Commit Graph
3 Commits
Author SHA1 Message Date
31dc847be1 Feature(Speed): Python launches faster by conditionally importing models. (#169)
* feat: Added optional import of models.

* fix: Models weren't wrapped into abstract class, fixed it.

* chore: Deleted leftover comments.

* fix: Same merge commit as on remote.

* fix: System wasn't putting in RF because there was no differentiation between RF as regressor and RF as classificator.

* fix(Models): use the XGBoostModel wrapper

Co-authored-by: Daniel Szemerey <szemereydaniel@gmail.com>
Co-authored-by: Mark Aron Szulyovszky <mark.szulyovszky@gmail.com>
2022-01-14 14:29:24 +01:00
Mark Aron SzulyovszkyandGitHub b1c04afb13 refactor(Naming): use new convention, added Ensemble model parameter back, support multiple Meta-Labeling models (#132)
* refactor(Naming): use `primary_models` & `meta_labeling_models`

* refactor(Naming): using primary * meta_labeling across config and in pipeline

* feat(Pipeline): added back Ensemble models

* fix(Pipeline): compiler error

* fix(Config): typo

* chore(Pipeline): removed unused averaging step

* revert the changes in discretizing

* chore(Pipeline): remove sharpe improvement logging

* fix(Pipeline): ensemble predictions should be a pd.Series instead of a DataFrame

* fix(Pipeline): discard unnecessary ensemble_probabilities

* fix(Pipeline): fixes regarding various meta-labeling ensemble bugs

* fix(Reporting): use the new naming convention

* fix(Reporting): use the right variable

* feat(Sweep): new sweep for ensemble models

* fix(Sweep): config reference

* fix(Config): simplified dev config

* fix(Models): use the faster LR model

* fix(Models): use LGBM in the meta-labeling model for speed

* fix(Selection): always use the first model for feature selection, commented out caching from select_features() as it's close to redundant in terms of speed
2022-01-09 17:21:06 +01:00
Mark Aron SzulyovszkyandGitHub 867269df2b feat(Data): added daily_glassnode DataCollection (#99) 2022-01-03 13:57:36 +01:00