Files
drift/training/types.py
T
Mark Aron Szulyovszky 8dd2d88740 chore(Linter): reformatted code with black (#211)
* chore(Linter): reformatted code with black

* Create black.yaml
2022-02-17 19:22:17 +01:00

48 lines
1.1 KiB
Python

import pandas as pd
from dataclasses import dataclass
from typing import Optional, Dict
PredictionsSeries = pd.Series
WeightsSeries = pd.Series
ProbabilitiesDataFrame = pd.DataFrame
Stats = Dict[str, float]
ModelOverTime = pd.Series
TransformationsOverTime = list[pd.Series]
@dataclass
class TrainingOutcome:
model_id: str
predictions: PredictionsSeries
probabilities: ProbabilitiesDataFrame
stats: Optional[Stats]
model_over_time: ModelOverTime
@dataclass
class BetSizingWithMetaOutcome:
model_id: str
meta_training: TrainingOutcome
meta_transformations: TransformationsOverTime
weights: WeightsSeries
stats: Optional[Stats]
@dataclass
class DirectionalTrainingOutcome:
training: TrainingOutcome
transformations: TransformationsOverTime
@dataclass
class PipelineOutcome:
directional_training: DirectionalTrainingOutcome
bet_sizing: BetSizingWithMetaOutcome
def get_output_weights(self) -> WeightsSeries:
return self.bet_sizing.weights
def get_output_stats(self) -> Stats:
return self.bet_sizing.stats