fynance.neural_networks.RollMultiRollNeuralNet.__call__¶
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RollMultiRollNeuralNet.
__call__
(y, X, NN, weights=[], start=0, end=100000000.0, x_axis=None, reset_nn=True)¶ 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 models.
- start : int
Starting observation, default is first one.
- end : int
Ending observation, default is last one.
- x_axis : np.ndarray[ndim=1], optional
X-Axis to use for the backtest.
- reset_nn : bool or int, optional
If int reset one neural network each reset_nn periods. Default is True.
Returns: - rmrnn : RollMultiRollNeuralNet