test.py

import logging
from model.models import Simulator
import service.regressor as regressor


cols = ['Open_Ask_EURRUB', 'Open_Ask_USDRUB', 'Open_Ask_USDCAD', 'Open_Ask_LIGHTCMDUSD',
        'Open_Ask_USDMXN', 'Open_Ask_EURNOK', 'Open_Ask_USDNOK', 'Open_Ask_BRENTCMDUSD']


def compute(targets):
    for target in targets:

        datasource_path = 'data/merged_no_spread_light_Ask_Open_only.csv'

        simulator = Simulator(dt_from='2016-10-24 12:00', dt_to='2016-12-1 12:30', target='Open_Ask_USDCAD', shift=10, fit_model=True,
                              datasource_path=datasource_path, clf='classifier', ticks_to_shift=[1, 5, 10, 20, 50], verbose=True)
        regressor.dataset(simulator)
        regressor.fit(simulator)
        regressor.predict(simulator)
        logging.info(simulator.features_weight[:10])


if __name__ == '__main__':
    try:
        compute(['Open_Ask_USDCAD'])
    except Exception as e:
        logging.error('Error :')
        raise