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Fix mismatches with the code in the book. #6

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Fix mismatches with the code in the book. #6

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30 changes: 15 additions & 15 deletions notebooks/Chapter_07.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -978,18 +978,18 @@
" bullish = df[predictions == True]\n",
" bullish_gains = bullish.sort_index().groupby(bullish.index.date).head(1)['gain']\n",
" bullish_gains.cumsum().plot(label='Bullish Only', legend=True)\n",
" print(f'% of time with profit: {(bullish_gains.cumsum() > 0).mean():.3f}')\n",
" print(f'Percentage of time with profit for bullish only: {(bullish_gains.cumsum() > 0).mean():.3f}')\n",
" print(f'Total Gains for bullish is {bullish_gains.sum():.3f}')\n",
" \n",
" bearish = df[predictions == False]\n",
" bearish_gains = bearish.sort_index().groupby(bearish.index.date).head(1)['gain']\n",
" bearish_gains.cumsum().plot(label='Bearish Only', legend=True)\n",
" print(f'% of time with profit: {(bearish_gains.cumsum() > 0).mean():.3f}')\n",
" print(f'Percentage of time with profit for bearish only: {(bearish_gains.cumsum() > 0).mean():.3f}')\n",
" print(f'Total Gains for bearish is {bearish_gains.sum():.3f}')\n",
" \n",
" gains = df.sort_index().groupby(df.index.date).head(1)['gain']\n",
" gains.cumsum().plot(label='All Predictions', legend=True)\n",
" print(f'% of time with profit: {(gains.cumsum() > 0).mean():.3f}')\n",
" print(f'Percentage of time with profit for all predictions: {(gains.cumsum() > 0).mean():.3f}')\n",
" print(f'Total Gains for all predictions is {gains.sum():.3f}')\n",
" \n",
" plt.title('Gains')\n",
Expand All @@ -1007,11 +1007,11 @@
"name": "stdout",
"output_type": "stream",
"text": [
"% of time with profit: 0.077\n",
"Percentage of time with profit for bullish only: 0.077\n",
"Total Gains for bullish is -0.043\n",
"% of time with profit: 0.500\n",
"Percentage of time with profit for bearish only: 0.500\n",
"Total Gains for bearish is -0.004\n",
"% of time with profit: 0.308\n",
"Percentage of time with profit for all predictions: 0.308\n",
"Total Gains for all predictions is -0.021\n"
]
},
Expand Down Expand Up @@ -1818,11 +1818,11 @@
"\n",
"Best params: {'classifier__criterion': 'entropy', 'classifier__max_depth': 10, 'classifier__max_features': None, 'classifier__min_samples_split': 3, 'select_from_model__estimator': LogisticRegression(random_state=0), 'select_from_model__threshold': 'median'}\n",
"Overall took 263.71 seconds\n",
"% of time with profit: 0.000\n",
"Percentage of time with profit for bullish only: 0.000\n",
"Total Gains for bullish is -0.038\n",
"% of time with profit: 1.000\n",
"Percentage of time with profit for bearish only: 1.000\n",
"Total Gains for bearish is 0.017\n",
"% of time with profit: 0.923\n",
"Percentage of time with profit for all predictions: 0.923\n",
"Total Gains for all predictions is 0.004\n"
]
},
Expand Down Expand Up @@ -1924,11 +1924,11 @@
"\n",
"Best params: {'classifier__criterion': 'entropy', 'classifier__max_depth': 10, 'classifier__max_features': None, 'classifier__min_samples_split': 5, 'rfe__estimator': LogisticRegression(random_state=0), 'rfe__n_features_to_select': 0.8}\n",
"Overall took 675.54 seconds\n",
"% of time with profit: 0.000\n",
"Percentage of time with profit for bullish only: 0.000\n",
"Total Gains for bullish is -0.063\n",
"% of time with profit: 0.381\n",
"Percentage of time with profit for bearish only: 0.381\n",
"Total Gains for bearish is -0.027\n",
"% of time with profit: 0.077\n",
"Percentage of time with profit for all predictions: 0.077\n",
"Total Gains for all predictions is -0.100\n"
]
},
Expand Down Expand Up @@ -4048,11 +4048,11 @@
"\n",
"Best params: {'classifier__criterion': 'entropy', 'classifier__max_depth': None, 'classifier__max_features': None, 'classifier__min_samples_split': 2, 'poly__degree': 2, 'select_from_model__estimator': RandomForestClassifier(n_estimators=20, random_state=0), 'select_from_model__threshold': 'mean'}\n",
"Overall took 947.51 seconds\n",
"% of time with profit: 0.737\n",
"Percentage of time with profit for bullish only: 0.737\n",
"Total Gains for bullish is 0.028\n",
"% of time with profit: 1.000\n",
"Percentage of time with profit for bearish only: 1.000\n",
"Total Gains for bearish is 0.095\n",
"% of time with profit: 1.000\n",
"Percentage of time with profit for all predictions: 1.000\n",
"Total Gains for all predictions is 0.158\n"
]
},
Expand Down