fynance.models.rolling._RollingBasis.__call__¶
-
_RollingBasis.
__call__
(train_period, test_period, start=0, end=None, roll_period=None, eval_period=None, batch_size=64, epochs=1)¶ Callable method to set target features data, and model.
Parameters: - train_period, test_period : int
Size of respectively training and testing sub-periods.
- start : int, optional
Starting observation, default is first observation.
- end : int, optional
Ending observation, default is last observation.
- roll_period : int, optional
Size of the rolling period, default is the same size of the testing sub-period.
- eval_period : int, optional
Size of the evaluating period, default is the same size of the testing sub-period if training sub-period is large enough.
- batch_size : int, optional
Size of a training batch, default is 64.
- epochs : int, optional
Number of epochs on the same subperiod, default is 1.
Returns: - _RollingBasis
The rolling basis model.