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

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This commit is contained in:
Mark Aron Szulyovszky
2022-02-19 15:37:19 +01:00
parent 7db1c4dc00
commit cfb65c135e
6 changed files with 58 additions and 34 deletions
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run_pipeline.py
+4 -4
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@@ -25,8 +25,8 @@ ray.init()
def run_pipeline(
project_name: str, with_wandb: bool, sweep: bool, raw_config: RawConfig
) -> tuple[PipelineOutcome, Config]:
wandb, config = __setup_config(project_name, with_wandb, sweep, raw_config)
pipeline_outcome = __run_training(config)
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(),
@@ -40,7 +40,7 @@ def run_pipeline(
return pipeline_outcome, config
def __setup_config(
def setup_config(
project_name: str, with_wandb: bool, sweep: bool, raw_config: RawConfig
) -> tuple[Optional[object], Config]:
wandb = None
@@ -54,7 +54,7 @@ def __setup_config(
return wandb, config
def __run_training(config: Config) -> PipelineOutcome:
def run_training(config: Config) -> PipelineOutcome:
print("---> Load data, check for validity")
X, returns = load_data(