mirror of
https://github.com/webclinic017/drift.git
synced 2026-07-28 03:08:01 +00:00
Daniel Szemerey
516c8bcc87
* fix, feat: Fixed inference processing data. Add transformation attribute. * feat: Added transformations step, refractored the loop to make more sense (divided the train and inference loop). * feat: Truncated models over time and transformations over time. Fixed some typing aswell. * fix: Fixed a number of out of array problems. * feat: Inference now works! * fix(Steps): runtime error not checking for None * fix(Steps): preloaded transformers are not optional anymore, sped up training by temporary increasing the retrain_every * fix(CI): disable ray memory monitoring * refactor(Inference): removed truncate_models and replaced it with filling X with NaN until inference should start * feat(Inference): added index_from parameter * fix(Tests): walk_forward test * refactor(Pipeline): only predict one asset * refactor(Inference): removed select_models step, inference code moved to run_inference.py so it matches convention (similar to run_pipeline.py) * fix(Evaluation): adjust transaction costs * fix(Config): adjusted retrain_every Co-authored-by: Daniel Szemerey <szemereydaniel@gmail.com> Co-authored-by: Mark Aron Szulyovszky <mark.szulyovszky@gmail.com>
53 lines
1.6 KiB
YAML
53 lines
1.6 KiB
YAML
name: run test and pipeline
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on: [push]
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jobs:
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run:
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runs-on: [ubuntu-latest]
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# optionally use a convenient Ubuntu LTS + CUDA + DVC + CML image
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# container: docker://dvcorg/cml:0-dvc2-base1-gpu
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# container: docker://ghcr.io/iterative/cml:0-dvc2-base1-gpu
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steps:
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- uses: actions/checkout@v2
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- uses: conda-incubator/setup-miniconda@v2
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with:
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auto-update-conda: false
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activate-environment: quant
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environment-file: environment.yml
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python-version: 3.9
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- uses: iterative/setup-cml@v1
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- name: Run pytest
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shell: bash -l {0}
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run: |
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pytest --junit-xml pytest.xml
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- name: Run pipeline
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shell: bash -l {0}
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run: |
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export RAY_DISABLE_MEMORY_MONITOR=1
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python run_pipeline.py
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- name: Run portfolio reporting
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shell: bash -l {0}
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run: |
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python run_portfolio_reporting.py
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- uses: actions/upload-artifact@v2
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with:
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name: artifacts
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path: output
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- name: Upload Unit Test Results
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if: always()
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uses: actions/upload-artifact@v2
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with:
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name: Unit Test Results (Python ${{ matrix.python-version }})
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path: pytest.xml
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- name: Publish Unit Test Results
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uses: EnricoMi/publish-unit-test-result-action@v1
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if: always()
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with:
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files: pytest.xml
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- name: Write CML report
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env:
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REPO_TOKEN: ${{ secrets.GITHUB_TOKEN }}
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run: |
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cat output/results_level2.csv >> report.md
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cml-send-comment report.md
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