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

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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/sweep_meta_labeling.yaml
-4
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@@ -39,13 +39,9 @@ parameters:
no_of_classes:
values: ['two', 'three-balanced', 'three-imbalanced']
distribution: categorical
forecasting_horizon:
value: 1
load_non_target_asset:
values: [True, False]
distribution: categorical
log_returns:
value: True
primary_models:
value: ["LogisticRegression_two_class", "LDA", "KNN", "CART", "NB", "AB", "RFC", "StaticMom"]
meta_labeling_models: