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#!/usr/bin/env python | |
""" | |
Retrieve intraday stock data from Google Finance. | |
""" | |
import csv | |
import datetime | |
import re | |
import pandas as pd |
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def append_variable_to_url(URL, var_dict): | |
''' | |
Properly format string to append variable to URL | |
:param var_dict: | |
:return: URL variables string | |
''' | |
var_string = "" | |
for key in var_dict: | |
if var_string == "": |
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%load_ext autoreload | |
%autoreload 2 | |
%matplotlib inline |
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def Find_Optimal_Cutoff(target, predicted): | |
""" Find the optimal probability cutoff point for a classification model related to event rate | |
Parameters | |
---------- | |
target : Matrix with dependent or target data, where rows are observations | |
predicted : Matrix with predicted data, where rows are observations | |
Returns | |
------- |
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from sklearn.base import BaseEstimator, ClassifierMixin | |
from sklearn.utils.validation import check_X_y, check_is_fitted | |
from sklearn.linear_model import LogisticRegression | |
from scipy import sparse | |
class NbSvmClassifier(BaseEstimator, ClassifierMixin): | |
def __init__(self, C=1.0, dual=False, n_jobs=1): | |
self.C = C | |
self.dual = dual | |
self.n_jobs = n_jobs |
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class Attention(Layer): | |
def __init__(self, step_dim, | |
W_regularizer=None, b_regularizer=None, | |
W_constraint=None, b_constraint=None, | |
bias=True, **kwargs): | |
""" | |
Keras Layer that implements an Attention mechanism for temporal data. | |
Supports Masking. | |
Follows the work of Raffel et al. [https://arxiv.org/abs/1512.08756] | |
# Input shape |
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import os | |
import hashlib | |
def generate_cache_recursive(path, cache): | |
'''Recursivly generate the cache of files in path. SHA256 is used. | |
path - string that is the path os a folder | |
cache - set that is the cache | |
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du -a | cut -d/ -f2 | sort | uniq -c | sort -nr |