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

2026-08-15 03:48:09 +00:00 · 2022-01-26 23:22:43 +01:00
parent 1042c82333
commit 42a1bc59cb
65 changed files with 759 additions and 276571 deletions
@@ -71,7 +71,7 @@ def test_walk_forward_train_test():
        model=model,
        X=X,
        y=y,
-        target_returns=y,
+        forward_returns=y,
        expanding_window=False,
        window_size=window_length,
        retrain_every=10,