gavindiaz/drift

mirror of https://github.com/webclinic017/drift.git synced 2026-07-28 03:08:01 +00:00

T

Daniel Szemerey 52268d0141 feat: Added Weight and Biases single run logging. (#58 )

* feat: initial wandb configured. Sweep parameters aren't configured yet.

* feat: Wandb logs now results.

* feat: gitignore.

* fix: Took out print()

* feat: Changed default value of wandb to False.

* feat: Added wandb to turn of automatically if there is no environment variable to start it (when we push it). Added environment configuration aswell.

* feat: Each assets model is seperated into a run that tracks the results.

* fix: Nonetype error, truncated assets.

* fix: Fixed the logging to wandb.

2021-12-20 17:49:11 +01:00

.github/workflows

refactor(Project): move out load_data to utils, rename fetch_data to run_fetch_data, got classifiers to work (#38 )

2021-12-17 17:41:50 +01:00

feat(Pipeline): save results, train on all assets

2021-12-14 22:59:44 +01:00

refactor(Project): move out load_data to utils, rename fetch_data to run_fetch_data, got classifiers to work (#38 )

2021-12-17 17:41:50 +01:00

refactor(Project): move out load_data to utils, rename fetch_data to run_fetch_data, got classifiers to work (#38 )

2021-12-17 17:41:50 +01:00

feature_extractors

feat(Data): added feature extractors, and feature extractor presets, removed a bunch of custom arguments from load_data (#42 )

2021-12-19 12:14:59 +01:00

feat(Tests): added test for evaluate_predictions() (#41 )

2021-12-18 22:23:07 +01:00

feat: Added Weight and Biases single run logging. (#58 )

2021-12-20 17:49:11 +01:00

feat(Evaluation): added "no_of_samples", "ratio_of_classes" metrics to aid model debugging (#56 )

2021-12-20 16:38:44 +01:00

.gitignore

feature: Added Weights and Biases configuration to the repo. (#48 )

2021-12-20 14:01:14 +01:00

conftest.py

feat(Tests): added basic unit tests for walk_forward_train_test() (#22 )

2021-12-15 17:54:03 +01:00

environment.yml

feature: Added Weights and Biases configuration to the repo. (#48 )

2021-12-20 14:01:14 +01:00

exploration.ipynb

feat(Models): added model that predicts 10 days ahead

2021-11-12 16:10:55 +01:00

README.md

feat(Core): ensemble models, correct forward returns calculation, scaling, only train from when asset returns are available, major bug fixed in walk_forward_train_test (#35 )

2021-12-17 14:32:17 +01:00

run_fetch_data.py

refactor(Project): move out load_data to utils, rename fetch_data to run_fetch_data, got classifiers to work (#38 )

2021-12-17 17:41:50 +01:00

run_pipeline.py

feat: Added Weight and Biases single run logging. (#58 )

2021-12-20 17:49:11 +01:00

sweep.yaml

feature: Added Weights and Biases configuration to the repo. (#48 )

2021-12-20 14:01:14 +01:00

wandb_setup.py

feature: Added Weights and Biases configuration to the repo. (#48 )

2021-12-20 14:01:14 +01:00

README.md

Financial time series prediction models

Installation

Use the conda environment file attached!:)