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ee35332f58
* feat: Added base functions for Neural Net. * feat: Added function to handle Neural Nets. * fix: Fixed fit loop * feat: Neural Net trains now, need to test it. * feat: Prediction now works on the neural net. * fix: Put back config and run_pipeline.py * fix: Took out import from run_pipeline. * fix(Models): added get_name(), adjusted pytorch model output size * fix(Tests): fixed tests Co-authored-by: Mark Aron Szulyovszky <mark.szulyovszky@gmail.com>
30 lines
797 B
Python
30 lines
797 B
Python
from __future__ import annotations
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from models.base import Model
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import numpy as np
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class StaticNaiveModel(Model):
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'''
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Model that carries the last observation (from returns) to the next one, naively.
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'''
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data_scaling = 'unscaled'
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only_column = None
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feature_selection = 'off'
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model_type = 'static'
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predict_window_size = 'single_timestamp'
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def fit(self, X: np.ndarray, y: np.ndarray) -> None:
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# This is a static model, it can' learn anything
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pass
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def predict(self, X) -> tuple[float, np.ndarray]:
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return (X[-1][0], np.array([]))
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def clone(self) -> StaticNaiveModel:
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return self
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def get_name(self) -> str:
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return 'static_naive'
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def initialize_network(self, input_dim:int, output_dim:int):
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pass |