def main(option):
d1 = datetime.datetime(2005, 1, 1)
d2 = datetime.datetime(2014, 12, 31)
train_X,train_y,train_tickers = baseline_data("training",d1,d2,option)
test_X,test_y,test_tickers = baseline_data("validation",d1,d2,option)
predicted = baseline_model(train_X, train_y, test_X, test_y)
se.evaluate_matrix(test_y,predicted)
def main(option):
d1 = datetime.datetime(2005, 1, 1)
d2 = datetime.datetime(2014, 12, 31)
train_X, train_y = baseline_data("train", d1, d2, option)
test_X, test_y = baseline_data("test", d1, d2, option)
predicted = baseline_model(train_X, train_y, test_X, test_y)
se.evaluate_matrix(test_y, predicted)
def main(days,option):
d1 = datetime.datetime(2005, 1, 1)
d2 = datetime.datetime(2014, 12, 31)
train_X,train_y = sequential_data("train",d1,d2,days,option)
test_X,test_y = sequential_data("test",d1,d2,days,option)
predicted = sequential_model(train_X, train_y, test_X, test_y)
se.evaluate_matrix(test_y,predicted)
def main(days):
d1 = datetime.datetime(2005, 1, 1)
d2 = datetime.datetime(2014, 12, 31)
train_X,train_y = low_freq_data("train",d1,d2,days)
test_X,test_y = low_freq_data("test",d1,d2,days)
predicted = low_freq_model(train_X, train_y, test_X, test_y)
se.evaluate_matrix(test_y,predicted)
def main(days):
d1 = datetime.datetime(2005, 1, 1)
d2 = datetime.datetime(2014, 12, 31)
train_X, train_y = low_freq_data("train", d1, d2, days)
test_X, test_y = low_freq_data("test", d1, d2, days)
predicted = low_freq_model(train_X, train_y, test_X, test_y)
se.evaluate_matrix(test_y, predicted)