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
+67 -24
View File
@@ -1,36 +1,64 @@
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 tqdm import tqdm
def walk_forward_inference_batched(
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, columns=['0', '1'])
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)
def walk_forward_inference_batched(
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, columns=["0", "1"])
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]
first_model = 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 = []
batch_indices = range(inference_from, inference_till, retrain_every) if inference_till - inference_from > retrain_every else [inference_from]
batched_results = [__inference_from_window(index, index + retrain_every, X, model_over_time, transformations_over_time, expanding_window, window_size) for index in tqdm(batch_indices)]
batch_indices = (
range(inference_from, inference_till, retrain_every)
if inference_till - inference_from > retrain_every
else [inference_from]
)
batched_results = [
__inference_from_window(
index,
index + retrain_every,
X,
model_over_time,
transformations_over_time,
expanding_window,
window_size,
)
for index in tqdm(batch_indices)
]
for batch in batched_results:
for index, prediction, probs in batch:
predictions[X.index[index]] = prediction
@@ -38,12 +66,24 @@ def walk_forward_inference_batched(
return predictions, probabilities
def __inference_from_window(index_start: int, index_end: int, X: XDataFrame, model_over_time: ModelOverTime, transformations_over_time: TransformationsOverTime, expanding_window: bool, window_size: int) -> list[tuple[int, float, pd.Series]]:
def __inference_from_window(
index_start: int,
index_end: int,
X: XDataFrame,
model_over_time: ModelOverTime,
transformations_over_time: TransformationsOverTime,
expanding_window: bool,
window_size: int,
) -> list[tuple[int, float, pd.Series]]:
current_model = model_over_time[X.index[index_start]]
current_transformations = [transformation_over_time[X.index[index_start]] for transformation_over_time in transformations_over_time]
current_transformations = [
transformation_over_time[X.index[index_start]]
for transformation_over_time in transformations_over_time
]
input_data = X.iloc[index_start:index_end]
for transformation in current_transformations:
input_data = transformation.transform(input_data)
@@ -51,6 +91,9 @@ def __inference_from_window(index_start: int, index_end: int, X: XDataFrame, mod
predictions = current_model.predict(input_data)
probs = current_model.predict_proba(input_data)
results = [(index_start + index, predictions[index], probs[index]) for index in range(len(predictions))]
return results
results = [
(index_start + index, predictions[index], probs[index])
for index in range(len(predictions))
]
return results