def TestPredictionUpDown():
C = 8192
gamma = 0.0001220703125
windowSize = 12
df = ReadCSVPandas('Close_Values.csv')
fe = FeatureExtractor()
featureUpDown = fe.ExtractUpDown(df['BVMF:BBDC4'])
fig = plt.figure()
ax = plt.subplot(111)
ax.plot(featureUpDown, color='r')
ax.plot(df['BVMF:BBDC4'], color='k')
plt.show()
ts = np.array(featureUpDown)
trainingPeriod = windowSize * 30
testingPeriod = 5
svm = PredSVM(ts[0:trainingPeriod], 'rbf', C, gamma)
svm.GenerateTrainingDataset(windowSize)
svm.Train()
svm.GridSearch()
testY = svm.PredictNextN(testingPeriod)
PlotResults(ts[trainingPeriod:trainingPeriod + testingPeriod], testY)
plt.show()
