chore(Linter): reformatted code with black (#211)

* chore(Linter): reformatted code with black

* Create black.yaml
This commit is contained in:
Mark Aron Szulyovszky
2022-02-17 19:22:17 +01:00
committed by GitHub
parent f3fee4a4e1
commit 8dd2d88740
101 changed files with 2595 additions and 2319 deletions
+47 -27
View File
@@ -1,35 +1,55 @@
from .types import FeatureExtractorConfig
from .feature_extractors import feature_lag, feature_mom, feature_ROC, feature_RSI, feature_STOD, feature_STOK, feature_expanding_zscore, feature_vol, feature_day_of_month, feature_day_of_week, feature_month, feature_debug_future_lookahead
from .fractional_differentiation import feature_fractional_differentiation, feature_fractional_differentiation_log
from .feature_extractors import (
feature_lag,
feature_mom,
feature_ROC,
feature_RSI,
feature_STOD,
feature_STOK,
feature_expanding_zscore,
feature_vol,
feature_day_of_month,
feature_day_of_week,
feature_month,
feature_debug_future_lookahead,
)
from .fractional_differentiation import (
feature_fractional_differentiation,
feature_fractional_differentiation_log,
)
__presets = dict(
debug_future_lookahead = [('debug_future', feature_debug_future_lookahead, [1])],
single_mom = [('mom', feature_mom, [30])],
single_vol = [('vol', feature_vol, [30])],
mom = [('mom', feature_mom, [10, 20, 30, 60, 90])],
vol = [('vol', feature_vol, [10, 20, 30, 60])],
lags_up_to_5 = [('lag', feature_lag, [1,2,3,4,5])],
lags_up_to_10 = [('lag', feature_lag, [1,2,3,4,5,6,7,8,9,10])],
date_all = [
('day_of_week', feature_day_of_week, [0]),
('day_of_month', feature_day_of_month, [0]),
('month', feature_month, [0])],
date_days = [
('day_of_week', feature_day_of_week, [0]),
('day_of_month', feature_day_of_month, [0]),
debug_future_lookahead=[("debug_future", feature_debug_future_lookahead, [1])],
single_mom=[("mom", feature_mom, [30])],
single_vol=[("vol", feature_vol, [30])],
mom=[("mom", feature_mom, [10, 20, 30, 60, 90])],
vol=[("vol", feature_vol, [10, 20, 30, 60])],
lags_up_to_5=[("lag", feature_lag, [1, 2, 3, 4, 5])],
lags_up_to_10=[("lag", feature_lag, [1, 2, 3, 4, 5, 6, 7, 8, 9, 10])],
date_all=[
("day_of_week", feature_day_of_week, [0]),
("day_of_month", feature_day_of_month, [0]),
("month", feature_month, [0]),
],
roc = [('roc', feature_ROC, [10, 30])],
rsi = [('rsi', feature_ROC, [10, 30, 100])],
stod = [('stod', feature_STOD, [10, 30, 200])],
stok = [('stok', feature_STOK, [10, 30, 200])],
fracdiff = [('fracdiff', feature_fractional_differentiation, [10, 30])],
fracdiff_log = [('fracdiff_log', feature_fractional_differentiation_log, [10, 30])],
z_score = [('z_score', feature_expanding_zscore, [10])],
date_days=[
("day_of_week", feature_day_of_week, [0]),
("day_of_month", feature_day_of_month, [0]),
],
roc=[("roc", feature_ROC, [10, 30])],
rsi=[("rsi", feature_ROC, [10, 30, 100])],
stod=[("stod", feature_STOD, [10, 30, 200])],
stok=[("stok", feature_STOK, [10, 30, 200])],
fracdiff=[("fracdiff", feature_fractional_differentiation, [10, 30])],
fracdiff_log=[("fracdiff_log", feature_fractional_differentiation_log, [10, 30])],
z_score=[("z_score", feature_expanding_zscore, [10])],
)
presets = __presets | dict(
level_1 = __presets["mom"] + __presets["vol"],
level_2 = __presets["mom"] + __presets["vol"] + __presets["roc"] + __presets["rsi"] + __presets["stod"] + __presets["stok"],
level_1=__presets["mom"] + __presets["vol"],
level_2=__presets["mom"]
+ __presets["vol"]
+ __presets["roc"]
+ __presets["rsi"]
+ __presets["stod"]
+ __presets["stok"],
)