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