fynance.models.rolling._RollingBasis.run¶

_RollingBasis.run(backtest_plot=True, backtest_kpi=True, figsize=(9, 6), func=<ufunc 'sign'>)¶

Run neural network model and backtest predictions.

Parameters:

Parameters:	backtest_plot : bool, optional If True, display plot of backtest performances. backtest_kpi : bool, optional If True, display kpi of backtest performances. figsize : tuple of int, optional Size of the figure to plot loss and performances. func : callable, optional Function to apply on the prediction, default is np.sign function. If func is None, then func = lambda x: x so the raw values of the prediction are used to compute returns.

backtest_plot : bool, optional: If True, display plot of backtest performances.
backtest_kpi : bool, optional: If True, display kpi of backtest performances.
figsize : tuple of int, optional: Size of the figure to plot loss and performances.
func : callable, optional: Function to apply on the prediction, default is np.sign function. If func is None, then func = lambda x: x so the raw values of the prediction are used to compute returns.