示例#1
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 def job_delete(self, job_name):
     job_data = self.db.read('job', job_name)
     if not job_data:
         return False
     repo = Repository(job_data['repo'], db=self.db)
     scenario = Scenario(job_data['scenario'], repo=repo, db=self.db)
     job = Job(job_name, repo, scenario, db=self.db)
     job.delete()
     return job
示例#2
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 async def job_run(self, repo, scenario):
     job = Job(None, repo, scenario, db=self.db)
     await job.execute(scenario.data)
     repo.latest_job = job.name
     repo.save()
     scenario.latest_job = job.name
     scenario.save()
     return job
示例#3
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 def test_case_5(self):
     job = Job(source_filename=self.file1)
     job.material = self.material
     assert job.data==job.source
示例#4
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 def test_case_3(self):
     """job source is an etree element"""
     job = Job(source_filename=self.file1)
     assert job.load()
     log.info(type(job.source))
     assert type(job.source) == etree._ElementTree
示例#5
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 def test_case_2(self):
     """job loaded source file"""
     filename = 'box.svg'
     job = Job(source_filename=self.file1)
     log.info(job.messages)
     assert job.load()
示例#6
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 def test_case_1(self):
     """material width and length"""
     job = Job(source_filename=self.file1)
     job.material = self.material
     assert job.material.width==38.1
     assert job.material.length==4572
示例#7
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    'open': _sym+'_Open',
    'high': _sym+'_High',
    'low': _sym+'_Low',
    'close': _sym,
    'volume': _sym+'_Volume'
})

#bchn = s.get_dataset(DatasetType.BLOCKCHAIN)
# correlation(bchn.corr(), 'data/result/blockchain-corr.png', figsize=(32,18))
# pat = s.get_dataset(DatasetType.OHLCV_PATTERN)
# bchn.to_csv('data/result/block1chain-dataset.csv', sep=',', encoding='utf-8', index=True, index_label='Date')
# pat.to_csv('data/result/ohlcv_pattern.csv', sep=',', encoding='utf-8', index=True, index_label='Date')
# fourier_transform(bchn['CapMVRVCur'])
m = MNBModel()
s = s.time_slice('2018-01-01', '2018-02-27', format='%Y-%m-%d')
j = Job(symbol=s, model=m)
reports = j.grid_search(x_type=DatasetType.DISCRETE_TA,
                        y_type=DatasetType.DISCRETE_TA,
                        multiprocessing=False,
                        discretize=False,
                        variance_threshold=0.01,
                        params={'fit_prior': False, 'alpha': 0.01})

# Common
if isinstance(reports, list):
    c = ReportCollection(reports)
    df = c.to_dataframe()
    print(df.head())
    br = min(reports)
    print('Best config:\n\t{} accuracy: {} mse: {} profit: {}%'.format(str(br), str(br.accuracy()), str(br.mse()), br.profit()))
else:
示例#8
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def test_delete():
    job = Job('present_name', REPO, SCENARIO, db=DB)
    result = job.delete()
    assert_equals(result, True)
示例#9
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def test_dump():
    job = Job('present_name', REPO, SCENARIO, db=DB)
    result = job.dump()
    assert_equals(type(result), dict)
示例#10
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def test_load_present():
    job = Job('present_name', REPO, SCENARIO, db=DB)
    job.load()
    assert_equals(job.attribute, 51)
示例#11
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def test_save():
    job = Job('present_name', REPO, SCENARIO, db=DB)
    job.attribute = 51
    result = job.save()
    assert_equals(type(result), dict)
示例#12
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def test_load_absent():
    job = Job('missing_name', REPO, SCENARIO, db=DB)
    job.load()
    assert_equals(job.exists, False)
示例#13
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             log_level=logging.DEBUG,
             logger='job_test')
df = pd.read_csv("./data/result/ohlcv.csv",
                 sep=',',
                 encoding='utf-8',
                 index_col='Date',
                 parse_dates=True)
btc = pd.read_csv("./data/coinmetrics.io/btc.csv",
                  sep=',',
                  encoding='utf-8',
                  index_col='date',
                  parse_dates=True)
s = Symbol('BTC',
           ohlcv=df,
           blockchain=btc,
           column_map={
               'open': 'BTC_Open',
               'high': 'BTC_High',
               'low': 'BTC_Low',
               'close': 'BTC',
               'volume': 'BTC_Volume'
           })
m = ARIMAModel()
s = s.time_slice('2016-12-01', '2016-12-31', format='%Y-%m-%d')
j = Job(symbol=s, model=m)
r = j.holdout(x_type=DatasetType.OHLCV_PCT,
              y_type=DatasetType.OHLCV_PCT,
              univariate_column='close')

#r = min(reports)
print('Best config: {} mse: {}'.format(str(r), str(r.mse())))
               'high': _sym + '_High',
               'low': _sym + '_Low',
               'close': _sym,
               'volume': _sym + '_Volume'
           })

# bchn = s.get_dataset(DatasetType.BLOCKCHAIN)
# correlation(bchn.corr(), 'data/result/blockchain-corr.png', figsize=(32,18))
# pat = s.get_dataset(DatasetType.OHLCV_PATTERN)
# bchn.to_csv('data/result/block1chain-dataset.csv', sep=',', encoding='utf-8', index=True, index_label='Date')
# pat.to_csv('data/result/ohlcv_pattern.csv', sep=',', encoding='utf-8', index=True, index_label='Date')
# fourier_transform(bchn['CapMVRVCur'])
m = ModelFactory.create_model('mlp')
#s = s.add_lag(7)
s = s.time_slice('2018-01-01', '2018-02-27', format='%Y-%m-%d')
j = Job(symbol=s, model=m)
reports = j.grid_search(
    x_type=DatasetType.CONTINUOUS_TA,
    y_type=DatasetType.DISCRETE_TA,
    #undersample=True,
    #multiprocessing=False,
    #discretize=False,
    #variance_threshold=0.01,
)

# Common
if isinstance(reports, list):
    c = ReportCollection(reports)
    df = c.to_dataframe()
    print(df.head())
    br = min(reports)