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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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exploration.ipynb
+1 -1
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@@ -34,7 +34,7 @@
"model_config, training_config, data_config = get_default_ensemble_config()\n",
"model_config, training_config, data_config = preprocess_config(model_config, training_config, data_config)\n",
"\n",
"data_config['target_asset'] = data_config['assets'][0]\n",
"config.target_asset'] = config.assets'][0]\n",
"X, y, target_returns = load_data(**data_config)"
]
},