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https://github.com/webclinic017/drift.git
synced 2026-07-29 03:37:45 +00:00
Mark Aron Szulyovszky
73cfc67336
* fix(Evaluation): correlation test should work on a per asset level, not per model level * fix(Evaluation): correlations series initalized correctly * fix(Reporting): don't name the run after the incorrectly supposed model_type * fix(Reporting): put back send_report_to_wandb() into its original place * fix(CI): sending reports again in comment
24 lines
942 B
Python
24 lines
942 B
Python
from run_pipeline import run_pipeline
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from config.config import get_default_ensemble_config, get_dev_config
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import pandas as pd
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all_results = []
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all_predictions = []
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for index in range(6):
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results_1, predictions_1, _ = run_pipeline(project_name='price-prediction', with_wandb = False, sweep = False, get_config= get_default_ensemble_config)
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all_results.append(results_1)
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all_predictions.append(predictions_1)
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correlations = pd.Series()
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for asset_name in [c for c in all_predictions[0].columns if 'ensemble' in c]:
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predictions_for_asset = pd.concat([preds[asset_name] for preds in all_predictions], axis=1)
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correlations[asset_name] = predictions_for_asset.corr().mean()[0]
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print("Correlation for asset ", asset_name, ": ", correlations[asset_name])
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correlations["Overall"] = correlations.mean()
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print("Average correlation across all assests: ", correlations.mean())
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correlations.to_csv("output/correlations.csv")
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