* feat(HPO): added `run_hpo` script
* fix(Linter): ran
* feat(HPO): removed any reference to sweep (superseeded by optuna)
* fix(HPO): optimize for sharpe
* fix(Config): removed glassnode data, save trials from hpo
* feat(Labelling): added three-balanced method works again
* fix(BetSizing): set the correct class labels
* fix(HPO): powerset should return what's expected, added two new normalization methods
* fix(Linter): ran
* fix(DataLoader): sort the dataframe when fetching data
* fix(Config): only take z-score of other assets
* feat: Basic pipeline extended.
* feat: Added conversion of model list to existing structure (model_name, model_in_time). Fixed loading of previous models and dicts.
* fix: Had an unfinished function.
* fix: Inference wasn't getting model_over_time. Now transformations are not getting it either yet.
Co-authored-by: Daniel Szemerey <szemereydaniel@gmail.com>
* feat: Basic scaffolding up for inference process after training.
* feat: Saving and loading models works. Inference works nearly.
* feat: Added inference pipeline.
* feat: Saving model now accoring to date and time; loading models now selects from latest file. Fixed the creation of dictionary of models.
* feat: Added lightweight asset config, but full pipeline.
* feat: Added new naming for dictionary.
* fix: Fixed dictionary naming convention.
* fix: Fixed naming again, now the model structure is good
* fix: Changed the output path and the return values from run_pipeline.
* feat: Added function to make sure folder exists for output models.
Co-authored-by: Daniel Szemerey <szemereydaniel@gmail.com>
* fix(Evaluation): correlation test should work on a per asset level, not per model level
* fix(Evaluation): correlations series initalized correctly
* fix(Reporting): don't name the run after the incorrectly supposed model_type
* fix(Reporting): put back send_report_to_wandb() into its original place
* fix(CI): sending reports again in comment
Mark Aron Szulyovszky