Mark Aron Szulyovszky f85ee6bb9c fix(MetaLabeling): previously misinterpreted meta-labeling, now also multiplying base model's prediction with the meta model's prediction (#193) ...

* fix(MetaLabeling): previously misinterpreted meta-labeling, now also multiplying base model's prediction with the meta model's prediction

* fix(Evaluate): print results

* fix(Evaluate): make sure we have numerical stability in returns

* fix(Inference): only output and print stats in training mode

* fix(Evaluate): don't add miniscule amount to result

2022-02-01 13:09:00 +01:00

..

test_evaluation.py

fix(MetaLabeling): previously misinterpreted meta-labeling, now also multiplying base model's prediction with the meta model's prediction (#193)

2022-02-01 13:09:00 +01:00

test_walk_forward.py

Refactor(Training): new outcome types, representative pipeline steps, bet-sizing (#187)

2022-01-29 06:41:40 +01:00