def test_append(self):
y_1 = Labels(labels=mock_labels[:50], index=mock_index[:50])
y_2 = Labels(labels=mock_labels[50:], index=mock_index[50:])
y_1.append(y_2)
for i in range(len(self.labels)):
assert np.array_equal(y_1[i], self.labels[i])
assert len(y_1) == len(self.labels)
assert y_1.shape == self.labels.shape
assert np.array_equal(y_1.index, self.labels.index)
def setUp(self) -> None:
self.x_generator = XGenerator(raw_index=mock_index + len_mock,
raw_sequence=mock_prices,
x_window=x_window,
x_exist=x_exist)
self.labels = Labels(labels=mock_labels,
index=mock_index,
with_index=False)
self.dataset = Dataset(x=self.x_generator, y=self.labels, name="test")
def setUp(self) -> None:
self.plus_index = 0
x_exist_new = np.ones(len_mock, np.bool)
x_window = 1
self.x_generator = XGenerator(raw_index=mock_index + self.plus_index,
raw_sequence=mock_prices,
x_window=x_window,
x_exist=x_exist_new)
self.labels = Labels(labels=mock_labels,
index=mock_index,
with_index=False)
self.dataset = Dataset(x=self.x_generator, y=self.labels, name="test")
def setUp(self) -> None:
self.class_high = [0, 0]
self.class_low = [1, 1]
mock_labels_2 = np.asarray([self.class_high for _ in range(len_mock)])
mock_labels_2[50] = self.class_low
self.x_generator = XGenerator(raw_index=mock_index,
raw_sequence=mock_prices,
x_window=x_window,
x_exist=x_exist)
self.labels = Labels(labels=mock_labels_2,
index=mock_index,
with_index=False)
self.dataset = Dataset(x=self.x_generator, y=self.labels, name="test")
def setUp(self) -> None:
len_mock = 1000
x_window = 10
self.mock_prices = np.arange(len_mock, dtype=np.int)
start_index = np.datetime64(0, "ns")
mock_index = []
mock_index.append(start_index)
for i in range(1, len_mock):
mock_index.append(mock_index[-1] + 1)
self.mock_index = np.asarray(mock_index)
x_exist = np.ones(self.mock_index.shape, dtype=np.bool)
self.x_non_exist = 30
x_exist[:x_non_exist] = False
self.batch_size = 2
multi_class_n = 2
self.mock_labels = np.repeat(np.arange(len_mock, dtype=np.int),
multi_class_n).reshape(
(len_mock, multi_class_n))
self.x_generator = XGenerator(raw_index=self.mock_index,
raw_sequence=self.mock_prices,
x_window=x_window,
x_exist=x_exist)
self.labels = Labels(labels=self.mock_labels,
index=self.mock_index,
with_index=False)
self.dataset = Dataset(x=self.x_generator, y=self.labels, name="test")
self.batch_generator = BatchGenerator(dataset=self.dataset,
batch_size=self.batch_size,
shuffle=False,
oversampling=False,
iterations=None,
stride=None,
x_only=False)
x_window = 10
start_index = np.datetime64(0, "ns")
mock_index = []
mock_index.append(start_index)
for i in range(1, len_mock):
mock_index.append(mock_index[-1] + 1)
mock_index = np.asarray(mock_index)
multi_class_n = 2
mock_labels = np.repeat(np.arange(len_mock, dtype=np.int),
multi_class_n).reshape((len_mock, multi_class_n))
if __name__ == "__main__":
labels = Labels(labels=mock_labels, index=mock_index, with_index=False)
samples = len(labels)
start = time.clock()
for i in range(samples):
test_sample = labels[i]
duration = time.clock() - start
print(f"Samples per second:{samples / duration}")
# in run mode ~ 500k - 1000k /s
labels = Labels(labels=mock_labels, index=mock_index, with_index=True)
samples = len(labels)
start = time.clock()
for i in range(samples):
test_sample = labels[i]
start_index = np.datetime64(0, "ns")
mock_index = []
mock_index.append(start_index)
for i in range(1, len_mock):
mock_index.append(mock_index[-1] + 1)
mock_index = np.asarray(mock_index)
mock_labels = np.repeat(np.arange(len_mock, dtype=np.int), 2).reshape(
(len_mock, 2))
x_exist = np.ones(mock_index.shape, dtype=np.bool)
x_non_exist = 30
x_exist[:x_non_exist] = False
if __name__ == "__main__":
labels = Labels(labels=mock_labels, index=mock_index, with_index=False)
x_generator = XGenerator(raw_sequence=mock_sequence,
raw_index=mock_index,
x_window=x_window,
x_exist=x_exist,
with_index=False)
dataset = Dataset(x=x_generator, y=labels, name="tutorial")
batch_size = 10
batch_generator = BatchGenerator(dataset=dataset,
batch_size=batch_size,
shuffle=True,
stride=None)
samples = len(batch_generator)
start = time.clock()
def setUp(self) -> None:
self.labels = Labels(labels=mock_labels,
index=mock_index,
with_index=False)