mirror of
https://github.com/webclinic017/drift.git
synced 2026-07-28 03:08:01 +00:00
Mark Aron Szulyovszky
3eb3ea94e3
* refactor(Training): added InferenceResult & TrainedModel types * refactor(Pipeline): introduced TrainingOutcome, BetSizingWithMetaOutcome, etc. * fix(Pipeline): getting it to compile * refactor(WalkForward): separate preprocessing step * feat(Pipeline): separate out transformations processing step * refactor(Pipeline): use the Directional model terminology, put bet_sizing into pipeline instead of hiding it in a step * refactor(WalkForward): moved functions to separate folder * fix(WalkForward): use sparse array to store models, process transformations in parallel (lot faster) * fix(Tests): and evaluation * fix(Tests): for realz * fix(Inference): preloading everything now, renamed primary models to directional models * fix(BetSizing): was running transformations on the wrong data, oops * fix(BetSizing): concatenated on the wrong axis accidentally * fix(Reporting): able to use the new Stats type * fix(BetSizing): renamed int column names * fix(Portfolio): name the column properly * fix(Reporting): rename the correct Series, lol * fix(Inference): walk_forwad_inference() can deal with models not being aligned with the starting index * fix(WalkForward): accidentally using the wrong index * fix(WalkForward): use the correct indicies to fetch last model/transformations * fix(CI): changed the name of the results
34 lines
857 B
Python
34 lines
857 B
Python
from __future__ import annotations
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from typing import Literal, Optional, Union
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from abc import ABC, abstractmethod
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import numpy as np
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class Model(ABC):
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name: str = ""
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method: Literal["regression", "classification"]
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data_transformation: Literal["transformed", "original"]
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only_column: Optional[str]
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model_type: Literal['ml', 'static']
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predict_window_size: Literal['single_timestamp', 'window_size']
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@abstractmethod
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def fit(self, X: np.ndarray, y: np.ndarray) -> None:
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raise NotImplementedError
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@abstractmethod
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def predict(self, X: np.ndarray) -> tuple[float, np.ndarray]:
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raise NotImplementedError
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@abstractmethod
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def clone(self) -> Model:
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raise NotImplementedError
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@abstractmethod
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def initialize_network(self, input_dim:int, output_dim:int):
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pass
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