feature: Added Weights and Biases configuration to the repo. (#48)

* feat: initial wandb configured. Sweep parameters aren't configured yet.

* feat: Wandb logs now results.

* feat: gitignore.

* fix: Took out print()

* feat: Changed default value of wandb to False.

* feat: Added wandb to turn of automatically if there is no environment variable to start it (when we push it). Added environment configuration aswell.

* fix(Dependencies): the package name seems to be python-dotenv

Co-authored-by: Mark Aron Szulyovszky <mark.szulyovszky@gmail.com>
This commit is contained in:
Daniel Szemerey
2021-12-20 14:01:14 +01:00
committed by GitHub
parent 034bc1f213
commit a7414eac23
6 changed files with 153 additions and 49 deletions
+2
View File
@@ -27,6 +27,7 @@ def load_data(path: str,
index_column: Literal['date', 'int'],
method: Literal['regression', 'classification'],
narrow_format: bool = False,
all_assets:list=[]
) -> tuple[pd.DataFrame, pd.Series, pd.Series]:
"""
Loads asset data from the specified path.
@@ -35,6 +36,7 @@ def load_data(path: str,
- Series `y` with the target asset returns shifted by 1 day OR if it's a classification problem, the target class)
- Series `forward_returns` with the target asset returns shifted by 1 day
"""
files = [f for f in os.listdir(path) if os.path.isfile(os.path.join(path,f)) and not f.startswith('.')]
files = [f for f in files if load_other_assets == True or (load_other_assets == False and f.startswith(target_asset))]