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feat(Model): added own Model class, SkLearnModel wrapper and StaticMomentumModel (#61)

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* feat(Model): added own `Model` class, SkLearnModel wrapper and StaticMomentumModel

* fix(Tests): added missing Model variable

* fix(Tests): added missing clone method()
This commit is contained in:
Mark Aron Szulyovszky
2021-12-21 10:30:09 +01:00
committed by GitHub
parent 85ad937078
commit 79d84cf0a3
8 changed files with 122 additions and 45 deletions
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utils/typing.py
+1 -7
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@@ -1,12 +1,6 @@
from typing import Protocol, Callable, Union
from typing import Callable, Union
import pandas as pd
class SKLearnModel(Protocol):
def fit(self, X, y, sample_weight=None): ...
def predict(self, X): ...
def score(self, X, y, sample_weight=None): ...
def set_params(self, **params): ...
Period = int
IsLogReturn = bool