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refactor(Training): remove non-expanding window option (#244)
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@@ -15,7 +15,6 @@ def walk_forward_train(
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X: XDataFrame,
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y: ySeries,
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forward_returns: ForwardReturnSeries,
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expanding_window: bool,
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window_size: int,
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retrain_every: int,
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from_index: Optional[pd.Timestamp],
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@@ -46,11 +45,9 @@ def walk_forward_train(
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train_on_window.remote(
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index,
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first_nonzero_return,
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window_size,
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X,
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y,
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model,
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expanding_window,
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transformations_over_time,
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)
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for index in tqdm(range(train_from, train_till, retrain_every))
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@@ -66,18 +63,12 @@ def walk_forward_train(
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def train_on_window(
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index: int,
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first_nonzero_return: int,
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window_size: int,
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X: XDataFrame,
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y: ySeries,
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model: Model,
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expanding_window: bool,
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transformations_over_time: TransformationsOverTime,
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) -> tuple[int, Model]:
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train_window_start = (
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X.index[first_nonzero_return]
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if expanding_window
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else X.index[index - window_size - 1]
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)
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train_window_start = X.index[first_nonzero_return]
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train_window_end = X.index[index - 1]
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current_transformations = [
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