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refactor(Evaluate): print out accuracy, f1, etc. for the final & meta predictions, separated out evaluation step (#228)
* refactor(Evaluate): print out accuracy, f1, etc. for the final & meta predictions, separated out evaluation step * fix(Linter): ran * fix(Tests): syntax change * fix(Inference): runs now again * fix(Linter): ran
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@@ -2,6 +2,7 @@ from data_loader.types import ReturnSeries
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from ..types import EventLabeller, EventsDataFrame
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import pandas as pd
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from .utils import create_forward_returns
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from typing import Callable
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class FixedTimeHorionThreeClassBalancedEventLabeller(EventLabeller):
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@@ -52,3 +53,9 @@ class FixedTimeHorionThreeClassBalancedEventLabeller(EventLabeller):
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}
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)
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return events
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def get_labels(self) -> list[int]:
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return [-1, 0, 1]
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def get_discretize_function(self) -> Callable:
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raise NotImplementedError
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