Exemplos de ComputeTarget em Python

Exemplo n.º 1

from Code.lib.time_utils import TimeUtility
from Code.lib.retrieve_data import DataRetrieve, ComputeTarget
from Code.lib.retrieve_system_info import TradingSystemUtility
from Code.lib.candle_indicators import CandleIndicators
from Code.lib.transformers import Transformers
from Code.lib.ta_momentum_studies import TALibMomentumStudies
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:

Exemplo n.º 2

Arquivo: time_test_modelling.py Projeto: ineedaspo1/QuantTradingSys

Goal: Test and verify in sample and out of sample time splits for dataset
"""
from Code.lib.plot_utils import PlotUtility
from Code.lib.time_utils import TimeUtility
from Code.lib.retrieve_data import DataRetrieve, ComputeTarget
from Code.utilities.stat_tests import stationarity_tests, mean_and_variance

import datetime
from dateutil.relativedelta import relativedelta
from pandas.tseries.offsets import BDay

if __name__ == "__main__":
    plotIt = PlotUtility()
    timeUtil = TimeUtility()
    dSet = DataRetrieve()
    ct = ComputeTarget()
    doPlot = False

    issue = "tlt"
    pivotDate = datetime.date(2018, 4, 2)
    is_oos_ratio = 2
    oos_months = 3
    segments = 3

    # get segmented dates
    isOosDates = timeUtil.is_oos_data_split(issue, pivotDate, is_oos_ratio,
                                            oos_months, segments)
    dataLoadStartDate = isOosDates[0]
    is_start_date = isOosDates[1]
    oos_start_date = isOosDates[2]
    is_months = isOosDates[3]

Exemplo n.º 3

Arquivo: TMS_Part2_Day_by_day_TLT_v1.py Projeto: ineedaspo1/QuantTradingSys

from Code.lib.retrieve_data import DataRetrieve, ComputeTarget
from Code.lib.retrieve_system_info import TradingSystemUtility
from Code.lib.candle_indicators import CandleIndicators
from Code.lib.transformers import Transformers
from Code.lib.ta_momentum_studies import TALibMomentumStudies
from Code.lib.model_utils import ModelUtility, TimeSeriesSplitImproved
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()