* fix, feat: Fixed inference processing data. Add transformation attribute.
* feat: Added transformations step, refractored the loop to make more sense (divided the train and inference loop).
* feat: Truncated models over time and transformations over time. Fixed some typing aswell.
* fix: Fixed a number of out of array problems.
* feat: Inference now works!
* fix(Steps): runtime error not checking for None
* fix(Steps): preloaded transformers are not optional anymore, sped up training by temporary increasing the retrain_every
* fix(CI): disable ray memory monitoring
* refactor(Inference): removed truncate_models and replaced it with filling X with NaN until inference should start
* feat(Inference): added index_from parameter
* fix(Tests): walk_forward test
* refactor(Pipeline): only predict one asset
* refactor(Inference): removed select_models step, inference code moved to run_inference.py so it matches convention (similar to run_pipeline.py)
* fix(Evaluation): adjust transaction costs
* fix(Config): adjusted retrain_every
Co-authored-by: Daniel Szemerey <szemereydaniel@gmail.com>
Co-authored-by: Mark Aron Szulyovszky <mark.szulyovszky@gmail.com>
* 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>
Daniel Szemerey