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AugurWorks / UI

Augurworks UI code
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Handle Non-trading days for NN #192

Open augurworks1 opened 9 years ago

augurworks1 commented 9 years ago

Currently NN does not handle weekends and non-trading holidays. It appears to have an impact on Mondays or next trading day results/

TheConnMan commented 9 years ago

What would you like the fix to be? Either we cut out non-trading days altogether (including for sentiment) or just extrapolate over non-trading days by saying that the next trading day is a result of all the previous non-trading days.

augurworks1 commented 9 years ago

Not really sure. What's the downside of cutting out non-trading days?

The scenario last week was Friday 2/13 was the last trading day of the week and with an offset of 1, the next predicted day was Sat 2/14 (which was actually Tuesdays prediction) until the data was updated on Tuesday. However, once the Quandl data was updated on Tuesday, then the splining took effect and there was continuous data over the weekend. Both Steve and Greg thought it was confusing. I'm just wondering the best way to handle it.

On Sun, Feb 22, 2015 at 2:51 PM, Brian Conn notifications@github.com wrote:

What would you like the fix to be? Either we cut out non-trading days altogether (including for sentiment) or just extrapolate over non-trading days by saying that the next trading day is a result of all the previous non-trading days.

— Reply to this email directly or view it on GitHub https://github.com/augurworks1/UI/issues/192#issuecomment-75453918.

TheConnMan commented 9 years ago

I understand. Cutting out non-trading days would only affect sentiment. We could maybe squash all the non-trading days into one day so Monday's just have much more sentiment associated with them.