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Code Issues Packages Projects Releases Wiki Activity

feat(Events): added EventFilter, EventLabeller (#186)

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This commit is contained in:
Mark Aron Szulyovszky
2022-01-26 23:22:43 +01:00
committed by GitHub
parent 1042c82333
commit 42a1bc59cb
65 changed files with 759 additions and 276571 deletions
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config/preprocess.py
+18 -8
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@@ -1,16 +1,20 @@
from config.config import Config, RawConfig
from .types import Config, RawConfig
from utils.helpers import flatten
from feature_extractors.feature_extractor_presets import presets as feature_extractor_presets
from models.model_map import get_model_map
from models.model_map import get_model
from data_loader.collections import data_collections
from labeling.eventfilters_map import eventfilters_map
from labeling.labellers_map import labellers_map
def preprocess_config(raw_config: RawConfig) -> Config:
config_dict = vars(raw_config)
config_dict = __preprocess_model_config(config_dict)
config_dict = __preprocess_feature_extractors_config(config_dict)
config_dict = __preprocess_data_collections_config(config_dict)
config_dict = __preprocess_event_filter_config(config_dict)
config_dict = __preprocess_event_labeller_config(config_dict)
config_dict['no_of_classes'] = 'two'
config = Config(**config_dict)
validate_config(config)
return config
@@ -24,17 +28,15 @@ def __preprocess_feature_extractors_config(data_dict: dict) -> dict:
return data_dict
def __preprocess_model_config(model_config:dict) -> dict:
model_map = get_model_map(model_config)
model_config['primary_models'] = [(model_name, model_map['primary_models'][model_name]) for model_name in model_config['primary_models']]
model_config['primary_models'] = [(model_name, get_model(model_name)) for model_name in model_config['primary_models']]
if len(model_config['meta_labeling_models']) > 0:
model_config['meta_labeling_models'] = [(model_name, model_map['primary_models'][model_name]) for model_name in model_config['meta_labeling_models']]
model_config['meta_labeling_models'] = [(model_name, get_model(model_name)) for model_name in model_config['meta_labeling_models']]
if model_config['ensemble_model'] is not None:
model_config['ensemble_model'] = (model_config['ensemble_model'], model_map['ensemble_models'][model_config['ensemble_model']])
model_config['ensemble_model'] = (model_config['ensemble_model'], get_model(model_config['ensemble_model']))
return model_config
def __preprocess_data_collections_config(data_dict: dict) -> dict:
data_dict = data_dict.copy()
keys = ['assets', 'other_assets', 'exogenous_data']
for key in keys:
preset_names = data_dict[key]
@@ -44,6 +46,14 @@ def __preprocess_data_collections_config(data_dict: dict) -> dict:
data_dict['target_asset'] = target_asset
return data_dict
def __preprocess_event_filter_config(data_dict: dict) -> dict:
data_dict['event_filter'] = eventfilters_map[data_dict['event_filter']]
return data_dict
def __preprocess_event_labeller_config(data_dict: dict) -> dict:
data_dict['labeling'] = labellers_map[data_dict['labeling']]
return data_dict
def validate_config(config: Config):
# We need to make sure there's only one output from the pipeline