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
+58 -26
View File
@@ -1,49 +1,79 @@
import pandas as pd
from training.types import ModelOverTime, TransformationsOverTime, PredictionsSeries, ProbabilitiesDataFrame
from training.types import (
ModelOverTime,
TransformationsOverTime,
PredictionsSeries,
ProbabilitiesDataFrame,
)
from utils.helpers import get_first_valid_return_index
from tqdm import tqdm
from typing import Optional
from data_loader.types import XDataFrame
from utils.helpers import get_last_non_na_index
def walk_forward_inference(
model_name: str,
model_over_time: ModelOverTime,
transformations_over_time: TransformationsOverTime,
X: XDataFrame,
expanding_window: bool,
window_size: int,
retrain_every: int,
from_index: Optional[pd.Timestamp],
) -> tuple[PredictionsSeries, ProbabilitiesDataFrame]:
predictions = pd.Series(index=X.index, dtype='object').rename(model_name)
model_name: str,
model_over_time: ModelOverTime,
transformations_over_time: TransformationsOverTime,
X: XDataFrame,
expanding_window: bool,
window_size: int,
retrain_every: int,
from_index: Optional[pd.Timestamp],
) -> tuple[PredictionsSeries, ProbabilitiesDataFrame]:
predictions = pd.Series(index=X.index, dtype="object").rename(model_name)
probabilities = pd.DataFrame(index=X.index)
inference_from = max(get_first_valid_return_index(model_over_time), get_first_valid_return_index(X.iloc[:,0])) if from_index is None else X.index.to_list().index(from_index)
inference_from = (
max(
get_first_valid_return_index(model_over_time),
get_first_valid_return_index(X.iloc[:, 0]),
)
if from_index is None
else X.index.to_list().index(from_index)
)
inference_till = X.shape[0]
model_index_offset = get_last_non_na_index(model_over_time, inference_from) if pd.isna(model_over_time[inference_from]) else 0
first_model = model_over_time[inference_from - model_index_offset] if pd.isna(model_over_time[inference_from]) else model_over_time[inference_from]
model_index_offset = (
get_last_non_na_index(model_over_time, inference_from)
if pd.isna(model_over_time[inference_from])
else 0
)
first_model = (
model_over_time[inference_from - model_index_offset]
if pd.isna(model_over_time[inference_from])
else model_over_time[inference_from]
)
if first_model.only_column is not None:
X = X[[column for column in X.columns if first_model.only_column in column]]
if first_model.data_transformation == 'original':
if first_model.data_transformation == "original":
transformations_over_time = []
for index in tqdm(range(inference_from, inference_till)):
last_model_index = index - ((index - inference_from) % retrain_every) - model_index_offset
train_window_start = X.index[inference_from] if expanding_window else X.index[index - window_size - 1]
last_model_index = (
index - ((index - inference_from) % retrain_every) - model_index_offset
)
train_window_start = (
X.index[inference_from]
if expanding_window
else X.index[index - window_size - 1]
)
current_model = model_over_time[X.index[last_model_index]]
current_transformations = [transformation_over_time[X.index[last_model_index]] for transformation_over_time in transformations_over_time]
current_transformations = [
transformation_over_time[X.index[last_model_index]]
for transformation_over_time in transformations_over_time
]
if current_model.predict_window_size == 'window_size':
next_timestep = X.loc[train_window_start:X.index[index]]
else:
if current_model.predict_window_size == "window_size":
next_timestep = X.loc[train_window_start : X.index[index]]
else:
# we need to get a Dataframe out of it, since the transformation step always expects a 2D array, but it's equivalent to X.iloc[index]
next_timestep = X.loc[X.index[index]:X.index[index]]
next_timestep = X.loc[X.index[index] : X.index[index]]
for transformation in current_transformations:
next_timestep = transformation.transform(next_timestep)
@@ -54,7 +84,9 @@ def walk_forward_inference(
predictions[X.index[index]] = prediction
if inference_from == index and len(probabilities.columns) != len(probs):
probabilities = probabilities.reindex(columns = ["prob_" + str(num) for num in range(0, len(probs.T))])
probabilities = probabilities.reindex(
columns=["prob_" + str(num) for num in range(0, len(probs.T))]
)
probabilities.loc[X.index[index]] = probs
return predictions, probabilities