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_format = 'dataframe' data_scaling = 'unscaled' only_column = 'mom' def __init__(self, allow_short: bool) -> None: super().__init__() self.allow_short = allow_short def fit(self, X, y, prev_model): # This is a static model, it can' learn anything pass def predict(self, X): 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 clone(self): return self