feat(Config): added start_date property (#245)

* refactor(Training): remove non-expanding window option

* feat(Config): added `start_date` property

* fix(Inference): added start_date here as well

* fix(Linter): ran
This commit is contained in:
Mark Aron Szulyovszky
2022-03-15 17:48:43 +01:00
committed by GitHub
parent 0395715fa1
commit 5482e3fc95
7 changed files with 11 additions and 2 deletions
+1
View File
@@ -20,6 +20,7 @@ def hash_data_config(data_config: dict) -> str:
data_config["target_asset"].path
+ data_config["target_asset"].file_name,
data_config["load_non_target_asset"],
data_config["start_date"],
hash_feature_extractors(data_config["own_features"]),
hash_feature_extractors(data_config["other_features"]),
hash_feature_extractors(data_config["exogenous_features"]),
+1
View File
@@ -14,6 +14,7 @@ def get_default_config() -> RawConfig:
meta_models = ["LogisticRegression_two_class", "LGBM"]
return RawConfig(
start_date=None,
dimensionality_reduction_ratio=0.5,
n_features_to_select=50,
initial_window_size=3800,
+2 -1
View File
@@ -11,6 +11,7 @@ from transformations.base import Transformation
# RawConfig is needed to ensure we can declare config presets here with static typing, we then convert it to Config
class RawConfig(BaseModel):
start_date: Optional[str]
dimensionality_reduction_ratio: float
n_features_to_select: int
initial_window_size: int
@@ -40,9 +41,9 @@ class RawConfig(BaseModel):
@dataclass
class Config:
start_date: Optional[str]
initial_window_size: int
retrain_every: int
assets: DataCollection
target_asset: DataSource
other_assets: DataCollection