* fix(FeatureExtractor): apply log to transform some series to normality
* feat(DataLoader): add ability of not returning returns when they're not needed (exogenous data), applied log to certain features
* feat(FeatureExtractors): added standard scaling for exogenous data
* feat(FeatureSelection): scale data with the passed in scaler before doing feature-selection
* fix(Config): sweep config
* feat(Models): output probability, store it
* feat(Core): added caching to select_features() and load_data()
* fix(Dependencies): added diskcache
* fix(Training): error when creating results DF
* feat(Models): added xgboost, fixed tests
* refactor(Cache): moved hashing to a separate function, created wrapper functions to separate business logic and caching
* fix(Tests): new syntax
* fix(Model): XGboost can't handle -1 class, so we'll use the deprecated label_encoder fornow
* fix(Model): XGBoost config
* feat(Cache): add run_clear_cache script
* fix(Pipeline) accidentally re-instatiating all_predictions for each asset
* feat: initial wandb configured. Sweep parameters aren't configured yet.
* feat: Wandb logs now results.
* feat: gitignore.
* fix: Took out print()
* feat: Changed default value of wandb to False.
* feat: Added wandb to turn of automatically if there is no environment variable to start it (when we push it). Added environment configuration aswell.
* fix(Dependencies): the package name seems to be python-dotenv
Co-authored-by: Mark Aron Szulyovszky <mark.szulyovszky@gmail.com>
* feat(Tests): added basic unit tests for walk_forward_train_test()
* fix(Tests): inherit from BaseEstimator, fix index problems in walk_forward_train_test
* fix(WalkForward): predictions were mistakenly removed, oops
* fix(WalkForward): mistakenly re-assiging model
* feat: Refractored and created new model. Pipeline not ready yet.
* feat: Implemented and refactored a data pipeline.
* ref: Refractored to make more sense.
* feat: Training works now with models that you can change.
* feat: Added predict function but without working instructions.
* feat: gitignore.
