eval.py 文件源码

def how_to_use():
    # Set date range for training/test data
    train_start_date = np.datetime64("2012-01-01")
    train_end_date = np.datetime64("2015-12-31")
    test_start_date = np.datetime64("2016-01-01")
    test_end_date = np.datetime64("2016-08-31")

    # Doanload latest data
    stockdata = StockData()
    stockdata.download()

    # How to train
    model = NikkeiModel([], "YourModelName")
    model.prepare_training_data(train_start_date, train_end_date)
    model.train()

    # How to evaluate
    model.prepare_test_data(test_start_date, test_end_date)
    model.evaluate()
    model.backtest()

    # How to predict
    n225_open = 16500 # Today's N225 Open value
    model.predict(n225_open, np.datetime64("today"), downloadData=False)