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

utils/helpers.py

@@ -3,7 +3,7 @@ import numpy as np
 import os
 import string
 import random
-from itertools import dropwhile
+from itertools import chain, combinations, dropwhile
 
 
 def get_files_from_dir(path: str) -> list[str]:
@@ -78,3 +78,8 @@ def drop_until_first_valid_index(
         get_first_valid_return_index(series),
     )
     return df.iloc[first_valid_index:], series.iloc[first_valid_index:]
+
+
+def powerset(input: list) -> list[list]:
+    p_set = list(chain.from_iterable(combinations(input, r) for r in range(len(input) + 1)))  # type: ignore
+    return [list(item) for item in p_set if len(item) > 0]