def make_feature(): saved_start_date = div.STATS_START div.STATS_START = pd.Timestamp("2010-09-01") params = data_params.TestParams(("LKOH", "CNTLP"), pd.Timestamp("2020-03-18"), PARAMS) yield ticker.Ticker("CNTLP", params), ticker.Ticker("LKOH", params) div.STATS_START = saved_start_date
def make_feature(): saved_start_date = poptimizer.data.app.bootstrap.START_DATE poptimizer.data.app.bootstrap.START_DATE = pd.Timestamp("2010-09-01") params = data_params.TestParams(("LKOH", "CNTLP"), pd.Timestamp("2020-03-18"), PARAMS) yield ticker.Ticker("CNTLP", params), ticker.Ticker("LKOH", params) poptimizer.data.app.bootstrap.START_DATE = saved_start_date
def make_feature(): params = data_params.TestParams( ("FXKZ", "CNTLP", "LKOH", "MU-RM"), pd.Timestamp("2021-01-26"), PARAMS ) yield ( ticker_type.TickerType("CNTLP", params), ticker_type.TickerType("LKOH", params), ticker_type.TickerType("FXKZ", params), ticker_type.TickerType("MU-RM", params), )
def make_feature(): saved_start_date = div.STATS_START div.STATS_START = pd.Timestamp("2010-09-01") saved_test_days = data_params.FORECAST_DAYS data_params.FORECAST_DAYS = 240 params = data_params.TestParams(("CNTLP", "LKOH"), pd.Timestamp("2020-03-18"), PARAMS) yield prices.Prices("CNTLP", params) data_params.FORECAST_DAYS = saved_test_days div.STATS_START = saved_start_date
def make_params(): saved_start_date = poptimizer.data.app.bootstrap.START_DATE poptimizer.data.app.bootstrap.START_DATE = pd.Timestamp("2010-09-01") saved_test_days = data_params.FORECAST_DAYS data_params.FORECAST_DAYS = 240 params = data_params.TestParams(("CNTLP", "LKOH"), pd.Timestamp("2020-03-18"), PARAMS) yield params data_params.FORECAST_DAYS = saved_test_days poptimizer.data.app.bootstrap.START_DATE = saved_start_date
def make_feature(): saved_start_date = div.STATS_START div.STATS_START = pd.Timestamp("2010-09-01") saved_test_days = data_params.FORECAST_DAYS data_params.FORECAST_DAYS = 243 params = data_params.TestParams(("PLZL", "KRKNP"), pd.Timestamp("2020-04-29"), PARAMS) yield day_of_period.DayOfPeriod("PLZL", params) data_params.FORECAST_DAYS = saved_test_days div.STATS_START = saved_start_date
def make_feature(): saved_start_date = poptimizer.data.app.bootstrap.START_DATE poptimizer.data.app.bootstrap.START_DATE = pd.Timestamp("2010-09-01") saved_test_days = data_params.FORECAST_DAYS data_params.FORECAST_DAYS = 4 params = data_params.TestParams(("CNTLP", "LKOH"), pd.Timestamp("2020-08-07"), PARAMS) yield label.Label("CNTLP", params) data_params.FORECAST_DAYS = saved_test_days poptimizer.data.app.bootstrap.START_DATE = saved_start_date
def make_feature(): saved_start_date = poptimizer.data.app.bootstrap.START_DATE poptimizer.data.app.bootstrap.START_DATE = pd.Timestamp("2010-09-01") saved_test_days = data_params.FORECAST_DAYS data_params.FORECAST_DAYS = 243 params = data_params.TestParams(("PLZL", "KRKNP"), pd.Timestamp("2020-04-29"), PARAMS) yield day_of_period.DayOfPeriod("PLZL", params) data_params.FORECAST_DAYS = saved_test_days poptimizer.data.app.bootstrap.START_DATE = saved_start_date
def make_feature(): saved_start_date = div.STATS_START div.STATS_START = pd.Timestamp("2010-09-01") saved_test_days = data_params.FORECAST_DAYS data_params.FORECAST_DAYS = 4 params = data_params.TestParams(("CNTLP", "LKOH"), pd.Timestamp("2020-08-07"), PARAMS) yield label.Label("CNTLP", params) data_params.FORECAST_DAYS = saved_test_days div.STATS_START = saved_start_date
def make_test_params(): yield data_params.TestParams(TICKERS, DATE, PARAMS)
def make_test_params(): with set_start_date(): yield data_params.TestParams(TICKERS, DATE, PARAMS)