feat(Config): feature extractors are enabled one-by-one with a bool, added previous model to model.fit() (#77)

* feat(Config): feature extractors are enabled one-by-one with a bool, added previous model to model.fit()

* fix(Sweep): removed unused `other_features` parameter that fails sweep

* feat(Config): using preset names for defining feature extractors again

* fix(Tests): fixed model stub classes
This commit is contained in:
Mark Aron Szulyovszky
2021-12-23 10:35:20 +01:00
committed by GitHub
parent 6ae8acf70e
commit b6cd6b14fe
14 changed files with 78 additions and 44 deletions
+4 -3
View File
@@ -1,5 +1,6 @@
from collections import defaultdict
from utils.load_data import get_crypto_assets
import feature_extractors.feature_extractor_presets as feature_extractor_presets
from feature_extractors.feature_extractor_presets import presets
from models.model_map import model_names_classification, model_names_regression
def get_default_config() -> tuple[dict, dict, dict]:
@@ -18,8 +19,8 @@ def get_default_config() -> tuple[dict, dict, dict]:
load_other_assets= False,
log_returns= True,
forecasting_horizon = 1,
own_features= feature_extractor_presets.date + feature_extractor_presets.level1,
other_features= [],
own_features = ['level_1', 'date_days'],
other_features = [],
index_column= 'int',
method= 'classification',
)