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

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This commit is contained in:
Mark Aron Szulyovszky
2022-03-13 16:05:16 +01:00
committed by GitHub
parent 717e0ac979
commit 95b0499430
11 changed files with 19 additions and 19 deletions
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training/bet_sizing.py
+2 -2
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@@ -50,7 +50,7 @@ def bet_sizing_with_meta_model(
X=meta_X,
y=meta_y,
forward_returns=forward_returns,
window_size=config.sliding_window_size,
window_size=config.initial_window_size,
retrain_every=config.retrain_every,
from_index=from_index,
transformations=transformations,
@@ -62,7 +62,7 @@ def bet_sizing_with_meta_model(
y=meta_y,
forward_returns=forward_returns,
model=model,
sliding_window_size=config.sliding_window_size,
initial_window_size=config.initial_window_size,
retrain_every=config.retrain_every,
from_index=from_index,
level="meta",