def __init__(self, symbols, targetVariable, models=None):
self.instrumentIds = symbols
self.trainingDataSource = None
self.validationDataSource = None
self.testDataSource = None
self.validationSplit = None
self.targetVariable = None
self.validationSplit = None
self.targetVariable = None
FeatureConfig.setupCustomFeatures(self.getCustomFeatures())
self.__instrumentFeatureConfigs = {}
instrumentFeatureConfigDicts = self.getInstrumentFeatureConfigDicts()
for instrumentType in instrumentFeatureConfigDicts:
if type(instrumentFeatureConfigDicts[instrumentType]) is list:
self.__instrumentFeatureConfigs[instrumentType] = list(
map(lambda x: FeatureConfig(x),
instrumentFeatureConfigDicts[instrumentType]))
elif type(instrumentFeatureConfigDicts[instrumentType]) is dict:
self.__instrumentFeatureConfigs[instrumentType] = {
k: FeatureConfig(v)
for k, v in instrumentFeatureConfigDicts[instrumentType]
}
else:
logError("Unknown type of instruments' feature config dicts")
def __init__(self):
FeatureConfig.setupCustomFeatures(self.getCustomFeatures())
self.__instrumentFeatureConfigs = {}
instrumentFeatureConfigDicts = self.getInstrumentFeatureConfigDicts()
for instrumentType in instrumentFeatureConfigDicts:
self.__instrumentFeatureConfigs[instrumentType] = list(
map(lambda x: FeatureConfig(x),
instrumentFeatureConfigDicts[instrumentType]))
self.__marketFeatureConfigs = list(
map(lambda x: FeatureConfig(x),
self.getMarketFeatureConfigDicts()))