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

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* 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
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reporting/reporting.py
+31 -12
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@@ -1,29 +1,48 @@
from reporting.wandb import send_report_to_wandb
import pandas as pd
from utils.helpers import weighted_average
from config.types import Config
from config.types import Config
from training.types import WeightsSeries, Stats
def report_results(directional_stats: Stats, output_stats: Stats, output_weights: WeightsSeries, config: Config, wandb, sweep: bool):
def report_results(
directional_stats: Stats,
output_stats: Stats,
output_weights: WeightsSeries,
config: Config,
wandb,
sweep: bool,
):
# Only send the results of the final model to wandb
send_report_to_wandb(output_stats, wandb)
pd.Series(output_stats).to_csv('output/results.csv')
pd.Series(output_stats).to_csv("output/results.csv")
output_weights.rename(config.target_asset[1]).to_csv('output/predictions.csv')
output_weights.rename(config.target_asset[1]).to_csv("output/predictions.csv")
print("\n--------\n")
print("Benchmark buy-and-hold sharpe: ", output_stats['benchmark_sharpe'])
print("Benchmark buy-and-hold sharpe: ", output_stats["benchmark_sharpe"])
print("Level-1: Number of samples evaluated: ", directional_stats['no_of_samples'])
print("Mean Sharpe ratio for Level-1 models: ", round(directional_stats['sharpe'], 3))
print("Mean Probabilistic Sharpe ratio for Level-1 models: ", round(directional_stats['prob_sharpe'], 3))
print("Level-1: Number of samples evaluated: ", directional_stats["no_of_samples"])
print(
"Mean Sharpe ratio for Level-1 models: ", round(directional_stats["sharpe"], 3)
)
print(
"Mean Probabilistic Sharpe ratio for Level-1 models: ",
round(directional_stats["prob_sharpe"], 3),
)
print("Level-2 (Ensemble): Number of samples evaluated: ", output_stats['no_of_samples'])
print("Mean Sharpe ratio for Level-2 (Ensemble) models: ", output_stats['sharpe'])
print("Mean Probabilistic Sharpe ratio for Level-2 (Ensemble) models: ", output_stats['prob_sharpe'])
print(
"Level-2 (Ensemble): Number of samples evaluated: ",
output_stats["no_of_samples"],
)
print("Mean Sharpe ratio for Level-2 (Ensemble) models: ", output_stats["sharpe"])
print(
"Mean Probabilistic Sharpe ratio for Level-2 (Ensemble) models: ",
output_stats["prob_sharpe"],
)
if sweep:
if wandb.run is not None:
wandb.finish()
wandb.finish()