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https://github.com/webclinic017/drift.git
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1856fcad22
* feat(Transformations): added Transformations abstraction & handling in walk_forward_train() & inference() * fix(WalkForward): use Dataframes to call Transformation.fit_transform() * feat(WalkForward): restored option for models to recieve unscaled data * fix(Transformations): output DataFrame as expected * fix(Tests): missing new property
35 lines
987 B
Python
35 lines
987 B
Python
from __future__ import annotations
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from transformations.base import Transformation
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from typing import Literal, Optional, Union
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from sklearn.base import clone, BaseEstimator
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import pandas as pd
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class SKLearnTransformation(Transformation):
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transformer: BaseEstimator
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def __init__(self, transformer: BaseEstimator):
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self.transformer = transformer
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def fit(self, X: pd.DataFrame, y: Optional[pd.Series] = None) -> None:
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self.transformer.fit(X, y)
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def fit_transform(self, X: pd.DataFrame, y: Optional[pd.Series]) -> pd.DataFrame:
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self.fit(X, y)
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return self.transform(X)
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def transform(self, X: pd.DataFrame) -> pd.DataFrame:
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return pd.DataFrame(self.transformer.transform(X), index = X.index, columns = X.columns)
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def clone(self) -> SKLearnTransformation:
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return SKLearnTransformation(clone(self.transformer))
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def get_name(self) -> str:
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return self.transformer.__class__.__name__
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