from .types import FeatureExtractorConfig from .feature_extractors import feature_lag, feature_mom, feature_ROC, feature_RSI, feature_STOD, feature_STOK, feature_expanding_zscore, feature_vol, feature_day_of_month, feature_day_of_week, feature_month, feature_debug_future_lookahead from .fractional_differentiation import feature_fractional_differentiation, feature_fractional_differentiation_log __presets = dict( debug_future_lookahead = [('debug_future', feature_debug_future_lookahead, [1])], single_mom = [('mom', feature_mom, [30])], single_vol = [('vol', feature_vol, [30])], mom = [('mom', feature_mom, [10, 20, 30, 60, 90])], vol = [('vol', feature_vol, [10, 20, 30, 60])], lags_up_to_5 = [('lag', feature_lag, [1,2,3,4,5])], lags_up_to_10 = [('lag', feature_lag, [1,2,3,4,5,6,7,8,9,10])], date_all = [ ('day_of_week', feature_day_of_week, [0]), ('day_of_month', feature_day_of_month, [0]), ('month', feature_month, [0])], date_days = [ ('day_of_week', feature_day_of_week, [0]), ('day_of_month', feature_day_of_month, [0]), ], roc = [('roc', feature_ROC, [10, 30])], rsi = [('rsi', feature_ROC, [10, 30, 100])], stod = [('stod', feature_STOD, [10, 30, 200])], stok = [('stok', feature_STOK, [10, 30, 200])], fracdiff = [('fracdiff', feature_fractional_differentiation, [10, 30])], fracdiff_log = [('fracdiff_log', feature_fractional_differentiation_log, [10, 30])], z_score = [('z_score', feature_expanding_zscore, [10])], ) presets = __presets | dict( level_1 = __presets["mom"] + __presets["vol"], level_2 = __presets["mom"] + __presets["vol"] + __presets["roc"] + __presets["rsi"] + __presets["stod"] + __presets["stok"], )