utils/typing.py

from typing import Callable, Union
import pandas as pd


Period = int
IsLogReturn = bool
FeatureExtractor = Callable[[pd.DataFrame, Period, IsLogReturn], Union[pd.DataFrame, pd.Series]]
Name = str
FeatureExtractorConfig = tuple[Name, FeatureExtractor, list[Period]]
feat(Model): added own `Model` class, SkLearnModel wrapper and StaticMomentumModel (#61 ) 2021-12-21 10:30:09 +01:00			`from typing import Callable, Union`
feat(Data): added feature extractors, and feature extractor presets, removed a bunch of custom arguments from load_data (#42 ) 2021-12-19 12:14:59 +01:00			`import pandas as pd`
fix(WalkForward): major bug where we passed in "window of windows of data" is resolved, refactored walk_forward_train_test() and load_data() 2021-12-14 21:07:03 +01:00
feat(Data): added feature extractors, and feature extractor presets, removed a bunch of custom arguments from load_data (#42 ) 2021-12-19 12:14:59 +01:00
			`Period = int`
			`IsLogReturn = bool`
feat(Config): feature extractors are enabled one-by-one with a bool, added previous model to model.fit() (#77 ) 2021-12-23 10:35:20 +01:00			`FeatureExtractor = Callable[[pd.DataFrame, Period, IsLogReturn], Union[pd.DataFrame, pd.Series]]`
			`Name = str`
			`FeatureExtractorConfig = tuple[Name, FeatureExtractor, list[Period]]`