nicoforteza

import pandas as pd
import requests
import json

# API url
url = "http://0.0.0.0:5000/ad"
# data path
data = "dir/input/data/test/X.csv"
# load data to test the API - we are not testing the model!
x = pd.read_csv(data, index_col=0)

nicoforteza

import pickle
import sys
import os
import json
import traceback
import pandas as pd
from pyod.models.iforest import IForest


# directory where all the info is stored

nicoforteza

import os
import json
import pickle
import flask
import pandas as pd

prefix = "dir/"
model_path = os.path.join(prefix, 'model')

app = flask.Flask(__name__)

nicoforteza

import pandas as pd
import numpy as np

# names for the asset selection
NAMES = ['6M_Momentum', '1Y_Momentum', '6M_LowVol']
# allocation algorithm names (equally weighted)
ALLOCATION = ['EW']


class Backtest: