'X_train': X_train, 'X_test': X_test,
'y_train': y_train, 'y_test': y_test}
joblib.dump(data, 'data/lcdata.pkl')
def _transform_data():
from solaris.run import load_data
from solaris.models import LocalModel
data = load_data()
X = data['X_train']
y = data['y_train']
# no shuffle - past-future split
offset = X.shape[0] * 0.5
X_train, y_train = X[:offset], y[:offset]
X_test, y_test = X[offset:], y[offset:]
print('_' * 80)
print('transforming data')
print
tf = LocalModel(None)
print('transforming train')
X_train, y_train = tf.transform(X_train, y_train)
print('transforming test')
X_test, y_test = tf.transform(X_test, y_test)
print('fin')
scaler = StandardScaler()
X_train = scaler.fit_transform(X_train)
X_test = scaler.transform(X_test)
scaler = StandardScaler()
y_train = scaler.fit_transform(y_train)
y_test = scaler.transform(y_test)
data = {'X_train': X_train, 'X_test': X_test,
'y_train': y_train, 'y_test': y_test}
joblib.dump(data, 'data/dbndata.pkl')
def _transform_data():
from solaris.run import load_data
from solaris.models import LocalModel
from solaris.models import Baseline
data = load_data()
X = data['X_train']
y = data['y_train']
# no shuffle - past-future split
offset = X.shape[0] * 0.5
X_train, y_train = X[:offset], y[:offset]
X_test, y_test = X[offset:], y[offset:]
print('_' * 80)
print('transforming data')
print
tf = LocalModel(None)
#tf = Baseline()
print('transforming train')
X_train, y_train = tf.transform(X_train, y_train)
print('transforming test')
X_test, y_test = tf.transform(X_test, y_test)
print('fin')
data = {
'X_train': X_train,
'X_test': X_test,
'y_train': y_train,
'y_test': y_test
}
joblib.dump(data, 'data/lcdata.pkl')