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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
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@@ -1,13 +1,9 @@
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import pandas as pd
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from config.types import RawConfig
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from typing import Optional
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from utils.helpers import weighted_average
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from training.types import Stats
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def launch_wandb(
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project_name: str, default_config: RawConfig, sweep: bool = False
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) -> Optional[object]:
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def launch_wandb(project_name: str, default_config: RawConfig) -> Optional[object]:
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from wandb_setup import get_wandb
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wandb = get_wandb()
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@@ -15,10 +11,6 @@ def launch_wandb(
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raise Exception(
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"Wandb can not be initalized, the environment variable WANDB_API_KEY is missing (can also use .env file)"
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)
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elif sweep:
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wandb.init(project=project_name, config=vars(default_config))
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return wandb
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else:
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wandb.init(project=project_name, config=vars(default_config), reinit=True)
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return wandb
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