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refactor(Config): use a Config object instead of dictionary of dictionaries! (#184)

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* refactor(Config): use a Config object instead of dictionary of dictionaries!

* fix(Config): use default_ensemble_config

* fix(Portfolio): fixed portfolio construction
This commit is contained in:
Mark Aron Szulyovszky
2022-01-23 18:37:43 +01:00
committed by GitHub
parent 5c4a5b0cf1
commit e80fffdb65
19 changed files with 223 additions and 196 deletions
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config/sweep_ensemble.yaml
+2 -2
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@@ -14,11 +14,11 @@ parameters:
value: ['daily_etf']
exogenous_data:
value: ['daily_glassnode']
expanding_window_primary:
expanding_window_base:
value: True
expanding_window_meta_labeling:
value: True
sliding_window_size_primary:
sliding_window_size_base:
value: 380
sliding_window_size_meta_labeling:
values: [250, 300, 380]