BacktestNeuralNet

Defined in fynance.backtest

class BacktestNeuralNet(figsize=(9, 6), loss_xlim=None, perf_xlim=None, accu_xlim=None, plot_accuracy=False, plot_loss=True, plot_perf=False, **subplot_kw)

Bases: object

plot_accuracy(test, eval, train=None, clear=True)

Plot accuracy scores for test and evaluate set.

plot_loss(test, eval, train=None, clear=True)

Plot loss function values for test and evaluate set.

plot_perf(test, eval, underlying=None, index=None, clear=True)

Plot performance values for test and eval set.

set_plot_accuracy(ax, accu_xlim=None)

Set plot accuracy object.

set_plot_loss(ax, loss_xlim=None)

Set plot loss object.

update_accuracy(test, eval, train=None)

Plot accuracy scores for test and evaluate set.

update_loss(test, eval, train=None)

Plot loss function values for test and evaluate set.

update_perf(test, eval, underlying=None, index=None, clear=True)

Update performance values for test and eval set.