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feature(Config): added transformation parameters to Config, removed expanding_window (it's ON now)
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+14
-13
@@ -5,7 +5,6 @@ from reporting.saving import load_models
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from run_pipeline import run_pipeline
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from config.types import Config, RawConfig
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from config.presets import (
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get_dev_config,
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get_default_ensemble_config,
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get_lightweight_ensemble_config,
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)
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@@ -56,24 +55,26 @@ def __inference(config: Config, pipeline_outcome: PipelineOutcome):
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# 3. Train directional models
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directional_training_outcome = train_directional_model(
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X,
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y,
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forward_returns,
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config,
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config.directional_model,
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X=X,
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y=y,
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forward_returns=forward_returns,
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config=config,
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model=config.directional_model,
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transformations=config.transformations,
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from_index=inference_from,
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preloaded_training_step=pipeline_outcome.directional_training,
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)
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# 4. Run bet sizing on primary model's output
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bet_sizing_outcome = bet_sizing_with_meta_model(
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X,
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directional_training_outcome.training.predictions,
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y,
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forward_returns,
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config.meta_model,
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config,
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"meta",
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X=X,
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input_predictions=directional_training_outcome.training.predictions,
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y=y,
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forward_returns=forward_returns,
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model=config.meta_model,
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transformations=config.transformations,
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config=config,
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model_suffix="meta",
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from_index=inference_from,
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transformations_over_time=pipeline_outcome.bet_sizing.meta_transformations,
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preloaded_models=pipeline_outcome.bet_sizing.meta_training.model_over_time,
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