fix(Config): rename sliding_window_size to initial_window_size (#235)

config/preprocess.py

@@ -131,7 +131,7 @@ def __preprocess_transformations_config(config_dict: dict) -> dict:
         get_scaler(config_dict["scaler"]),
         get_pca(
             config_dict["dimensionality_reduction_ratio"],
-            config_dict["sliding_window_size"],
+            config_dict["initial_window_size"],
         ),
         get_rfe(config_dict["n_features_to_select"]),
     ]

config/presets.py

@@ -16,7 +16,7 @@ def get_default_config() -> RawConfig:
     return RawConfig(
         dimensionality_reduction_ratio=0.5,
         n_features_to_select=50,
-        sliding_window_size=3800,
+        initial_window_size=3800,
         retrain_every=2000,
         scaler="minmax",  # 'normalize' 'minmax' 'standardize' 'robust'
         assets=["fivemin_crypto"],

config/sweep_ensemble.yaml

@@ -12,7 +12,7 @@ parameters:
       value: ['daily_etf']
     exogenous_data:
       value: ['daily_glassnode']
-    sliding_window_size: 
+    initial_window_size: 
       value: 380
       distribution: categorical
     n_features_to_select:

config/types.py

@@ -13,7 +13,7 @@ from transformations.base import Transformation
 class RawConfig(BaseModel):
     dimensionality_reduction_ratio: float
     n_features_to_select: int
-    sliding_window_size: int
+    initial_window_size: int
     retrain_every: int
     scaler: Literal["normalize", "minmax", "standardize", "robust"]
 
@@ -39,7 +39,7 @@ class RawConfig(BaseModel):
 
 @dataclass
 class Config:
-    sliding_window_size: int
+    initial_window_size: int
     retrain_every: int
 
     assets: DataCollection