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
This commit is contained in:
Mark Aron Szulyovszky
2022-03-03 17:40:17 +01:00
committed by GitHub
parent 75157c6285
commit 567cd5e9f0
13 changed files with 153 additions and 118 deletions
@@ -1,6 +1,7 @@
from ..types import EventLabeller, EventsDataFrame, ReturnSeries
import pandas as pd
from .utils import create_forward_returns
from typing import Callable
class FixedTimeHorionThreeClassImbalancedEventLabeller(EventLabeller):
@@ -51,3 +52,9 @@ class FixedTimeHorionThreeClassImbalancedEventLabeller(EventLabeller):
}
)
return events
def get_labels(self) -> list[int]:
return [-1, 0, 1]
def get_discretize_function(self) -> Callable:
raise NotImplementedError