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13 lines
396 B
Python
13 lines
396 B
Python
from typing import Protocol, Callable, Union
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import pandas as pd
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class SKLearnModel(Protocol):
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def fit(self, X, y, sample_weight=None): ...
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def predict(self, X): ...
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def score(self, X, y, sample_weight=None): ...
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def set_params(self, **params): ...
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Period = int
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IsLogReturn = bool
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FeatureExtractor = Callable[[pd.DataFrame, Period, IsLogReturn], Union[pd.DataFrame, pd.Series]] |