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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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@@ -66,6 +66,7 @@ def bet_sizing_with_meta_model(
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retrain_every=config.retrain_every,
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from_index=from_index,
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level="meta",
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class_labels=[0, 1],
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transformations_over_time=transformations_over_time,
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model_over_time=preloaded_models,
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)
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