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
+19 -22
View File
@@ -1,4 +1,3 @@
import numpy as np
import pandas as pd
from training.walk_forward import walk_forward_train, walk_forward_inference
@@ -8,10 +7,10 @@ from sklearn.base import BaseEstimator, ClassifierMixin
no_of_rows = 100
def __generate_even_odd_test_data(no_of_rows) -> tuple[pd.DataFrame, pd.Series]:
''' Test data, where X[n][any_column] == 1 if n is even, else 0
'''
"""Test data, where X[n][any_column] == 1 if n is even, else 0"""
no_columns = 6
X = [[-1 if row % 2 == 0 else 1] * no_columns for row in range(no_of_rows)]
assert X[0][0] == -1
@@ -20,7 +19,7 @@ def __generate_even_odd_test_data(no_of_rows) -> tuple[pd.DataFrame, pd.Series]:
assert X[3][0] == 1
X = pd.DataFrame(X)
y = [-1 if (row+1) % 2 == 0 else 1 for row in range(no_of_rows)]
y = [-1 if (row + 1) % 2 == 0 else 1 for row in range(no_of_rows)]
assert y[0] == 1
assert y[1] == -1
assert y[2] == 1
@@ -32,14 +31,14 @@ def __generate_even_odd_test_data(no_of_rows) -> tuple[pd.DataFrame, pd.Series]:
class EvenOddStubModel(BaseEstimator, ClassifierMixin, Model):
'''
"""
A deteministic model that can predict the future with 100% accuracy
It verifies that the X[n][any_column] == 1 if n is even,
'''
"""
data_transformation = "original"
only_column = None
predict_window_size = 'single_timestamp'
predict_window_size = "single_timestamp"
def __init__(self, window_length) -> None:
super().__init__()
@@ -59,12 +58,12 @@ class EvenOddStubModel(BaseEstimator, ClassifierMixin, Model):
def test_evaluation():
X, y = __generate_even_odd_test_data(no_of_rows)
window_length = 10
retrain_every = 10
model = EvenOddStubModel(window_length = window_length)
model = EvenOddStubModel(window_length=window_length)
model_over_time = walk_forward_train(
model=model,
X=X,
@@ -74,20 +73,21 @@ def test_evaluation():
window_size=window_length,
retrain_every=retrain_every,
from_index=None,
transformations_over_time=[])
transformations_over_time=[],
)
predictions, _ = walk_forward_inference(
model_name='test',
model_name="test",
model_over_time=model_over_time,
transformations_over_time=[],
X=X,
expanding_window=False,
window_size=window_length,
retrain_every = retrain_every,
retrain_every=retrain_every,
from_index=None,
)
# verify if predictions are the same as y
for i in range(window_length+2, no_of_rows):
for i in range(window_length + 2, no_of_rows):
assert predictions[i] == y[i]
fake_forward_returns = y * 0.1
@@ -97,11 +97,8 @@ def test_evaluation():
forward_returns=fake_forward_returns,
y_pred=processed_predictions_to_match_returns,
y_true=y,
no_of_classes='two',
discretize=True
no_of_classes="two",
discretize=True,
)
assert result['accuracy'] == 100.0
assert result["accuracy"] == 100.0