MaStockMLMachine

class zvt.ml.ml.MaStockMLMachine(entity_ids: Optional[List[str]] = None, start_timestamp: Union[str, pandas._libs.tslibs.timestamps.Timestamp] = '2015-01-01', end_timestamp: Union[str, pandas._libs.tslibs.timestamps.Timestamp] = '2021-12-01', predict_start_timestamp: Union[str, pandas._libs.tslibs.timestamps.Timestamp] = '2021-06-01', predict_steps: int = 20, level: Union[zvt.contract.IntervalLevel, str] = IntervalLevel.LEVEL_1DAY, adjust_type: Optional[Union[zvt.contract.AdjustType, str]] = None, data_provider: Optional[str] = None, label_method: str = 'raw')

Bases: zvt.ml.ml.StockMLMachine

__init__(entity_ids: Optional[List[str]] = None, start_timestamp: Union[str, pandas._libs.tslibs.timestamps.Timestamp] = '2015-01-01', end_timestamp: Union[str, pandas._libs.tslibs.timestamps.Timestamp] = '2021-12-01', predict_start_timestamp: Union[str, pandas._libs.tslibs.timestamps.Timestamp] = '2021-06-01', predict_steps: int = 20, level: Union[zvt.contract.IntervalLevel, str] = IntervalLevel.LEVEL_1DAY, adjust_type: Optional[Union[zvt.contract.AdjustType, str]] = None, data_provider: Optional[str] = None, label_method: str = 'raw') None
Parameters
  • entity_ids

  • start_timestamp

  • end_timestamp

  • predict_start_timestamp

  • predict_steps

  • level

  • adjust_type

  • data_provider

  • label_method – raw, change, or behavior_cls

build_feature(entity_ids: List[str], start_timestamp: pandas._libs.tslibs.timestamps.Timestamp, end_timestamp: pandas._libs.tslibs.timestamps.Timestamp) pandas.core.frame.DataFrame
Parameters
  • entity_ids

  • start_timestamp

  • end_timestamp

Returns

entity_schema

alias of zvt.domain.meta.stock_meta.Stock