drift

mirror of https://github.com/webclinic017/drift.git synced 2026-07-27 18:57:55 +00:00

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Mark Aron Szulyovszky a9b05dbd42 fix(Reporting): use weighted average (with no_of_samples as weights) and only report level-1 OR level-2 model performance (#91 )

* fix(Reporting): use weighted average (with no_of_samples as weights) and only report level-1 OR level-2 model performance

* chore(Config): updated sweep config

* fix(Reporting): missing import

* fix(Evaluation): get_first_valid_return_index can deal with zero valid indexes

* fix(Training): increase threshold for skipping assets

* fix(DataLoader): target asset should be always the first column

2021-12-26 12:15:11 +01:00

evaluate.py

feat(Sweep): separated level-1 and level-2 sweep configs, skip assets with too few samples to train on, simplified model mapping (#84 )

2021-12-23 23:48:59 +01:00

get_prices.py

refactor(Reporting): only report the last model's results, moved wandb-related functions to reporting (#69 )

2021-12-22 12:04:38 +01:00

helpers.py

fix(Reporting): use weighted average (with no_of_samples as weights) and only report level-1 OR level-2 model performance (#91 )

2021-12-26 12:15:11 +01:00

load_data.py

fix(Reporting): use weighted average (with no_of_samples as weights) and only report level-1 OR level-2 model performance (#91 )