from data_loader.load_data import load_data from data_loader.process_data import check_data from reporting.saving import load_models from run_pipeline import run_pipeline from config.config import Config, get_dev_config, get_default_ensemble_config, get_lightweight_ensemble_config from typing import Callable, Optional from reporting.types import Reporting from training.training_steps import primary_step, secondary_step import pandas as pd import warnings def run_inference(preload_models:bool, get_config:Callable): if preload_models: all_models, config = load_models(None) else: all_models, config, _, _, _ = run_pipeline(project_name='price-prediction', with_wandb = False, sweep = False, get_config=get_config) __inference(config, all_models.primary, all_models.secondary) def __inference(config: Config, primary_models: Optional[Reporting.Training_Step], secondary_models: Optional[Reporting.Training_Step]): reporting = Reporting() asset = config.target_asset # 1. Load data, check for validity and process data X, y, target_returns = load_data( assets = config.assets, other_assets = config.other_assets, exogenous_data = config.exogenous_data, target_asset = config.target_asset, load_non_target_asset = config.load_non_target_asset, log_returns = config.log_returns, forecasting_horizon = config.forecasting_horizon, own_features = config.own_features, other_features = config.other_features, exogenous_features = config.exogenous_features, no_of_classes = config.no_of_classes, ) assert check_data(X, y, config) == True, "Data is not valid. Cancelling Inference." inference_from: pd.Timestamp = X.index[len(X.index) - 2] # 2. Train a Primary model with optional metalabeling for each asset training_step_primary, current_predictions = primary_step(X, y, target_returns, config, reporting, from_index = inference_from, preloaded_training_step = primary_models) # 3. Train an Ensemble model with optional metalabeling for each asset if secondary_models is not None: warnings.warn("Secondary models are not specified.") training_step_secondary = secondary_step(X, y, current_predictions, target_returns, config, reporting, from_index = inference_from, preloaded_training_step = secondary_models) # 4. Save the models reporting.asset = Reporting.Asset(ticker=asset[1], primary=training_step_primary, secondary=training_step_secondary) return reporting if __name__ == '__main__': run_inference(preload_models=True, get_config=get_lightweight_ensemble_config)