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

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* 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
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utils/typing.py
+3 -1
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@@ -4,4 +4,6 @@ import pandas as pd
Period = int
IsLogReturn = bool
FeatureExtractor = Callable[[pd.DataFrame, Period, IsLogReturn], Union[pd.DataFrame, pd.Series]]
FeatureExtractor = Callable[[pd.DataFrame, Period, IsLogReturn], Union[pd.DataFrame, pd.Series]]
Name = str
FeatureExtractorConfig = tuple[Name, FeatureExtractor, list[Period]]