wnstnb commited on
Commit
d065f32
Β·
1 Parent(s): dfd3685

QOL improvements for table

Browse files
Files changed (1) hide show
  1. app.py +14 -3
app.py CHANGED
@@ -13,6 +13,11 @@ from sklearn import linear_model
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  import joblib
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  import os
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  from sklearn.metrics import roc_auc_score, precision_score, recall_score
 
 
 
 
 
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  def walk_forward_validation(df, target_column, num_training_rows, num_periods):
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@@ -363,6 +368,9 @@ if st.button('πŸ€– Run it'):
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  new_pred = pd.DataFrame(new_pred).T
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  # new_pred_show = pd.DataFrame(index=[new_pred.columns], columns=[new_pred.index], data=[[v] for v in new_pred.values])
 
 
 
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  new_pred['BigNewsDay'] = new_pred['BigNewsDay'].astype(float)
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  new_pred['Quarter'] = new_pred['Quarter'].astype(int)
@@ -440,13 +448,15 @@ if st.button('πŸ€– Run it'):
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  score_fmt = f'{score:.1%}'
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  results = pd.DataFrame(index=[
 
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  'Confidence Score',
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  'Success Rate',
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- f'NumObs {operator} {"" if do_not_play else score_fmt}'
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  ], data = [
 
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  f'{text_cond} {score:.1%}',
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  f'{historical_proba:.1%}',
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- num_obs
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  ])
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  results.columns = ['Outputs']
@@ -502,8 +512,9 @@ if st.button('πŸ€– Run it'):
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  perf_daily = res1.copy()
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  perf_daily['Accuracy'] = [get_acc(t, p) for t, p in zip(perf_daily['True'], perf_daily['Predicted'])]
 
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- tab1.subheader('Preds and Probabilities')
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  tab1.write(results)
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  tab1.write(df_probas)
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  import joblib
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  import os
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  from sklearn.metrics import roc_auc_score, precision_score, recall_score
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+ import datetime
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+ from pandas.tseries.offsets import BDay
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+ from datasets import load_dataset
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+
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+ dataset = load_dataset("boomsss/SPX_full_30min")
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  def walk_forward_validation(df, target_column, num_training_rows, num_periods):
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  new_pred = pd.DataFrame(new_pred).T
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  # new_pred_show = pd.DataFrame(index=[new_pred.columns], columns=[new_pred.index], data=[[v] for v in new_pred.values])
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+ # last_date = datetime.datetime.strptime(data.loc[final_row], '%Y-%m-%d')
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+ curr_date = final_row + BDay(1)
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+ curr_date = curr_date.strftime('%Y-%m-%d')
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  new_pred['BigNewsDay'] = new_pred['BigNewsDay'].astype(float)
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  new_pred['Quarter'] = new_pred['Quarter'].astype(int)
 
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  score_fmt = f'{score:.1%}'
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  results = pd.DataFrame(index=[
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+ 'PrevClose',
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  'Confidence Score',
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  'Success Rate',
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+ f'NumObs {operator} {"" if do_not_play else score_fmt}',
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  ], data = [
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+ f"{data.loc[final_row,'Close']:.2f}",
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  f'{text_cond} {score:.1%}',
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  f'{historical_proba:.1%}',
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+ num_obs,
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  ])
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  results.columns = ['Outputs']
 
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  perf_daily = res1.copy()
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  perf_daily['Accuracy'] = [get_acc(t, p) for t, p in zip(perf_daily['True'], perf_daily['Predicted'])]
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+
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+ tab1.subheader(f'Pred for {curr_date}')
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  tab1.write(results)
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  tab1.write(df_probas)
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