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refractor(Pipeline): Tiny refractor of code. (#111)

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* ref: Refractored pipeline building.

* fix(Tests)

Co-authored-by: Mark Aron Szulyovszky <mark.szulyovszky@gmail.com>
This commit is contained in:
Daniel Szemerey
2022-01-05 18:35:52 +01:00
committed by GitHub
co-authored by Mark Aron Szulyovszky
parent ee35332f58
commit 087b72714e
5 changed files with 35 additions and 10 deletions
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training/walk_forward.py
+9 -5
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@@ -38,12 +38,12 @@ def walk_forward_train_test(
scaler = clone(scaler)
for index in tqdm(range(train_from, train_till)):
if expanding_window:
train_window_start = first_nonzero_return
else:
train_window_start = index - window_size - 1
if iterations_before_retrain <= 0 or pd.isna(models[index-1]):
if expanding_window:
train_window_start = first_nonzero_return
else:
train_window_start = index - window_size - 1
train_window_end = index - 1
@@ -73,7 +73,11 @@ def walk_forward_train_test(
models[index] = current_model
next_timestep = X.iloc[index].to_numpy().reshape(1, -1)
if model.predict_window_size == 'window_size':
next_timestep = X.iloc[train_window_start:index].to_numpy()#.reshape(1, -1)
else:
next_timestep = X.iloc[index].to_numpy().reshape(1, -1)
if is_scaling_on:
next_timestep = scaler.transform(next_timestep)