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

training/directional_training.py

@@ -1,5 +1,7 @@
 import pandas as pd
 
+from transformations.base import Transformation
+
 from .types import DirectionalTrainingOutcome, TrainingOutcome
 from training.train_model import train_model
 from training.walk_forward import walk_forward_process_transformations
@@ -7,11 +9,6 @@ from training.walk_forward import walk_forward_process_transformations
 from typing import Optional
 from config.types import Config
 from models.base import Model
-from models.model_map import default_feature_selector_classification
-
-from transformations.scaler import get_scaler
-from transformations.rfe import RFETransformation
-from transformations.pca import PCATransformation
 
 
 def train_directional_model(
@@ -20,6 +17,7 @@ def train_directional_model(
     forward_returns: pd.Series,
     config: Config,
     model: Model,
+    transformations: list[Transformation],
     from_index: Optional[pd.Timestamp],
     preloaded_training_step: Optional[DirectionalTrainingOutcome] = None,
 ) -> DirectionalTrainingOutcome:
@@ -30,21 +28,10 @@ def train_directional_model(
             X=X,
             y=y,
             forward_returns=forward_returns,
-            expanding_window=config.expanding_window_base,
-            window_size=config.sliding_window_size_base,
+            window_size=config.sliding_window_size,
             retrain_every=config.retrain_every,
             from_index=from_index,
-            transformations=[
-                get_scaler(config.scaler),
-                PCATransformation(
-                    ratio_components_to_keep=0.5,
-                    sliding_window_size=config.sliding_window_size_base,
-                ),
-                RFETransformation(
-                    n_feature_to_select=40,
-                    model=default_feature_selector_classification,
-                ),
-            ],
+            transformations=transformations,
         )
     else:
         transformations_over_time = preloaded_training_step.transformations
@@ -55,8 +42,7 @@ def train_directional_model(
         y=y,
         forward_returns=forward_returns,
         model=model,
-        expanding_window=config.expanding_window_base,
-        sliding_window_size=config.sliding_window_size_base,
+        sliding_window_size=config.sliding_window_size,
         retrain_every=config.retrain_every,
         from_index=from_index,
         no_of_classes=config.no_of_classes,