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Upgrade spaces and add more tests

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This commit is contained in:
D-X-Y
2021-03-18 15:04:14 +08:00
parent 85ee0ad4eb
commit 38409e602f
12 changed files with 386 additions and 84 deletions
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14
lib/trade_models/naive_v2_model.py
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@@ -29,7 +29,11 @@ class NAIVE_V2(Model):
self.d_feat = d_feat
self.seed = seed
self.logger.info("NAIVE parameters setting: d_feat={:}, seed={:}".format(self.d_feat, self.seed))
self.logger.info(
"NAIVE parameters setting: d_feat={:}, seed={:}".format(
self.d_feat, self.seed
)
)
if self.seed is not None:
random.seed(self.seed)
@@ -79,8 +83,12 @@ class NAIVE_V2(Model):
)
# df_train['feature']['CLOSE1'].values
# train_dataset['features'][:, -1]
train_mse_loss = self.mse(self.model(train_dataset["features"]), train_dataset["labels"])
valid_mse_loss = self.mse(self.model(valid_dataset["features"]), valid_dataset["labels"])
train_mse_loss = self.mse(
self.model(train_dataset["features"]), train_dataset["labels"]
)
valid_mse_loss = self.mse(
self.model(valid_dataset["features"]), valid_dataset["labels"]
)
self.logger.info("Training MSE loss: {:}".format(train_mse_loss))
self.logger.info("Validation MSE loss: {:}".format(valid_mse_loss))
self.fitted = True