INNER CODE UNIT · Python

__init__

dmarienko/QuantTradingResearch · models/helpers.py:43

    def __init__(self, description=None):
        self.description = description
    
    def fit(self, x, y, **kwargs):
        return self
    
    def predict(self, x, y=None, **kwargs):
        return None
    

class TrackingModel:
    def __init__(self, data, index_name, train_date):
        self.data = data
        self.closes = retain_columns_and_join(data, 'close')
        self.index = data[index_name]
        self.index_closes = self.index.close
        self.X_price = self.closes[self.closes.columns[~self.closes.columns.str.match(index_name)]]
        self.Y_price = self.closes[index_name]

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