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ENH strategy col_names support ENH classic linreg util TST strategies update

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This commit is contained in:
Kevin Johnson
2020-09-25 09:18:46 -07:00
parent 591d5a474d
commit 3eee8901bf
11 changed files with 515 additions and 272 deletions
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examples/AIExample.ipynb
+9 -9
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@@ -45,7 +45,7 @@
"Numpy v1.18.3\n",
"Pandas v1.1.0\n",
"mplfinance v0.12.6a3\n",
"Pandas TA v0.2.08b\n"
"Pandas TA v0.2.12b\n"
]
}
],
@@ -91,7 +91,7 @@
" # All Data: 0, Last Four Years: 0.25, Last Two Years: 0.5, This Year: 1, Last Half Year: 2, Last Quarter: 4\n",
" yearly_divisor = {\"all\": 0, \"10y\": 0.1, \"5y\": 0.2, \"4y\": 0.25, \"3y\": 1./3, \"2y\": 0.5, \"1y\": 1, \"6mo\": 2, \"3mo\": 4}\n",
" yd = yearly_divisor[tf] if tf in yearly_divisor.keys() else 0\n",
" return int(ta.TRADING_DAYS_PER_YEAR / yd) if yd > 0 else df.shape[0]"
" return int(ta.RATE[\"TRADING_DAYS_PER_YEAR\"] / yd) if yd > 0 else df.shape[0]"
]
},
{
@@ -112,13 +112,13 @@
"text": [
"[!] Loading All: SPY, QQQ, AAPL, TSLA\n",
"[i] Loaded['D']: SPY_D.csv\n",
"[i] Runtime: 812.7898 ms (0.8128 s)\n",
"[i] Runtime: 1812.7836 ms (1.8128 s)\n",
"[i] Loaded['D']: QQQ_D.csv\n",
"[i] Runtime: 818.7984 ms (0.8188 s)\n",
"[i] Runtime: 1747.0058 ms (1.7470 s)\n",
"[i] Loaded['D']: AAPL_D.csv\n",
"[i] Runtime: 1227.1223 ms (1.2271 s)\n",
"[i] Runtime: 1105.7967 ms (1.1058 s)\n",
"[i] Loaded['D']: TSLA_D.csv\n",
"[i] Runtime: 1858.9133 ms (1.8589 s)\n"
"[i] Runtime: 906.7782 ms (0.9068 s)\n"
]
}
],
@@ -353,7 +353,7 @@
{
"data": {
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]
},
"execution_count": 9,
@@ -396,7 +396,7 @@
{
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"execution_count": 10,
@@ -441,7 +441,7 @@
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"execution_count": 11,