Daniel Szemerey 516c8bcc87 feat(Inference): Inference now runs on the entire pipeline, only train/predict one asset, adjust trading costs (#173) ...

* 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>

2022-01-23 11:38:40 +01:00

..

reporting.py

fix(Reporting): identify primary models correctly with the new column names

2022-01-11 19:44:01 +01:00

saving.py

feat(Inference): Inference now runs on the entire pipeline, only train/predict one asset, adjust trading costs (#173)

2022-01-23 11:38:40 +01:00

types.py

feat(Inference): Inference now runs on the entire pipeline, only train/predict one asset, adjust trading costs (#173)

2022-01-23 11:38:40 +01:00

wandb.py

fix(Evaluation): correlation test should work on a per asset level, not per model level (#142)

2022-01-10 14:17:06 +01:00