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
View File
@@ -48,6 +48,7 @@ def train_directional_model(
retrain_every=config.retrain_every,
from_index=from_index,
level="primary",
class_labels=config.labeling.get_labels(),
transformations_over_time=transformations_over_time,
model_over_time=preloaded_training_step.model_over_time
if preloaded_training_step