from data.stock import Stock

from predictor import Predictor

from score import auc

from preprocess import Preprocess

data, targets, cv_targets = Stock.train()

#data = Preprocess.scale(data)

#cv_targets = Preprocess.scale(cv_targets)

#data = Preprocess.polynomial(data, 5)

half = len(data)/2

tr_data, holdout_data = data[:half], data[half:]

train_targets, holdout_targets = targets[:half], targets[half:]

Predictor.train(tr_data, train_targets)

preds = Predictor.multi_predict(holdout_data)

print 'AUC ', auc(preds, cv_targets)

print Predictor.multi_predict([[0.]])

print Predictor.multi_predict([[0.1]])

print Predictor.multi_predict([[-0.1]])

print Predictor.multi_predict([[0.01]])

print Predictor.multi_predict([[-0.01]])