refactor(Types): added nested types for Reporting (#162)

This commit is contained in:
Mark Aron Szulyovszky
2022-01-13 09:21:07 +01:00
committed by GitHub
parent 1856fcad22
commit 3c2a0d4247
8 changed files with 73 additions and 61 deletions
+4 -5
View File
@@ -5,8 +5,7 @@ from utils.evaluate import evaluate_predictions
from models.base import Model
from utils.scaler import get_scaler
from utils.types import ScalerTypes
from utils.encapsulation import Training_Step, Single_Model, Asset
from transformations.sklearn import SKLearnTransformation
from reporting.types import Reporting
def train_primary_model(
ticker_to_predict: str,
@@ -23,12 +22,12 @@ def train_primary_model(
no_of_classes: Literal['two', 'three-balanced', 'three-imbalanced'],
level: str,
print_results: bool,
) -> tuple[pd.DataFrame, pd.DataFrame, pd.DataFrame, list[Single_Model]]:
) -> tuple[pd.DataFrame, pd.DataFrame, pd.DataFrame, list[Reporting.Single_Model]]:
results = pd.DataFrame()
predictions = pd.DataFrame(index=y.index)
probabilities = pd.DataFrame(index=y.index)
all_models_single_asset:list[Single_Model] = []
all_models_single_asset: list[Reporting.Single_Model] = []
@@ -69,7 +68,7 @@ def train_primary_model(
results[column_name] = result
all_models_single_asset.append(Single_Model(model_name=column_name, model_over_time=model_over_time.tolist()))
all_models_single_asset.append(Reporting.Single_Model(model_name=column_name, model_over_time=model_over_time.tolist()))
# column names for model outputs should be different, so we can differentiate between original data and model predictions later, where necessary
predictions[column_name] = preds