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).

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.

rmrnn : RollMultiRollNeuralNet