fix(WalkForward): major bug where we passed in "window of windows of data" is resolved, refactored walk_forward_train_test() and load_data()

This commit is contained in:
Mark Aron Szulyovszky
2021-12-14 21:07:03 +01:00
parent d047b7417e
commit 1ef314c034
7 changed files with 131 additions and 302 deletions
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from typing import Protocol
class SKLearnModel(Protocol):
def fit(self, X, y, sample_weight=None): ...
def predict(self, X): ...
def score(self, X, y, sample_weight=None): ...
def set_params(self, **params): ...