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main.py
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main.py
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#!/usr/bin/env python
# -*- coding: utf-8 -*-
import src.data as pr
import src.model as mod
import src.visualization as vis
def main():
# Preprocessing
prep = pr.TrainPrep()
prep.prep_icsa()
prep.prep_tis()
prep.join_inputs()
# Data split into train-test windows
ws = pr.WindowSplit()
ws.generate_windows()
# Fit, Predict, save predictions
fp = mod.RollingLSTM()
fp.model_fit_predict_multiprocess(save=True)
fp.save_results()
# Get performance metrics
metrics = mod.PerformanceMetrics()
metrics.load_eval_data()
metrics.calculate_metrics()
# Visualize results
vs = vis.Plots()
vs.load_performance_data()
vs.hist()
vs.equity_line()
return 0
if __name__ == "__main__":
main()