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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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exploration.ipynb
+2 -2
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@@ -25,7 +25,7 @@
"source": [
"import pandas as pd\n",
"import pandas_ta as ta\n",
"from config.config import get_default_ensemble_config\n",
"from config import get_default_ensemble_config\n",
"from config.preprocess import preprocess_config\n",
"from data_loader.load_data import load_data\n",
"import seaborn as sns\n",
@@ -35,7 +35,7 @@
"model_config, training_config, data_config = preprocess_config(model_config, training_config, data_config)\n",
"\n",
"config.target_asset'] = config.assets'][0]\n",
"X, y, target_returns = load_data(**data_config)"
"X, returns, forward_returns = load_data(**data_config)"
]
},
{