From 3a6c6c5852a78348100708f42afc4f49a17a57c1 Mon Sep 17 00:00:00 2001 From: "deepsource-autofix[bot]" <62050782+deepsource-autofix[bot]@users.noreply.github.com> Date: Sat, 11 May 2024 13:41:49 +0000 Subject: [PATCH] style: format code with Autopep8, Black, ClangFormat, dotnet-format, Go fmt, Gofumpt, Google Java Format, isort, Ktlint, PHP CS Fixer, Prettier, RuboCop, Ruff Formatter, Rustfmt, Scalafmt, StandardJS, StandardRB, swift-format and Yapf This commit fixes the style issues introduced in e5ad210 according to the output from Autopep8, Black, ClangFormat, dotnet-format, Go fmt, Gofumpt, Google Java Format, isort, Ktlint, PHP CS Fixer, Prettier, RuboCop, Ruff Formatter, Rustfmt, Scalafmt, StandardJS, StandardRB, swift-format and Yapf. Details: None --- .../market_conditions_analyzer.py | 12 +++++++++--- 1 file changed, 9 insertions(+), 3 deletions(-) diff --git a/market_conditions_analysis/market_conditions_analyzer.py b/market_conditions_analysis/market_conditions_analyzer.py index 9b7b7b297..645732d63 100644 --- a/market_conditions_analysis/market_conditions_analyzer.py +++ b/market_conditions_analysis/market_conditions_analyzer.py @@ -3,13 +3,19 @@ def __init__(self, data_preparation, time_series_analysis): self.data_preparation = data_preparation self.time_series_analysis = time_series_analysis - def analyze_market_conditions(self, data_file, target_column, exogenous_variables, num_periods): + def analyze_market_conditions( + self, data_file, target_column, exogenous_variables, num_periods + ): """ Analyzes market conditions using the time series analysis model. """ data = self.data_preparation.prepare_data(data_file) - model_fit = self.time_series_analysis.fit_model(data, target_column, exogenous_variables) - market_trends = self.time_series_analysis.predict_market_trends(data, target_column, exogenous_variables, num_periods) + model_fit = self.time_series_analysis.fit_model( + data, target_column, exogenous_variables + ) + market_trends = self.time_series_analysis.predict_market_trends( + data, target_column, exogenous_variables, num_periods + ) return market_trends