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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>
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@@ -27,6 +27,7 @@ def load_data(path: str,
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index_column: Literal['date', 'int'],
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method: Literal['regression', 'classification'],
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narrow_format: bool = False,
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all_assets:list=[]
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) -> tuple[pd.DataFrame, pd.Series, pd.Series]:
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"""
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Loads asset data from the specified path.
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@@ -35,6 +36,7 @@ def load_data(path: str,
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- Series `y` with the target asset returns shifted by 1 day OR if it's a classification problem, the target class)
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- Series `forward_returns` with the target asset returns shifted by 1 day
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"""
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files = [f for f in os.listdir(path) if os.path.isfile(os.path.join(path,f)) and not f.startswith('.')]
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files = [f for f in files if load_other_assets == True or (load_other_assets == False and f.startswith(target_asset))]
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