st_train_model.py 文件源码

def __init__(self):
        """ Initialize predictive model with model, model indicators, and params. """
        self.name = "Support Vector"
        self.summary_name = "SVR"
        self.indicators_samples      = {'Daily':42}
        self.full_indicators_samples = {'Daily':42, 'Volume':10, 'Open':10, 'High':10, 'Low':10, 'SMA':5, 'EWMA':5, 'MOM':5, 'STD':5}
        self.model_params = dict(kernel    = ['poly', 'rbf'],
                                 C         = [1e-2, 0.1, 1, 10],
                                 tolerance = [.001, 0.1],
                                 full_indicators     = [True, False],
                                 sample_presentation = [SamplePresentation.cumulative])
        self.pretrained_model = None #save the pretrained model for future use