import pandas as pd from data_loader.load_data import load_data from typing import Optional, Union import warnings from utils.encapsulation import Asset, Single_Model, Training_Step def run_inference_pipeline(data_config:dict, training_config:dict, all_models_all_assets:list[Asset]): data_params = data_config.copy() data_params['target_asset'] = data_params['assets'][0] X, y, _ = load_data(**data_params) input_features = __select_data(X, training_config) primary_step, secondary_step = __select_models(data_params, all_models_all_assets) result = __inference(input_features, primary_step, secondary_step) return result def __inference(data:pd.DataFrame, primary_step:Union[Training_Step,None], secondary_step:Union[Training_Step,None]) -> pd.DataFrame: assert primary_step is not None, "No primary models found. Cancelling Inference." data = __primary_models(data, primary_step) if secondary_step is not None: warnings.warn("Secondary models are not specified.") data = __secondary_models(data, secondary_step) return data def __select_models( data_params:dict, all_models_all_assets:list[Asset])-> tuple[Union[Training_Step,None], Union[Training_Step, None]]: target_asset_name = data_params['target_asset'][1] primary_step, secondary_step, = None, None target_asset_models = next((x for x in all_models_all_assets if x.name == target_asset_name), None) if target_asset_models is not None: if len(target_asset_models.primary.base)>0: primary_step = target_asset_models.primary else: warnings.warn("No primary models found for {}.".format(target_asset_name)) if len(target_asset_models.secondary.base)>0: secondary_step = target_asset_models.secondary else: warnings.warn("No secondary models found for {}.".format(target_asset_name)) else: assert("No models found for asset: " + target_asset_name) return primary_step, secondary_step def __select_data(X:pd.DataFrame, training_config:dict)-> pd.DataFrame: window_size = training_config['sliding_window_size_primary'] num_rows = X.shape[0] if num_rows <= window_size: return X.copy() else: return X.truncate(before=int(num_rows-window_size), after=num_rows, copy=True) def __primary_models(data:pd.DataFrame, models:dict)-> pd.DataFrame: for k, model in models: last_model = model[-1] prediction = last_model.predict(data.to_numpy()) # result = evaluate_predictions( # model_name = model_name, # target_returns = target_returns, # y_pred = preds, # y_true = y, # method = method, # no_of_classes=no_of_classes, # print_results = print_results, # discretize=True # ) return data def __secondary_models(data:pd.DataFrame, model:dict)-> pd.DataFrame: return data