fynance.neural_networks.RollAggrMultiNeuralNet.__call__

RollAggrMultiNeuralNet.__call__(y, X, NN, start=0, end=100000000.0, x_axis=None)

Callable method to set terget and features data, neural network object (Keras object is prefered).

Parameters:

y : np.ndarray[ndim=1, dtype=np.float32]

Target to predict.

X : np.ndarray[ndim=2, dtype=np.float32]

Features data.

NN : list of keras.engine.training.Model

Neural network model.

start : int, optional

Starting observation, default is 0.

end : int, optional

Ending observation, default is end.

x_axis : np.ndarray[ndim=1], optional

X-Axis to use for the backtest.

Returns:

ramnn : RollAggrMultiNeuralNet