Mark Aron Szulyovszky
b6cd6b14fe
feat(Config): feature extractors are enabled one-by-one with a bool, added previous model to model.fit() ( #77 )
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* feat(Config): feature extractors are enabled one-by-one with a bool, added previous model to model.fit()
* fix(Sweep): removed unused `other_features` parameter that fails sweep
* feat(Config): using preset names for defining feature extractors again
* fix(Tests): fixed model stub classes
2021-12-23 10:35:20 +01:00
Mark Aron Szulyovszky
79d84cf0a3
feat(Model): added own Model class, SkLearnModel wrapper and StaticMomentumModel ( #61 )
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* feat(Model): added own `Model` class, SkLearnModel wrapper and StaticMomentumModel
* fix(Tests): added missing Model variable
* fix(Tests): added missing clone method()
2021-12-21 10:30:09 +01:00
Mark Aron Szulyovszky
b456ec3cb7
feat(Data): added feature extractors, and feature extractor presets, removed a bunch of custom arguments from load_data ( #42 )
2021-12-19 12:14:59 +01:00
Mark Aron Szulyovszky
1ef314c034
fix(WalkForward): major bug where we passed in "window of windows of data" is resolved, refactored walk_forward_train_test() and load_data()
2021-12-14 21:07:03 +01:00