-
Notifications
You must be signed in to change notification settings - Fork 0
/
_test_runner_Model.py
51 lines (45 loc) · 1.5 KB
/
_test_runner_Model.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
# EMF From...Import
from handle_Testing import EMF_Testing_Handle
from lib_EMF import TEMP_MODE, TEST_MODE
from lib_Runner_Model import TimeToRecTemplate
from lib_TimeSet import DAYS, WEEKS, MONTHS, QUARTERS, YEARS
from runner_Model import EMF_Model_Runner
from util_Testing import save_test_data_fn, create_test_data_correlated_returns, create_test_data_linear_change
from util_DB import connect_to_DB
TestModelTemplate = {
'responseTicker' : ['y'],
'responseTrns' : ['Futr_Change'],
'responseKwargs': {
'PeriodDiff': [1,3,6,9,12],
# 'numRanges': [5]
},
'responseCanPredict': 1,
# 'predictorTrns' : [ 'Past_Change'],
'predictorKwargs': {
'PeriodDiff': [1,3,6,9,12],
},
'models' : ['RegrDecisionTree'],
'predictorCriteria' : {
# 'interpolatePredictorData' : False,
# 'matchResponsePeriodicity' : True,
# 'periodicity' : qqMONTHS,
# 'categorical' : False
}
}
def test_generated_data(mode=TEMP_MODE):
hndl_Test = EMF_Testing_Handle(mode=mode)
fn = create_test_data_correlated_returns
len_ = 100
(tickers, responseIdx) = save_test_data_fn(hndl_Test, fn, n=len_, numDims=3)
rnnr_Model = EMF_Model_Runner(hndl_Test.hndl_DB)
rnnr_Model.set_model_from_template(TestModelTemplate)
rnnr_Model.train_model_batch()
def test_actual_data(mode=TEST_MODE):
hndl_DB = connect_to_DB(mode=mode)
rnnr_Model = EMF_Model_Runner(hndl_DB)
rnnr_Model.set_model_from_template(TimeToRecTemplate)
rnnr_Model.train_model_batch()
def main():
test_generated_data()
if __name__ == '__main__':
main()