feat(Pipeline): added multi-asset pipeline, ensembling_method to config

run_multi_asset_pipeline.py

@@ -0,0 +1,33 @@
+from run_pipeline import run_training, setup_config
+from config.types import RawConfig
+from data_loader.collections import data_collections
+from reporting.reporting import report_results
+from config.presets import get_default_config
+
+
+def run_multi_asset_pipeline(
+    project_name: str, with_wandb: bool, sweep: bool, raw_config: RawConfig
+):
+    collection = data_collections["fivemin_crypto"]
+    for asset in collection:
+        print(f"# Predicting asset: {asset[1]}\n")
+        raw_config.target_asset = asset[1]
+        wandb, config = setup_config(project_name, with_wandb, sweep, raw_config)
+        pipeline_outcome = run_training(config)
+        report_results(
+            pipeline_outcome.directional_training.training.stats,
+            pipeline_outcome.get_output_stats(),
+            pipeline_outcome.get_output_weights(),
+            config,
+            wandb,
+            sweep,
+        )
+
+
+if __name__ == "__main__":
+    run_multi_asset_pipeline(
+        project_name="price-prediction",
+        with_wandb=False,
+        sweep=False,
+        raw_config=get_default_config(),
+    )