feat(Inference): Inference now runs on the entire pipeline, only train/predict one asset, adjust trading costs (#173)

* fix, feat: Fixed inference processing data. Add transformation attribute.

* feat: Added transformations step, refractored the loop to make more sense (divided the train and inference loop).

* feat: Truncated models over time and transformations over time. Fixed some typing aswell.

* fix: Fixed a number of out of array problems.

* feat: Inference now works!

* fix(Steps): runtime error not checking for None

* fix(Steps): preloaded transformers are not optional anymore, sped up training by temporary increasing the retrain_every

* fix(CI): disable ray memory monitoring

* refactor(Inference): removed truncate_models and replaced it with filling X with NaN until inference should start

* feat(Inference): added index_from parameter

* fix(Tests): walk_forward test

* refactor(Pipeline): only predict one asset

* refactor(Inference): removed select_models step, inference code moved to run_inference.py so it matches convention (similar to run_pipeline.py)

* fix(Evaluation): adjust transaction costs

* fix(Config): adjusted retrain_every

Co-authored-by: Daniel Szemerey <szemereydaniel@gmail.com>
Co-authored-by: Mark Aron Szulyovszky <mark.szulyovszky@gmail.com>

tests/test_evaluation.py

@@ -77,6 +77,7 @@ def test_evaluation():
         expanding_window=False,
         window_size=window_length,
         retrain_every=10,
+        from_index=None,
         transformations=[],
         preloaded_transformations=None)
     predictions, _ = walk_forward_inference(
@@ -86,6 +87,7 @@ def test_evaluation():
         X=X,
         expanding_window=False,
         window_size=window_length,
+        from_index=None,
     )
     
     # verify if predictions are the same as y

tests/test_walk_forward.py

@@ -75,6 +75,7 @@ def test_walk_forward_train_test():
         expanding_window=False,
         window_size=window_length,
         retrain_every=10,
+        from_index=None,
         transformations=[],
         preloaded_transformations=None
     )
@@ -84,7 +85,8 @@ def test_walk_forward_train_test():
         transformations_over_time=transformations_over_time,
         X=X,
         expanding_window=False,
-        window_size=window_length
+        window_size=window_length,
+        from_index=None,
     )
     
     # verify if predictions are the same as y