feat(Transformations): added Transformations abstraction & handling in walk_forward_train() & inference() (#161)

* feat(Transformations): added Transformations abstraction & handling in walk_forward_train() & inference()

* fix(WalkForward): use Dataframes to call Transformation.fit_transform()

* feat(WalkForward): restored option for models to recieve unscaled data

* fix(Transformations): output DataFrame as expected

* fix(Tests): missing new property
This commit is contained in:
Mark Aron Szulyovszky
2022-01-12 23:22:55 +01:00
committed by GitHub
parent 3084f5e271
commit 1856fcad22
16 changed files with 144 additions and 85 deletions
+31
View File
@@ -0,0 +1,31 @@
from __future__ import annotations
from typing import Literal, Optional, Union
from abc import ABC, abstractmethod
import pandas as pd
class Transformation(ABC):
@abstractmethod
def fit(self, X: pd.DataFrame, y: Optional[pd.Series]) -> None:
raise NotImplementedError
@abstractmethod
def fit_transform(self, X: pd.DataFrame, y: Optional[pd.Series] = None) -> pd.DataFrame:
raise NotImplementedError
@abstractmethod
def transform(self, X: pd.DataFrame) -> pd.DataFrame:
raise NotImplementedError
@abstractmethod
def clone(self) -> Transformation:
raise NotImplementedError
@abstractmethod
def get_name(self) -> str:
raise NotImplementedError