feat(HPO): added run_hpo script (#237)

* feat(HPO): added `run_hpo` script

* fix(Linter): ran

* feat(HPO): removed any reference to sweep (superseeded by optuna)

* fix(HPO): optimize for sharpe

* fix(Config): removed glassnode data, save trials from hpo

* feat(Labelling): added three-balanced method works again

* fix(BetSizing): set the correct class labels

* fix(HPO): powerset should return what's expected, added two new normalization methods

* fix(Linter): ran

* fix(DataLoader): sort the dataframe when fetching data

* fix(Config): only take z-score of other assets
This commit is contained in:
Mark Aron Szulyovszky
2022-03-15 14:43:16 +01:00
committed by GitHub
parent 345b48a67c
commit b5ddee8dce
30 changed files with 126 additions and 115 deletions
+1 -9
View File
@@ -1,13 +1,9 @@
import pandas as pd
from config.types import RawConfig
from typing import Optional
from utils.helpers import weighted_average
from training.types import Stats
def launch_wandb(
project_name: str, default_config: RawConfig, sweep: bool = False
) -> Optional[object]:
def launch_wandb(project_name: str, default_config: RawConfig) -> Optional[object]:
from wandb_setup import get_wandb
wandb = get_wandb()
@@ -15,10 +11,6 @@ def launch_wandb(
raise Exception(
"Wandb can not be initalized, the environment variable WANDB_API_KEY is missing (can also use .env file)"
)
elif sweep:
wandb.init(project=project_name, config=vars(default_config))
return wandb
else:
wandb.init(project=project_name, config=vars(default_config), reinit=True)
return wandb