data[col_name] = EVM_MA
return data
if __name__ == "__main__":
from Code.lib.plot_utils import PlotUtility
from Code.lib.retrieve_data import DataRetrieve
from Code.lib.feature_generator import FeatureGenerator
from Code.lib.transformers import Transformers
taLibVolSt = TALibVolumeStudies()
custVolSt = CustVolumeStudies()
plotIt = PlotUtility()
dSet = DataRetrieve()
transf = Transformers()
featureGen = FeatureGenerator()
issue = "TLT"
df = dSet.read_issue_data(issue)
lastRow = df.shape[0]
dataLoadEndDate = df.Date[lastRow - 100]
dataLoadStartDate = df.Date[lastRow - 3000]
dataSet = dSet.set_date_range(df, dataLoadStartDate, dataLoadEndDate)
dataSet.fillna(method='ffill', inplace=True)
input_dict = {} # initialize
input_dict = input_dict = {
'f1': {
'fname': 'PPO',
'params': [2, 5],
from Code.lib.model_utils import ModelUtility, TimeSeriesSplitImproved
from Code.lib.feature_generator import FeatureGenerator
from Code.lib.config import current_feature, feature_dict
from Code.models import models_utils
from Code.lib.model_algos import AlgoUtility
from Code.lib.tms_utils import TradeRisk
plotIt = PlotUtility()
timeUtil = TimeUtility()
ct = ComputeTarget()
candle_ind = CandleIndicators()
dSet = DataRetrieve()
taLibMomSt = TALibMomentumStudies()
transf = Transformers()
modelUtil = ModelUtility()
featureGen = FeatureGenerator()
dSet = DataRetrieve()
modelAlgo = AlgoUtility()
sysUtil = TradingSystemUtility()
tradeRisk = TradeRisk()
if __name__ == '__main__':
# set to existing system name OR set to blank if creating new
if len(sys.argv) < 2:
print('You must set a system_name or set to """"!!!')
system_name = sys.argv[1]
system_directory = sysUtil.get_system_dir(system_name)
#ext_input_dict = sys.argv[2]
from Code.lib.feature_generator import FeatureGenerator
from Code.utilities.stat_tests import stationarity_tests
from Code.lib.config import current_feature, feature_dict
from Code.models import models_utils
from Code.lib.model_algos import AlgoUtility
from Code.lib.tms_utils import TradeRisk
plotIt = PlotUtility()
timeUtil = TimeUtility()
ct = ComputeTarget()
candle_ind = CandleIndicators()
dSet = DataRetrieve()
taLibMomSt = TALibMomentumStudies()
transf = Transformers()
modelUtil = ModelUtility()
featureGen = FeatureGenerator()
dSet = DataRetrieve()
modelAlgo = AlgoUtility()
sysUtil = TradingSystemUtility()
tradeRisk = TradeRisk()
if __name__ == '__main__':
from Code.lib.plot_utils import PlotUtility
plotIt = PlotUtility()
# set to existing system name OR set to blank if creating new
if len(sys.argv) < 2:
print('You must set a system_name or set to """"!!!')
system_name = sys.argv[1]
system_directory = sysUtil.get_system_dir(system_name)