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feat(Model): added own Model class, SkLearnModel wrapper and StaticMomentumModel (#61)
* feat(Model): added own `Model` class, SkLearnModel wrapper and StaticMomentumModel * fix(Tests): added missing Model variable * fix(Tests): added missing clone method()
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@@ -3,7 +3,7 @@ from typing import Literal
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from training.walk_forward import walk_forward_train_test
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from sklearn.preprocessing import MinMaxScaler, Normalizer, StandardScaler
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from utils.evaluate import evaluate_predictions
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from utils.typing import SKLearnModel
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from models.base import Model
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def __get_scaler(type: Literal['normalize', 'minmax', 'standardize', 'none']):
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if type == 'normalize':
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@@ -20,7 +20,7 @@ def run_single_asset_trainig_pipeline(
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X: pd.DataFrame,
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y: pd.Series,
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target_returns: pd.Series,
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models: list[tuple[str, SKLearnModel]],
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models: list[tuple[str, Model]],
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method: Literal['regression', 'classification'],
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sliding_window_size: int,
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retrain_every: int,
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