from __future__ import annotations import numpy as np from .base import Model from sklearn.base import BaseEstimator, ClassifierMixin class StaticMomentumModel(BaseEstimator, ClassifierMixin, Model): """ Model that uses only one feature: momentum. It's positive if momentum is greater than 0, otherwise it's negative. """ data_transformation = "original" only_column = "mom" 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) -> 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 np.array(prediction) def predict_proba(self, X) -> np.ndarray: return np.array([])