feature(Config): added transformation parameters to Config, removed expanding_window (it's ON now)

config/presets.py

@@ -1,36 +1,6 @@
 from .types import RawConfig, Config
 
 
-def get_dev_config() -> RawConfig:
-
-    classification_models = ["LogisticRegression_two_class"]
-
-    return RawConfig(
-        directional_models_meta=False,
-        dimensionality_reduction=False,
-        n_features_to_select=30,
-        expanding_window_base=False,
-        expanding_window_meta=False,
-        sliding_window_size_base=380,
-        sliding_window_size_meta=1,
-        retrain_every=20,
-        scaler="minmax",  # 'normalize' 'minmax' 'standardize'
-        assets=["daily_only_btc"],
-        target_asset="BTC_USD",
-        other_assets=[],
-        exogenous_data=[],
-        load_non_target_asset=True,
-        own_features=["level_2", "date_days"],
-        other_features=["single_mom"],
-        exogenous_features=["z_score"],
-        directional_models=classification_models,
-        meta_models=[],
-        event_filter="none",
-        labeling="two_class",
-        forecasting_horizon=100,
-    )
-
-
 def get_default_ensemble_config() -> RawConfig:
 
     classification_models = [
@@ -45,13 +15,9 @@ def get_default_ensemble_config() -> RawConfig:
     meta_models = ["LogisticRegression_two_class", "LGBM"]
 
     return RawConfig(
-        directional_models_meta=True,
-        dimensionality_reduction=False,
+        dimensionality_reduction_ratio=0.5,
         n_features_to_select=30,
-        expanding_window_base=False,
-        expanding_window_meta=True,
-        sliding_window_size_base=380,
-        sliding_window_size_meta=240,
+        sliding_window_size=380,
         retrain_every=10,
         scaler="minmax",  # 'normalize' 'minmax' 'standardize'
         assets=["daily_crypto"],
@@ -72,17 +38,20 @@ def get_default_ensemble_config() -> RawConfig:
 
 def get_lightweight_ensemble_config() -> RawConfig:
 
-    classification_models = ["LogisticRegression_two_class", "LGBM"]
+    classification_models = [
+        "LogisticRegression_two_class",
+        "LDA",
+        "NB",
+        "RFC",
+        "LGBM",
+        # "StaticMom",
+    ]
     meta_models = ["LogisticRegression_two_class", "LGBM"]
 
     return RawConfig(
-        directional_models_meta=True,
-        dimensionality_reduction=True,
+        dimensionality_reduction_ratio=0.5,
         n_features_to_select=30,
-        expanding_window_base=True,
-        expanding_window_meta=True,
-        sliding_window_size_base=3800,
-        sliding_window_size_meta=2400,
+        sliding_window_size=3800,
         retrain_every=1000,
         scaler="minmax",  # 'normalize' 'minmax' 'standardize'
         assets=["fivemin_crypto"],