2 Commits

Author	SHA1	Message	Date
Mark Aron Szulyovszky	9d47ee942d	feat(Project): use SKLearn models directly, removed custom ensembling, use 5 minute data, batch inference, numba cusum filter (#192) ... * feat(Project): use 5 minute data, running training in parallel, sped up cusum filter by 10x with numba * fix(WalkForward): inference mini-batch parallelization * fix(WalkForward): don't use the parallel version of any of the functions * feat(CI): download the data required * fix(Project): 5min_crypto folder added * fix(Evaluate): make sure we have numerical stability in returns * feat(Models): use SKLearn models directly to enable composability * feat(Inference): batched inference now working, added forecasting_horizon * fix(Inference): works again * fix(Inference) * chore(Models): remove unused Ensemble model * fix(Labeller): don't just forward shift returns, also take the sum of the data happened until then * Update test.yml	2022-02-17 16:36:35 +01:00
Daniel Szemerey	1f813f89e3	Create copy_repo.yml (#200) ... * Create copy_repo.yml * Create strip_action.yaml * Create .libcst.codemod.yaml * Create replace_functions.py * Create __init__.py * Update copy_repo.yml (#201) * Update copy_repo.yml (#202) * Update copy_repo.yml * Update copy_repo.yml (#203) * Update copy_repo.yml * Update replace_functions.py * Update copy_repo.yml * Update copy_repo.yml * Update copy_repo.yml * Update copy_repo.yml * Update copy_repo.yml * Update copy_repo.yml * Rename strip_action.yaml to environment-strip-action.yaml * Update copy_repo.yml * Update replace_functions.py (#206)	2022-02-02 17:23:16 +01:00