lpiekarski / algo-trading

The Algorithmic Trading Framework is a tool for managing, training, and deploying machine learning models for trading.
7 stars 2 forks source link

investigate how many errors could be in 1/0 function #76

Open jmaskiew opened 1 year ago

jmaskiew commented 1 year ago

How many times value on the 2 list are with the same value.

lpiekarski commented 1 year ago

In https://github.com/lpiekarski/SP2137/blob/master/collector/technical_indicators/labels.py there are two lists: next_long and next_short. To see the number of errors you just need to check how many times these lists have equal values at the same index. e.g. np.mean(next_short == next_long)