def _load_from_summary(index, config): """ load the backtest result form train_package/train_summary @:param index: index of the training and backtest @:return: numpy array of the portfolio changes """ dataframe = pd.DataFrame.from_csv("./train_package/train_summary.csv") history_string = dataframe.loc[int(index)]["backtest_test_history"] if not check_input_same(config, json.loads(dataframe.loc[int(index)]["config"])): raise ValueError("the date of this index is not the same as the default config") return np.fromstring(history_string, sep=",")[:-1]
def _load_from_summary(index, config): """ load the backtest result form train_package/train_summary @:param index: index of the training and backtest @:return: numpy array of the portfolio changes """ dataframe = pd.DataFrame.from_csv("./train_package/train_summary.csv") history_string = dataframe.loc[int(index)]["backtest_test_history"] if not check_input_same(config, json.loads(dataframe.loc[int(index)]["config"])): raise ValueError("the date of this index is not the same as the default config") return np.fromstring(history_string, sep=",")[:-1]
def _load_from_summary(index, config, what): """ load the backtest result form train_package/train_summary @:param index: index of the training and backtest @:return: numpy array of the portfolio changes """ dataframe = pd.DataFrame.from_csv("./train_package/train_summary.csv") history_string = dataframe.loc[int(index)]["backtest_test_history"] #start date and end date and test period must be the same! if not check_input_same(config, json.loads(dataframe.loc[int(index)]["config"])): raise ValueError("the date of this index is not the same as the default config") if what == "result": return np.fromstring(history_string, sep=",")[:-1] if what == "weight": json_dir = "./train_package/" + str(int(index)) + "/weight_history" + str(int(index)) + ".json" with open(json_dir) as json_file: data = json.load(json_file) return data["portfolioweights"]