Skip to content

Instantly share code, notes, and snippets.

@piEsposito

piEsposito/eval_ci_acc.py

Created April 14, 2020 21:51
Show Gist options
  • Save piEsposito/f4c5601fb8ca51733e3f35b7bf3dbf02 to your computer and use it in GitHub Desktop.
Save piEsposito/f4c5601fb8ca51733e3f35b7bf3dbf02 to your computer and use it in GitHub Desktop.
Download ZIP
Raw
eval_ci_acc.py
y = np.array(df.Close[-750:]).reshape(-1, 1)
under_upper = upper_bound_unscaled > y
over_lower = lower_bound_unscaled < y
total = (under_upper == over_lower)
print("{} our predictions are in our confidence interval".format(np.mean(total)))
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment