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

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
+1 -6
View File
@@ -13,7 +13,6 @@ def walk_forward_train(
X: XDataFrame,
y: ySeries,
forward_returns: ForwardReturnSeries,
expanding_window: bool,
window_size: int,
retrain_every: int,
from_index: Optional[pd.Timestamp],
@@ -40,11 +39,7 @@ def walk_forward_train(
transformations_over_time = []
for index in tqdm(range(train_from, train_till, retrain_every)):
train_window_start = (
X.index[first_nonzero_return]
if expanding_window
else X.index[index - window_size - 1]
)
train_window_start = X.index[first_nonzero_return]
train_window_end = X.index[index - 1]
current_transformations = [