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refactor(Training): remove non-expanding window option (#244)

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This commit is contained in:
Mark Aron Szulyovszky
2022-03-15 16:21:06 +01:00
committed by GitHub
parent b5ddee8dce
commit d0c519dc5b
8 changed files with 5 additions and 147 deletions
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tests/test_evaluation.py
+2 -4
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@@ -46,15 +46,14 @@ class EvenOddStubModel(BaseEstimator, ClassifierMixin, Model):
self.window_length = window_length
def fit(self, X, y):
assert len(X) == self.window_length
for i in range(len(X)):
assert y[i] == -1 if X[i][0] == 1 else 1
def predict(self, X):
return np.array([-1 if row[0] == 1 else 1 for row in X])
return np.array([-1 if row[-1] == 1 else 1 for row in X])
def predict_proba(self, X):
return np.array([[row[0] + 1, 0] for row in X])
return np.array([[row[-1] + 1, 0] for row in X])
def test_evaluation():
@@ -70,7 +69,6 @@ def test_evaluation():
X=X,
y=y,
forward_returns=y,
expanding_window=False,
window_size=window_length,
retrain_every=retrain_every,
from_index=None,