feat(Selection): added toggleable feature selection step into the pipeline (#83)

* feat(Selection): added prototype feature selection python script

* feat(Utils): added some helpers for the future from Advances in Financial ML book

* feat(Selection): added RFECV

* feat(Selection): added configurable feature selection step into pipeline

* feat(Config): added level_1 & level_2 default config, PCA before feature selection process starts

* feat(Selection): added backup feature selector models if current one can't output feature importance, removed unnecessary array for level-2 models

* fix(Training): deal with zero first value coming out of static models

* feat(Sweep): added feature selection sweep

* fix(Sweep): config problem

* fix(Sweep): config

* chore(Utils): removed unnecessary purged k-fold crossval class

* feat(Config): added dimensionality_reduction as a separate flag

* fix(Sweep): config updated

* fix(Sweep): sweep name

* chore(Config): updated level_2 config to the best performing configuation

environment.yml

@@ -20,4 +20,5 @@ dependencies:
   - pytest
   - wandb
   - python-dotenv
+  - tscv
 prefix: /usr/local/anaconda3/envs/quant