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feat(Transformations): added robust scaler (#223)

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* feat(Transformations): added robust scaler

* fix(Config): set back default scaler to MinMax
This commit is contained in:
Mark Aron Szulyovszky
2022-02-20 00:41:46 +01:00
committed by GitHub
parent 229f16c4b3
commit 7a443d93e4
5 changed files with 10 additions and 11 deletions
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config/presets.py
+2 -2
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@@ -15,10 +15,10 @@ def get_default_config() -> RawConfig:
return RawConfig(
dimensionality_reduction_ratio=0.5,
n_features_to_select=30,
n_features_to_select=50,
sliding_window_size=3800,
retrain_every=1000,
scaler="minmax", # 'normalize' 'minmax' 'standardize'
scaler="minmax", # 'normalize' 'minmax' 'standardize' 'robust'
assets=["fivemin_crypto"],
target_asset="BTC_USD",
other_assets=[],