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brnn metrics

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This commit is contained in:
martinb-bb
2023-02-08 14:07:07 -05:00
parent bbd802bf02
commit 15fdbce93e
3 changed files with 31 additions and 0 deletions
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4
openbb_terminal/forecast/brnn_model.py
View File

@@ -38,6 +38,7 @@ def get_brnn_data(
model_save_name: str = "brnn_model",
force_reset: bool = True,
save_checkpoints: bool = True,
metric: str = "mape",
) -> Tuple[
Optional[List[TimeSeries]],
Optional[List[TimeSeries]],
@@ -84,6 +85,8 @@ def get_brnn_data(
discarded). Defaults to True.
save_checkpoints: bool
Whether or not to automatically save the untrained model and checkpoints from training. Defaults to True.
metric: str
Metric to use for model selection. Defaults to "mape".
Returns
-------
@@ -174,4 +177,5 @@ def get_brnn_data(
train_split,
forecast_horizon,
n_predict,
metric,
)

7
openbb_terminal/forecast/brnn_view.py
View File

@@ -43,6 +43,7 @@ def display_brnn_forecast(
end_date: Optional[datetime] = None,
naive: bool = False,
export_pred_raw: bool = False,
metric: str = "mape",
external_axes: Optional[List[plt.axes]] = None,
):
"""Display BRNN forecast
@@ -102,6 +103,10 @@ def display_brnn_forecast(
naive: bool
Whether to show the naive baseline. This just assumes the closing price will be the same
as the previous day's closing price. Defaults to False.
export_pred_raw: bool
Whether to export the raw predicted values. Defaults to False.
metric: str
The metric to use for the model. Defaults to "mape".
external_axes: Optional[List[plt.axes]]
External axes to plot on
"""
@@ -137,6 +142,7 @@ def display_brnn_forecast(
model_save_name=model_save_name,
force_reset=force_reset,
save_checkpoints=save_checkpoints,
metric=metric,
)
if ticker_series == []:
return
@@ -160,6 +166,7 @@ def display_brnn_forecast(
forecast_only=forecast_only,
naive=naive,
export_pred_raw=export_pred_raw,
metric=metric,
external_axes=external_axes,
)
if residuals:

20
openbb_terminal/forecast/forecast_controller.py
View File

@@ -2126,6 +2126,7 @@ class ForecastController(BaseController):
end=True,
naive=True,
export_pred_raw=True,
metric=True,
)
ns_parser = self.parse_known_args_and_warn(
parser,
@@ -2155,6 +2156,7 @@ class ForecastController(BaseController):
end_date=ns_parser.s_end_date,
naive=ns_parser.naive,
export_pred_raw=ns_parser.export_pred_raw,
metric=ns_parser.metric,
)
@log_start_end(log=logger)
@@ -2187,6 +2189,7 @@ class ForecastController(BaseController):
end=True,
naive=True,
export_pred_raw=True,
metric=True,
)
ns_parser = self.parse_known_args_and_warn(
parser,
@@ -2214,6 +2217,7 @@ class ForecastController(BaseController):
end_date=ns_parser.s_end_date,
naive=ns_parser.naive,
export_pred_raw=ns_parser.export_pred_raw,
metric=ns_parser.metric,
)
@log_start_end(log=logger)
@@ -2273,6 +2277,7 @@ class ForecastController(BaseController):
end=True,
naive=True,
export_pred_raw=True,
metric=True,
)
ns_parser = self.parse_known_args_and_warn(
parser,
@@ -2309,6 +2314,7 @@ class ForecastController(BaseController):
end_date=ns_parser.s_end_date,
naive=ns_parser.naive,
export_pred_raw=ns_parser.export_pred_raw,
metric=ns_parser.metric,
)
@log_start_end(log=logger)
@@ -2385,6 +2391,7 @@ class ForecastController(BaseController):
end=True,
naive=True,
export_pred_raw=True,
metric=True,
)
ns_parser = self.parse_known_args_and_warn(
parser,
@@ -2427,6 +2434,7 @@ class ForecastController(BaseController):
end_date=ns_parser.s_end_date,
naive=ns_parser.naive,
export_pred_raw=ns_parser.export_pred_raw,
metric=ns_parser.metric,
)
@log_start_end(log=logger)
@@ -2494,6 +2502,7 @@ class ForecastController(BaseController):
end=True,
naive=True,
export_pred_raw=True,
metric=True,
)
ns_parser = self.parse_known_args_and_warn(
parser,
@@ -2537,6 +2546,7 @@ class ForecastController(BaseController):
end_date=ns_parser.s_end_date,
naive=ns_parser.naive,
export_pred_raw=ns_parser.export_pred_raw,
metric=ns_parser.metric,
)
@log_start_end(log=logger)
@@ -2644,6 +2654,7 @@ class ForecastController(BaseController):
naive=True,
explainability_raw=True,
export_pred_raw=True,
metric=True,
)
ns_parser = self.parse_known_args_and_warn(
parser,
@@ -2677,6 +2688,7 @@ class ForecastController(BaseController):
naive=ns_parser.naive,
explainability_raw=ns_parser.explainability_raw,
export_pred_raw=ns_parser.export_pred_raw,
metric=ns_parser.metric,
)
@log_start_end(log=logger)
@@ -2728,6 +2740,7 @@ class ForecastController(BaseController):
end=True,
naive=True,
export_pred_raw=True,
metric=True,
)
ns_parser = self.parse_known_args_and_warn(
parser,
@@ -2769,6 +2782,7 @@ class ForecastController(BaseController):
end_date=ns_parser.s_end_date,
naive=ns_parser.naive,
export_pred_raw=ns_parser.export_pred_raw,
metric=ns_parser.metric,
)
@log_start_end(log=logger)
@@ -2856,6 +2870,7 @@ class ForecastController(BaseController):
end=True,
naive=True,
export_pred_raw=True,
metric=True,
)
ns_parser = self.parse_known_args_and_warn(
parser,
@@ -2899,6 +2914,7 @@ class ForecastController(BaseController):
end_date=ns_parser.s_end_date,
naive=ns_parser.naive,
export_pred_raw=ns_parser.export_pred_raw,
metric=ns_parser.metric,
)
@log_start_end(log=logger)
@@ -2972,6 +2988,7 @@ class ForecastController(BaseController):
end=True,
naive=True,
export_pred_raw=True,
metric=True,
)
ns_parser = self.parse_known_args_and_warn(
parser,
@@ -3015,6 +3032,7 @@ class ForecastController(BaseController):
end_date=ns_parser.s_end_date,
naive=ns_parser.naive,
export_pred_raw=ns_parser.export_pred_raw,
metric=ns_parser.metric,
)
@log_start_end(log=logger)
@@ -3106,6 +3124,7 @@ class ForecastController(BaseController):
end=True,
naive=True,
export_pred_raw=True,
metric=True,
)
ns_parser = self.parse_known_args_and_warn(
parser,
@@ -3150,6 +3169,7 @@ class ForecastController(BaseController):
end_date=ns_parser.s_end_date,
naive=ns_parser.naive,
export_pred_raw=ns_parser.export_pred_raw,
metric=ns_parser.metric,
)
@log_start_end(log=logger)