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

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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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utils/evaluate.py
+1 -1
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@@ -44,7 +44,7 @@ def evaluate_predictions(
labels: list[int],
transaction_costs: float,
) -> Stats:
# ignore the predictions until we see a non-zero returns (and definitely skip the first sliding_window_size)
# ignore the predictions until we see a non-zero returns (and definitely skip the first initial_window_size)
evaluate_from = max(
get_first_valid_return_index(forward_returns),
get_first_valid_return_index(y_pred),