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Refactor(Training): new outcome types, representative pipeline steps, bet-sizing (#187)
* refactor(Training): added InferenceResult & TrainedModel types * refactor(Pipeline): introduced TrainingOutcome, BetSizingWithMetaOutcome, etc. * fix(Pipeline): getting it to compile * refactor(WalkForward): separate preprocessing step * feat(Pipeline): separate out transformations processing step * refactor(Pipeline): use the Directional model terminology, put bet_sizing into pipeline instead of hiding it in a step * refactor(WalkForward): moved functions to separate folder * fix(WalkForward): use sparse array to store models, process transformations in parallel (lot faster) * fix(Tests): and evaluation * fix(Tests): for realz * fix(Inference): preloading everything now, renamed primary models to directional models * fix(BetSizing): was running transformations on the wrong data, oops * fix(BetSizing): concatenated on the wrong axis accidentally * fix(Reporting): able to use the new Stats type * fix(BetSizing): renamed int column names * fix(Portfolio): name the column properly * fix(Reporting): rename the correct Series, lol * fix(Inference): walk_forwad_inference() can deal with models not being aligned with the starting index * fix(WalkForward): accidentally using the wrong index * fix(WalkForward): use the correct indicies to fetch last model/transformations * fix(CI): changed the name of the results
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@@ -5,6 +5,7 @@ import numpy as np
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class Model(ABC):
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name: str = ""
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method: Literal["regression", "classification"]
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data_transformation: Literal["transformed", "original"]
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only_column: Optional[str]
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@@ -22,10 +23,6 @@ class Model(ABC):
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@abstractmethod
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def clone(self) -> Model:
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raise NotImplementedError
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@abstractmethod
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def get_name(self) -> str:
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raise NotImplementedError
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@abstractmethod
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def initialize_network(self, input_dim:int, output_dim:int):
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