def setUp(self):
        itau_data = get_itau_data_from_file()
        self.header_arquivo = itau_data['header_arquivo']
        self.seg_p = itau_data['seg_p1']
        self.seg_p_str = itau_data['seg_p1_str']
        self.seg_q = itau_data['seg_q1']
        self.seg_q_str = itau_data['seg_q1_str']
def compute_svm_cv(K, y, C=100.0, n_folds=5,
                   scoring=balanced_accuracy_scoring):
    """Compute cross-validated score of SVM with given precomputed kernel.
    """
    cv = StratifiedKFold(y, n_folds=n_folds)
    clf = SVC(C=C, kernel='precomputed', class_weight='auto')
    scores = cross_val_score(clf, K, y,
                             scoring=scoring, cv=cv)
    return scores.mean()