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Fix exiting terminal with invalid end date + improve plotting backtest w loops

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This commit is contained in:
didier
2021-03-22 18:41:16 +00:00
parent 53d93faa48
commit e1d81209ea
2 changed files with 54 additions and 23 deletions
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2
gamestonk_terminal/helper_funcs.py
View File

@@ -36,7 +36,7 @@ def valid_date(s: str) -> datetime:
try:
return datetime.strptime(s, "%Y-%m-%d")
except ValueError as value_error:
raise argparse.ArgumentTypeError("Not a valid date: {s}") from value_error
raise argparse.ArgumentTypeError(f"Not a valid date: {s}") from value_error
def plot_view_stock(df, symbol):

75
gamestonk_terminal/prediction_techniques/neural_networks.py
View File

@@ -232,30 +232,35 @@ def _parse_args(prog, description, l_args):
help="number of loops to iterate and train models",
)
ns_parser = parse_known_args_and_warn(parser, l_args)
if not ns_parser:
try:
ns_parser = parse_known_args_and_warn(parser, l_args)
if not ns_parser:
return None
# set xla flags if requested
xla_flags = (
set(ORIGINAL_TF_XLA_FLAGS.split(" ")) if ORIGINAL_TF_XLA_FLAGS else set()
)
if ns_parser.b_xla_cpu or ns_parser.b_xla_gpu:
xla_flags.add("--tf_xla_enable_xla_devices")
if ns_parser.b_xla_cpu:
xla_flags.add("--tf_xla_cpu_global_jit")
if ns_parser.b_xla_gpu:
xla_flags.add("--tf_xla_auto_jit=2")
os.environ["TF_XLA_FLAGS"] = " ".join(xla_flags)
# set GPU memory growth flag
if ns_parser.s_force_gpu_allow_growth == "true":
os.environ["TF_FORCE_GPU_ALLOW_GROWTH"] = "true"
elif ns_parser.s_force_gpu_allow_growth == "false":
os.environ["TF_FORCE_GPU_ALLOW_GROWTH"] = "false"
return ns_parser
except SystemExit:
print("")
return None
# set xla flags if requested
xla_flags = (
set(ORIGINAL_TF_XLA_FLAGS.split(" ")) if ORIGINAL_TF_XLA_FLAGS else set()
)
if ns_parser.b_xla_cpu or ns_parser.b_xla_gpu:
xla_flags.add("--tf_xla_enable_xla_devices")
if ns_parser.b_xla_cpu:
xla_flags.add("--tf_xla_cpu_global_jit")
if ns_parser.b_xla_gpu:
xla_flags.add("--tf_xla_auto_jit=2")
os.environ["TF_XLA_FLAGS"] = " ".join(xla_flags)
# set GPU memory growth flag
if ns_parser.s_force_gpu_allow_growth == "true":
os.environ["TF_FORCE_GPU_ALLOW_GROWTH"] = "true"
elif ns_parser.s_force_gpu_allow_growth == "false":
os.environ["TF_FORCE_GPU_ALLOW_GROWTH"] = "false"
return ns_parser
def _restore_env():
"""Restore environment variables to original values"""
@@ -544,6 +549,14 @@ def _plot_and_print_results(
c="green",
ls="--",
)
plt.fill_between(
df_pred.index,
df_quantiles["Quantile 10%"],
df_quantiles["Quantile 90%"],
alpha=0.30,
color="tab:green",
interpolate=True,
)
plt.title("BACKTESTING: Real data price versus Prediction")
plt.xlim(df_stock.index[-1], df_pred.index[-1] + datetime.timedelta(days=1))
@@ -636,6 +649,24 @@ def _plot_and_print_results(
ls="--",
c="red",
)
plt.fill_between(
df_pred.index,
100
* (
df_quantiles["Quantile 10%"].values
- df_future["5. adjusted close"].values
)
/ df_future["5. adjusted close"].values,
100
* (
df_quantiles["Quantile 90%"].values
- df_future["5. adjusted close"].values
)
/ df_future["5. adjusted close"].values,
alpha=0.30,
color="red",
interpolate=True,
)
plt.title("BACKTESTING: Error between Real data and Prediction [%]")
plt.xlim(df_stock.index[-1], df_pred.index[-1] + datetime.timedelta(days=1))