feature(MetaLabeling): replaced previous non-functional Ensembling method with Meta-labeling method available for both lvl1 and lvl2 models (#110)

* feature(MetaLabeling): added hacky prototype

* fix(MetaLabeling): drop index until first valid X & y

* fix(MetaLabeling): transform both X & y before feature selection

* fix(MetaLabeling): got feature selection to work

* fix(MetaLabeling): correct values for meta_y

* feat(MetaLabeling): created predictions multiplied by bet sizes

* feat(Pipeline): print out averaged result

* fix(Evaluation): correctly deal with non-discretized data

* fix(Pipeline): use the right column names

* refactor(Pipeline): move out meta-labeling

* refactor(Pipeline): complete refactoring

* feat(CI): post results to PR

* fix(Pipeline): use the correct filename

* chore(Config): removed now redundant feature_selection flag

* feat(Models): added SVC

* fix(Pipeline): accidentally switched two return values

* feat(Sweep): prepared sweep_meta.yaml, moved report_results() into a separate file

* fix(Pipeline): wrong function name

* fix(Sweep): yaml + run_sweep

* fix(Sweep): typo in name

* fix(Reporting): only save averaged results

* feat(MetaLabeling): use optional meta-labeling step for every lvl1 models, before averaging

* feat(Reporting): print out sharpe improvement in meta-labeling step

* fix(Sweep): adjusted config, defaulted to good defaults

* fix(Sweep): adjusted sweep

.github/workflows/test.yml

@@ -17,8 +17,6 @@ jobs:
       - uses: iterative/setup-cml@v1
       - name: Run pytest
         shell: bash -l {0}
-#         env: 
-#           WANDB_API_KEY: ${{ secrets.WANDB_API_KEY }}
         run: |
           pytest --junit-xml pytest.xml
       - name: Run pipeline
@@ -37,10 +35,9 @@ jobs:
         with:
           files: pytest.xml
 
-#       - name: Write CML report
-#         env:
-#           REPO_TOKEN: ${{ secrets.GITHUB_TOKEN }}
-#         run: |
-#           # Post reports as comments in GitHub PRs
-#           # cat results.txt >> report.md
-#           # cml-send-comment report.md
+      - name: Write CML report
+        env:
+          REPO_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+        run: |
+          cat results_level2.csv >> report.md
+          cml-send-comment report.md