appendForPrediction
语法
appendForPrediction(engine, data)
详情
与函数 createYieldCurveEngine 结合使用，用于计算债券的预测值。
参数
engine 字符串，表示用于预测的债券曲线拟合引擎名。
data 表，表示进行预测的数据。注意：须与对应债券曲线拟合引擎中参数 predictDummyTable 的结构保持一致。
例子
首先创建一个曲线拟合引擎。
//指定传入表结构、资产类型、拟合算法
dummyTable = table(1:0, `symbol`sendingtime`askDirtyPrice1`bidDirtyPrice1`midDirtyPirce1`askyield1`bidyield1`midyield1`timetoMaturity`assetType`datasource`clearRate,
[SYMBOL, TIMESTAMP,DECIMAL32(3),DECIMAL32(3),DECIMAL32(3),DECIMAL32(3),DECIMAL32(3),DECIMAL32(3),DOUBLE,INT,INT,STRING])
assetType=[0,1,2]
fitMethod=[<piecewiseLinFit(timetoMaturity, midyield1, 10)>,
<nss(timetoMaturity,bidyield1,"ns")>,
<piecewiseLinFit(timetoMaturity, askyield1, 5)>]
//指定模型输出表
modelOutput=table(1:0, `time`assetType`dataSource`clearRate`model,
[TIMESTAMP,INT,INT,SYMBOL,BLOB])
//基于上述参数创建曲线拟合引擎
engine = createYieldCurveEngine(name="test", dummyTable=dummyTable,assetType=assetType,fitMethod=fitMethod,
keyColumn=`assetType`dataSource`clearRate, modelOutput=modelOutput,
frequency=10, fitAfterPredict=false)然后进行预测。
data = table(take(`a`b`c, 30) as symbol, take(now(), 30) as time, decimal32(rand(10.0, 30),3) as p1, decimal32(rand(10.0, 30),3) as p2, decimal32(rand(10.0, 30),3) as p3, decimal32(rand(10.0, 30),3) as p4, decimal32(rand(10.0, 30),3) as p5, decimal32(rand(10.0, 30),3) as p6, (rand(10.0, 30)+10).sort() as timetoMaturity, take(0 1 2, 30) as assetType, take([1], 30) as datasource, take("1", 30) as clearRate)
appendForPrediction(engine, data)
//Output: 30