btc_forecast.py 文件源码

def __init__(self, model_type=DEFAULT_MODEL_TYPE):
        """
        Set ups model and pipeline for learning and predicting.

        :param model_type: only 'SVR' model is supported for now
        """
        assert (model_type == 'SVR'), "Model '{}' is not supported. " \
                                      "We support only SVR for now.".format(model_type)
        self._model_type = model_type
        self._model_params = BTCForecast.DEFAULT_SVR_MODEL_PARAMS

        # set up SVR pipeline
        self._scaler = preprocessing.StandardScaler(copy=True, with_mean=True, with_std=True)
        self._model = SVR(kernel=self._model_params['kernel'],
                          epsilon=self._model_params['epsilon'],
                          C=self._model_params['c'],
                          gamma=self._model_params['gamma'])
        self._pipeline = make_pipeline(self._scaler, self._model)
        self.has_learned = False