feat(Labeling): purge overlapping events, sort dataframe at loading time (#226)

* feat(Labeling): purge overlapping events, sort dataframe at loading time

* fix(Linter): ran

* refactor(Labeling): moved purge_overlapping_events one abstraction level higher

* fix(Data): renamed class

* fix(Data): corrected parameter name

* fix(Config): parameters

* fix(Data): fixed path

* fix(Data): uncommented required code

* feat(EventFilters): use vol based CUSUM

* fix(Config): only retrain every 2000 samples

* fix(Config): filter out even more events

* fix(Inference): added remove_overlapping_events

* refactor(Types): simplified type hierarchy
This commit is contained in:
Mark Aron Szulyovszky
2022-03-02 00:26:33 +01:00
committed by GitHub
parent 10a0803c91
commit 75157c6285
17 changed files with 120 additions and 77 deletions
+7 -5
View File
@@ -2,7 +2,7 @@ import pandas as pd
from transformations.base import Transformation
from .types import DirectionalTrainingOutcome, TrainingOutcome
from .types import TrainingOutcome
from training.train_model import train_model
from training.walk_forward import walk_forward_process_transformations
@@ -19,8 +19,8 @@ def train_directional_model(
model: Model,
transformations: list[Transformation],
from_index: Optional[pd.Timestamp],
preloaded_training_step: Optional[DirectionalTrainingOutcome] = None,
) -> DirectionalTrainingOutcome:
preloaded_training_step: Optional[TrainingOutcome] = None,
) -> TrainingOutcome:
if preloaded_training_step is None:
print("Preprocess transformations")
@@ -49,11 +49,13 @@ def train_directional_model(
level="primary",
output_stats=config.mode == "training",
transformations_over_time=transformations_over_time,
model_over_time=preloaded_training_step.training.model_over_time
model_over_time=preloaded_training_step.model_over_time
if preloaded_training_step
else None,
)
if config.mode == "training":
print(training_outcome.stats)
return DirectionalTrainingOutcome(training_outcome, transformations_over_time)
return TrainingOutcome(
**vars(training_outcome), transformations=transformations_over_time
)