Commit Graph

4 Commits

Author SHA1 Message Date
Mark Aron Szulyovszky b6cd6b14fe feat(Config): feature extractors are enabled one-by-one with a bool, added previous model to model.fit() (#77)
* 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)
* 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