Skip to content

Instantly share code, notes, and snippets.

Embed
What would you like to do?
from hmmlearn.hmm import GaussianHMM
class StockPredictor(object):
def __init__(self, company, n_latency_days=10, n_hidden_states=4):
self._init_logger()
self.company = company
self.n_latency_days = n_latency_days
self.hmm = GaussianHMM(n_components=n_hidden_states)
self.data = pd.read_csv(
'data/company_data/{company}.csv'.format(company=self.company))
def fit(self):
self._logger.info('>>> Extracting Features')
feature_vector = StockPredictor._extract_features(self.data)
self._logger.info('Features extraction Completed <<<')
self.hmm.fit(feature_vector)
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment