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__main__.py
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__main__.py
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from argparse import ArgumentParser
from data import Data
import pickle as pkl
from model import Model
arg_parser = ArgumentParser(description='Control the project')
arg_parser.add_argument(
'-l',
help='Load Data',
dest='load',
action='store_true',
default=False,
required=False
)
arg_parser.add_argument(
'-c',
help='Input initial vol to network',
dest='combined',
action='store_true',
default=False,
required=False
)
arg_parser.add_argument(
'-t',
help='Train network, if false, load',
dest='train',
action='store_true',
default=False,
required=False
)
arg_parser.add_argument(
'-s',
help='The ticker symbol for the underlying',
dest='ticker',
type=str,
default="SPY"
)
arg_parser.add_argument(
'-v',
help='Path to volatility file',
dest='vol_file',
type=str,
default='vol_prediction/vix_data_1990.csv'
)
args = arg_parser.parse_args()
if args.load:
spy_data = Data(args.ticker, args.vol_file, skip_init=True)
spy_data.load_data()
else:
spy_data = Data(args.ticker, args.vol_file)
spy_data.save_data()
model = Model(spy_data, combined=args.combined, train=args.train, ticker=args.ticker)