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21 lines
468 B
Python
21 lines
468 B
Python
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from models.base import Model
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import numpy as np
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class StaticNaiveModel(Model):
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'''
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Model that carries the last observation (from returns) to the next one, naively.
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'''
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# data_format = 'dataframe'
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data_scaling = 'unscaled'
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only_column = None
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def fit(self, X, y):
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# This is a static model, it can' learn anything
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pass
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def predict(self, X):
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return np.array([X[-1][0]])
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def clone(self):
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return self
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