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feat(Tests): added basic unit tests for walk_forward_train_test() (#22)

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* feat(Tests): added basic unit tests for walk_forward_train_test()

* fix(Tests): inherit from BaseEstimator, fix index problems in walk_forward_train_test

* fix(WalkForward): predictions were mistakenly removed, oops

* fix(WalkForward): mistakenly re-assiging model
This commit is contained in:
Mark Aron Szulyovszky
2021-12-15 17:54:03 +01:00
committed by GitHub
parent 64721330a3
commit 6440ced32c
5 changed files with 47 additions and 4 deletions
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run_pipeline.py
+1 -1
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@@ -92,7 +92,7 @@ results = pd.DataFrame()
all_assets = get_all_assets('data/')
for asset in all_assets:
for method in ['regression', 'classification']:
for method in ['regression']:
current_result = run_whole_pipeline(
ticker_to_predict = asset,
models = regression_models if method == 'regression' else classification_models,