linreg_crypto_eval.py

# Making a comparison DF
compare = pd.DataFrame()

compare['actual'] = y_test[col_name].reset_index(
    drop=True
)

compare['preds'] = preds

# Check to see if the predictions at least point in the correct direction
compare['same_direction'] = (
    compare['actual'].apply(
        lambda x: x>0
    )==compare['preds'].apply(
        lambda x: x>0
    )
)

display(compare)

# How often did predictions land in the same direction as the actual values?
dir_df = compare['same_direction'].value_counts().to_frame()

# Visualizing results
fig = px.scatter(
    compare,
    x=compare.index,
    y=['preds', 'actual'],
    title='Actual vs Preds'
)

fig.show()

fig = px.pie(
    dir_df,
    names=dir_df.index,
    values=dir_df['same_direction'],
    title='How often did predictions land in the same direction as the actual values?'
)

fig.show()