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refactor(WalkForward): separate train / test functions to help with inference later (#158)

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* refactor(WalkForward): separate train / test functions (draft) to potentially help with inference later

* fix(Training): use the new separate train / test functions

* feat(Training): return and pass in scalers that are necessary for inference

* fix(Project): runtime errors

* fix(WalkForward): use the correct `train_from` value

* fix(Tests): for new walk_forward functions()

* refactor(WalkForward): rename `walk_forward_test()` to `walk_forward_inference()`
This commit is contained in:
Mark Aron Szulyovszky
2022-01-12 14:42:16 +01:00
committed by GitHub
parent 5db2a3b935
commit c611481eb6
7 changed files with 101 additions and 50 deletions
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config/config.py
+3 -3
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@@ -10,7 +10,7 @@ def get_dev_config() -> tuple[dict, dict, dict]:
sliding_window_size_primary = 380,
sliding_window_size_meta_labeling = 1,
retrain_every = 20,
scaler = 'minmax', # 'normalize' 'minmax' 'standardize' 'none'
scaler = 'minmax', # 'normalize' 'minmax' 'standardize'
)
data_config = dict(
@@ -53,7 +53,7 @@ def get_default_ensemble_config() -> tuple[dict, dict, dict]:
sliding_window_size_primary = 380,
sliding_window_size_meta_labeling = 240,
retrain_every = 20,
scaler = 'minmax', # 'normalize' 'minmax' 'standardize' 'none'
scaler = 'minmax', # 'normalize' 'minmax' 'standardize'
)
data_config = dict(
@@ -98,7 +98,7 @@ def get_lightweight_ensemble_config() -> tuple[dict, dict, dict]:
sliding_window_size_primary = 380,
sliding_window_size_meta_labeling = 240,
retrain_every = 20,
scaler = 'minmax', # 'normalize' 'minmax' 'standardize' 'none'
scaler = 'minmax', # 'normalize' 'minmax' 'standardize'
)
data_config = dict(