Generate fake term from fwd data
Project description
gen_fake_term task
gen_fake_term --fwd_i 'use fwdi as original data' --start_date 'start_date' --end_date 'end_date ' --ret_type 'return type, e.g. v2vm, v2v' --freq 'Frequency' --univ 'univ' --output_path 'the path that save fake term' --high_corr 'generate fake term with high correlation or not' --n_term 'number of fake term'
Examples:
- Generate 100 fake terms with high correlation gen_fake_term --fwd_i 2 --start_date 20191220 --end_date 20191220 --freq M30 --univ ZZQZ --ret_type v2v --output_path /nfs/ssd/share/fake_term/high --n_term 100 --high_corr True
- Generate 100 fake terms with low correlation gen_fake_term --fwd_i 2 --start_date 20191220 --end_date 20191220 --freq M30 --univ ZZQZ --ret_type v2v --output_path /nfs/ssd/share/fake_term/high --n_term 100
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