mrconway
commented
4 years ago Yes, 'factorize' is no longer a supported encoding. Just change this section of the model.yml file:
encoding :
rounding : 3
type : targetWe'll update the examples accordingly.
Thank you!
thegamecat
Running this via Windows WSL (winbash). Python 3.7
Run mflow and get this error:
Traceback (most recent call last): File "/home/d/.local/bin/mflow", line 8, in
sys.exit(main())
File "/home/d/.local/lib/python3.7/site-packages/alphapy/market_flow.py", line 412, in main
model_specs = get_model_config()
File "/home/d/.local/lib/python3.7/site-packages/alphapy/model.py", line 274, in get_model_config
raise ValueError("model.yml features:encoding:type %s unrecognized" % encoder)
ValueError: model.yml features:encoding:type factorize unrecognized
This is from the config entry in console:
[03/01/20 01:54:19] INFO **** [03/01/20 01:54:19] INFO MarketFlow Start [03/01/20 01:54:19] INFO **** [03/01/20 01:54:19] INFO Training Date: 1900-01-01 [03/01/20 01:54:19] INFO Prediction Date: 2020-03-01 [03/01/20 01:54:19] INFO MarketFlow Configuration [03/01/20 01:54:19] INFO Getting Features [03/01/20 01:54:19] INFO No Features Found [03/01/20 01:54:19] INFO Defining Groups [03/01/20 01:54:19] INFO Added: {'googl', 'fb', 'aapl', 'amzn', 'nflx'} [03/01/20 01:54:19] INFO Defining Aliases [03/01/20 01:54:19] INFO Getting System Parameters [03/01/20 01:54:19] INFO Defining AlphaPy Variables [phigh, plow] [03/01/20 01:54:19] INFO Defining User Variables [03/01/20 01:54:19] INFO No Variables Found [03/01/20 01:54:19] INFO Getting Variable Functions [03/01/20 01:54:19] INFO No Variable Functions Found [03/01/20 01:54:19] INFO MARKET PARAMETERS: [03/01/20 01:54:19] INFO api_key = None [03/01/20 01:54:19] INFO api_key_name = None [03/01/20 01:54:19] INFO create_model = False [03/01/20 01:54:19] INFO data_fractal = 1d [03/01/20 01:54:19] INFO data_history = 500 [03/01/20 01:54:19] INFO features = {} [03/01/20 01:54:19] INFO forecast_period = 1 [03/01/20 01:54:19] INFO fractal = 1d [03/01/20 01:54:19] INFO lag_period = 1 [03/01/20 01:54:19] INFO leaders = [] [03/01/20 01:54:19] INFO predict_history = 50 [03/01/20 01:54:19] INFO schema = yahoo [03/01/20 01:54:19] INFO subject = stock [03/01/20 01:54:19] INFO subschema = None [03/01/20 01:54:19] INFO system = {'name': 'closer', 'holdperiod': 0, 'longentry': 'hc', 'longexit': None, 'shortentry': 'lc', 'shortexit': None, 'scale': False}