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@@ -8,6 +8,7 @@ public class FeatureTransformV2 {
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private static final int seqMaxN = 2;
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private static final int seqLastN = 2;
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private static final double smoothPlus = 5.0;
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+ private static final double largerSmoothPlus = 50.0;
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private static final double log1Scale = 10.0;
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private static final List<String> c1Periods = Arrays.asList("72h", "168h");
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private static final List<String> b0Periods = Arrays.asList("1h", "3h", "6h", "12h");
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@@ -407,6 +408,12 @@ public class FeatureTransformV2 {
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double ros_n = FeatureUtils.plusSmooth(return_n_uv, share_cnt, smoothPlus);
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double ros_minus = FeatureUtils.plusSmooth(return_n_uv, is_return_1, smoothPlus);
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+ // larger smooth
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+ double l_rovn = FeatureUtils.plusSmooth(return_n_uv, exp, largerSmoothPlus);
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+ double l_ros = FeatureUtils.plusSmooth(return_n_uv, is_share, largerSmoothPlus);
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+ double l_ros_n = FeatureUtils.plusSmooth(return_n_uv, share_cnt, largerSmoothPlus);
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+ double l_ros_minus = FeatureUtils.plusSmooth(return_n_uv, is_return_1, largerSmoothPlus);
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+
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featMap.put(prefix + "_" + period + "@" + "exp", exp_s);
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featMap.put(prefix + "_" + period + "@" + "is_share", is_share_s);
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featMap.put(prefix + "_" + period + "@" + "share_cnt", share_cnt_s);
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@@ -419,6 +426,12 @@ public class FeatureTransformV2 {
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featMap.put(prefix + "_" + period + "@" + "ros", ros);
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featMap.put(prefix + "_" + period + "@" + "ros_n", ros_n);
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featMap.put(prefix + "_" + period + "@" + "ros_minus", ros_minus);
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+
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+ // larger smooth
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+ featMap.put(prefix + "_" + period + "@" + "rovn_#", l_rovn);
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+ featMap.put(prefix + "_" + period + "@" + "ros_#", l_ros);
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+ featMap.put(prefix + "_" + period + "@" + "ros_n_#", l_ros_n);
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+ featMap.put(prefix + "_" + period + "@" + "ros_minus_#", l_ros_minus);
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}
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}
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@@ -458,6 +471,17 @@ public class FeatureTransformV2 {
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double ros_n = FeatureUtils.plusSmooth(return_n_uv, share_cnt, smoothPlus);
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double ros_minus = FeatureUtils.plusSmooth(return_n_uv, is_return_1, smoothPlus);
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+ // larger smooth
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+ double l_rovn1 = FeatureUtils.plusSmooth(return_1_uv, exp, largerSmoothPlus);
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+ double l_ros1 = FeatureUtils.plusSmooth(return_1_uv, is_share, largerSmoothPlus);
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+ double l_ros_n1 = FeatureUtils.plusSmooth(return_1_uv, share_cnt, largerSmoothPlus);
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+ double l_ros_minus1 = FeatureUtils.plusSmooth(return_1_uv, is_return_1, largerSmoothPlus);
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+
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+ double l_rovn = FeatureUtils.plusSmooth(return_n_uv, exp, largerSmoothPlus);
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+ double l_ros = FeatureUtils.plusSmooth(return_n_uv, is_share, largerSmoothPlus);
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+ double l_ros_n = FeatureUtils.plusSmooth(return_n_uv, share_cnt, largerSmoothPlus);
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+ double l_ros_minus = FeatureUtils.plusSmooth(return_n_uv, is_return_1, largerSmoothPlus);
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+
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featMap.put(prefix + "_" + period + "@" + "exp", exp_s);
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featMap.put(prefix + "_" + period + "@" + "is_share", is_share_s);
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featMap.put(prefix + "_" + period + "@" + "share_cnt", share_cnt_s);
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@@ -475,6 +499,16 @@ public class FeatureTransformV2 {
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featMap.put(prefix + "_" + period + "@" + "ros", ros);
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featMap.put(prefix + "_" + period + "@" + "ros_n", ros_n);
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featMap.put(prefix + "_" + period + "@" + "ros_minus", ros_minus);
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+
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+ // larger smooth
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+ featMap.put(prefix + "_" + period + "@" + "rovn1_#", l_rovn1);
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+ featMap.put(prefix + "_" + period + "@" + "ros1_#", l_ros1);
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+ featMap.put(prefix + "_" + period + "@" + "ros_n1_#", l_ros_n1);
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+ featMap.put(prefix + "_" + period + "@" + "ros_minus1_#", l_ros_minus1);
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+ featMap.put(prefix + "_" + period + "@" + "rovn_#", l_rovn);
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+ featMap.put(prefix + "_" + period + "@" + "ros_#", l_ros);
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+ featMap.put(prefix + "_" + period + "@" + "ros_n_#", l_ros_n);
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+ featMap.put(prefix + "_" + period + "@" + "ros_minus_#", l_ros_minus);
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}
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}
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