from __future__ import annotations from models.base import Model import numpy as np class StaticMomentumModel(Model): ''' Model that uses only one feature: momentum. It's positive if momentum is greater than 0, otherwise it's negative. ''' data_scaling = 'unscaled' only_column = 'mom' feature_selection = 'off' model_type = 'static' predict_window_size = 'single_timestamp' def __init__(self, allow_short: bool) -> None: super().__init__() self.allow_short = allow_short def fit(self, X: np.ndarray, y: np.ndarray) -> None: # This is a static model, it can' learn anything pass def predict(self, X) -> tuple[float, np.ndarray]: negative_class = -1.0 if self.allow_short == True else 0.0 prediction = 1.0 if X[-1][0] > 0 else negative_class return (prediction, np.array([])) def clone(self) -> StaticMomentumModel: return self def get_name(self) -> str: return 'static_mom' def initialize_network(self, input_dim:int, output_dim:int): pass