from __future__ import annotations 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_scaling = 'unscaled' only_column = None feature_selection = 'off' model_type = 'static' predict_window_size = 'single_timestamp' 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]: return (X[-1][0], np.array([])) def clone(self) -> StaticNaiveModel: return self def get_name(self) -> str: return 'static_naive' def initialize_network(self, input_dim:int, output_dim:int): pass