def meta_fitting(data_to_predict_local, data_input_2, strategy_dictionary): fitting_inputs, fitting_targets = input_processing(data_to_predict_local, data_input_2, strategy_dictionary) error = [] train_indices, test_indices = train_test_indices(fitting_inputs, strategy_dictionary['train_test_ratio']) if strategy_dictionary['ml_mode'] == 'svm': fitting_dictionary, error = svm_fitting( fitting_inputs, fitting_targets, train_indices, test_indices, strategy_dictionary) elif strategy_dictionary['ml_mode'] == 'randomforest': fitting_dictionary, error = random_forest_fitting( fitting_inputs, fitting_targets, train_indices, test_indices, strategy_dictionary) elif strategy_dictionary['ml_mode'] == 'adaboost': fitting_dictionary, error = adaboost_fitting( fitting_inputs, fitting_targets, train_indices, test_indices, strategy_dictionary) elif strategy_dictionary['ml_mode'] == 'gradientboosting': fitting_dictionary, error = gradient_boosting_fitting( fitting_inputs, fitting_targets, train_indices, test_indices, strategy_dictionary) elif strategy_dictionary['ml_mode'] == 'extratreesfitting': fitting_dictionary, error = extra_trees_fitting( fitting_inputs, fitting_targets, train_indices, test_indices, strategy_dictionary) fitting_dictionary['train_indices'] = train_indices fitting_dictionary['test_indices'] = test_indices fitting_dictionary['error'] = error return fitting_dictionary
def fit_tensorflow(strategy_dictionary): toc = tic() data_to_predict, data_2 = import_data(strategy_dictionary) fitting_inputs, fitting_targets = input_processing(data_to_predict, data_2, strategy_dictionary) train_indices, test_indices = train_test_indices( fitting_inputs, strategy_dictionary['train_test_ratio']) if strategy_dictionary['sequence_flag']: fitting_dictionary, error = tensorflow_sequence_fitting( '/home/thomas/test', train_indices, test_indices, fitting_inputs, fitting_targets, strategy_dictionary) else: fitting_dictionary, error = tensorflow_fitting(train_indices, test_indices, fitting_inputs, fitting_targets) fitting_dictionary['train_indices'] = train_indices fitting_dictionary['test_indices'] = test_indices fitting_dictionary = post_process_training_results(strategy_dictionary, fitting_dictionary, data_to_predict) profit_factor = output_strategy_results(strategy_dictionary, fitting_dictionary, data_to_predict, toc) return fitting_dictionary, data_to_predict, error, profit_factor