2 Commits

Author	SHA1	Message	Date
Mark Aron Szulyovszky	6b26643ece	feat(Transformations): replaced feature selection pre-processing step with online version (with cache) (#170) ... * feat(Transformations): removed feature-selection pre-processing step completely * fix(Core): removed unnecessary `original_X` * fix(Transformations): use the X_expanding_window to transform subsequent data * fix(RFE): should check for model correctly * fix(Config): only re-train the model every 40 timestamp * fix(MetaLabeling): pass in the correct X to meta-labeling step * fix(Transformation): PCA should at least keep as many features as sliding_window_size * feat(Transformations): cache transformations across the same asset * fix(Tests): missing preloaded_transformations arg * chore(Config): got rid of unnecessary 'classification_models' and 'regression_models' dictionary keys	2022-01-17 11:43:51 +01:00
Mark Aron Szulyovszky	1856fcad22	feat(Transformations): added Transformations abstraction & handling in walk_forward_train() & inference() (#161) ... * feat(Transformations): added Transformations abstraction & handling in walk_forward_train() & inference() * fix(WalkForward): use Dataframes to call Transformation.fit_transform() * feat(WalkForward): restored option for models to recieve unscaled data * fix(Transformations): output DataFrame as expected * fix(Tests): missing new property	2022-01-12 23:22:55 +01:00