def model(all_x, all_x_dates, all_y, all_y_dates):
values = all_x[-(look_back_years + 1):-1]
dates = all_x_dates[-(look_back_years + 1):-1]
ind1 = Preprocessor(dates, values).slope()
values = all_y[-(look_back_years + 1):-1]
dates = all_y_dates[-(look_back_years + 1):-1]
ind2 = Preprocessor(dates, values).slope()
return (ind1 < 0.20 and ind2 < 0.11)
def __init__(self,
look_back_years,
cache_enabled=False,
cache_host="localhost",
cache_port=27017):
'''
Constructor
'''
self.t_loc = conf.sample_selection_file
self.extractor = Extractor()
self.cache_enabled = cache_enabled
if self.cache_enabled:
self.extractor.enable_cache(cache_host, cache_port)
self.look_back_years = look_back_years
self.preprocessor = Preprocessor()
# sample set placeholders
self.crisis_samples = []
self.normal_samples = []
self.metadata = Metadata(conf, look_back_years)
def apply_slope(self, *args):
"""
@param *args:
look_back_year - integer stating how many
values back to look in the slope
"""
#TODO: move this method to preprocessor & get rid of the foc dependency
look_back_years = args[0]
new_values = []
past_values = []
past_dates = []
for i in range(len(self.dates)):
past_dates.append(self.dates[i])
past_values.append(self.values[i])
if i >= look_back_years - 1:
new_values.append(
Preprocessor(past_dates, past_values).slope())
past_dates.pop(0)
past_values.pop(0)
try:
[self.dates.pop(0) for i in range(look_back_years - 1)]
except:
pass
self.values = new_values
