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feat(Models): added debug_future_lookahead, sped up LogisticRegression & DecisionTreeClassifier (#74)
* feat(Models): added `debug_future_lookahead`, sped up LogisticRegression & DecisionTreeClassifier * feat(Training): added ability to train on expanding_window * feat(Models): tuned some hyperparameters, added expanding_window to sweep config, fixed tests * feat(Models): tune parameters of ensemble models * fix(Config): use window size that works with ensembling
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@@ -22,6 +22,7 @@ def run_single_asset_trainig(
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target_returns: pd.Series,
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models: list[tuple[str, Model]],
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method: Literal['regression', 'classification'],
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expanding_window: bool,
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sliding_window_size: int,
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retrain_every: int,
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scaler: Literal['normalize', 'minmax', 'standardize', 'none'],
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@@ -45,6 +46,7 @@ def run_single_asset_trainig(
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X = X,
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y = y,
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target_returns = target_returns,
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expanding_window = expanding_window,
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window_size = sliding_window_size,
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retrain_every = retrain_every,
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scaler = scaler
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