def make_feature(): saved_test_days = data_params.FORECAST_DAYS data_params.FORECAST_DAYS = 6 params = data_params.TrainParams(("POGR", "LKOH"), pd.Timestamp("2021-02-12"), PARAMS) yield usd.USD("POGR", params) data_params.FORECAST_DAYS = saved_test_days
def make_feature(): saved_test_days = data_params.FORECAST_DAYS data_params.FORECAST_DAYS = 6 params = data_params.TrainParams(("POGR", "LKOH"), pd.Timestamp("2020-11-03"), PARAMS) yield mcftrr.MCFTRR("POGR", params) data_params.FORECAST_DAYS = saved_test_days
def make_feature(): saved_test_days = data_params.FORECAST_DAYS data_params.FORECAST_DAYS = 6 params = data_params.TrainParams(("POGR", "LKOH"), pd.Timestamp("2020-10-16"), PARAMS) yield rvi.RVI("POGR", params) data_params.FORECAST_DAYS = saved_test_days
def make_feature(): saved_test_days = data_params.FORECAST_DAYS data_params.FORECAST_DAYS = 6 params = data_params.TrainParams(("POGR", "LKOH"), pd.Timestamp("2020-11-30"), PARAMS) yield imoex.IMOEX("POGR", params) data_params.FORECAST_DAYS = saved_test_days
def make_dataset(): params = data_params.TrainParams(TICKERS, DATE, PARAMS) return data_loader.OneTickerDataset("NMTP", params), params
def make_train_params(): yield data_params.TrainParams(TICKERS, DATE, PARAMS)
def make_train_params(): with set_start_date(): yield data_params.TrainParams(TICKERS, DATE, PARAMS)