fynance.neural_networks.RollNeuralNet.__call__¶
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RollNeuralNet.
__call__
(y, X, NN, start=0, end=100000000.0, x_axis=None)¶ Callable method.
Set terget and features data, neural network object (Currently 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 : keras.engine.training.Model
Neural network model.
- start : int, optional
Starting observation, default is first observation.
- end : int, optional
Ending observation, default is last observation.
- x_axis : np.ndarray[ndim=1], optional
X-Axis to use for the backtest (int, date, str, etc.).
Returns: - rnn : RollNeuralNet