Functions — github.com/Jackmzw/Price_Prediction_LOB

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Functions19 in github.com/Jackmzw/Price_Prediction_LOB

⨍ Functions 19 ◇ Types & classes 3

↓ 2 callersFunctionevaluate

(source, source_batch)

code/cnn.py:137

↓ 2 callersFunctionevaluate

(source, source_batch)

code/rnn.py:153

↓ 2 callersFunctionget_batch

Construct the input and target data of the model, with batch.

↓ 2 callersFunctionget_batch

Construct the input and target data of the model, with batch.

code/rnn.py:106

↓ 2 callersMethodinit_hidden

code/models.py:42

↓ 2 callersFunctionrepackage_hidden

Wraps hidden states in new Variables, to detach them from their history.

↓ 1 callersMethod__init__

(self, rnn_type, ninp, ntag, nhid, nlayers, dropout=0)

code/models.py:13

↓ 1 callersFunctioncreat_label

Given a dataframe, construct the labels for each timestamps.

code/data.py:12

↓ 1 callersMethodinit_weights

code/models.py:31

↓ 1 callersMethodprocess_data

code/data.py:76

↓ 1 callersMethodread_data

code/data.py:59

↓ 1 callersFunctiontrain

code/cnn.py:105

↓ 1 callersFunctiontrain

code/rnn.py:116

(self, activation=F.relu, num_classes=3, dropout=0.5)

code/models.py:54

(self, path, symbol='a', delta=1, alpha=0, scaler=MinMaxScaler)

code/data.py:50

Functionbatch_index

code/data.py:39

(self, input, hidden)

code/models.py:36

code/models.py:73

Functionsubsample_index

Subsample the observations to produce a balanced training set, return a list of index.

code/data.py:22