mirror of
https://github.com/webclinic017/drift.git
synced 2026-07-29 03:37:45 +00:00
Mark Aron Szulyovszky
9488e92597
* feature(MetaLabeling): added hacky prototype * fix(MetaLabeling): drop index until first valid X & y * fix(MetaLabeling): transform both X & y before feature selection * fix(MetaLabeling): got feature selection to work * fix(MetaLabeling): correct values for meta_y * feat(MetaLabeling): created predictions multiplied by bet sizes * feat(Pipeline): print out averaged result * fix(Evaluation): correctly deal with non-discretized data * fix(Pipeline): use the right column names * refactor(Pipeline): move out meta-labeling * refactor(Pipeline): complete refactoring * feat(CI): post results to PR * fix(Pipeline): use the correct filename * chore(Config): removed now redundant feature_selection flag * feat(Models): added SVC * fix(Pipeline): accidentally switched two return values * feat(Sweep): prepared sweep_meta.yaml, moved report_results() into a separate file * fix(Pipeline): wrong function name * fix(Sweep): yaml + run_sweep * fix(Sweep): typo in name * fix(Reporting): only save averaged results * feat(MetaLabeling): use optional meta-labeling step for every lvl1 models, before averaging * feat(Reporting): print out sharpe improvement in meta-labeling step * fix(Sweep): adjusted config, defaulted to good defaults * fix(Sweep): adjusted sweep
44 lines
1.3 KiB
YAML
44 lines
1.3 KiB
YAML
name: run-test
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on: [push]
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jobs:
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run:
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runs-on: [ubuntu-latest]
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# optionally use a convenient Ubuntu LTS + CUDA + DVC + CML image
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# container: docker://dvcorg/cml:0-dvc2-base1-gpu
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# container: docker://ghcr.io/iterative/cml:0-dvc2-base1-gpu
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steps:
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- uses: actions/checkout@v2
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- uses: conda-incubator/setup-miniconda@v2
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with:
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auto-update-conda: false
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activate-environment: quant
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environment-file: environment.yml
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python-version: 3.9
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- uses: iterative/setup-cml@v1
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- name: Run pytest
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shell: bash -l {0}
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run: |
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pytest --junit-xml pytest.xml
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- name: Run pipeline
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shell: bash -l {0}
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run: |
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python run_pipeline.py
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- name: Upload Unit Test Results
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if: always()
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uses: actions/upload-artifact@v2
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with:
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name: Unit Test Results (Python ${{ matrix.python-version }})
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path: pytest.xml
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- name: Publish Unit Test Results
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uses: EnricoMi/publish-unit-test-result-action@v1
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if: always()
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with:
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files: pytest.xml
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- name: Write CML report
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env:
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REPO_TOKEN: ${{ secrets.GITHUB_TOKEN }}
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run: |
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cat results_level2.csv >> report.md
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cml-send-comment report.md
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