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Mark Aron Szulyovszky
e80fffdb65
* refactor(Config): use a Config object instead of dictionary of dictionaries! * fix(Config): use default_ensemble_config * fix(Portfolio): fixed portfolio construction
14 lines
437 B
Python
14 lines
437 B
Python
from typing import Callable, Union, Literal
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import pandas as pd
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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]]
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Name = str
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FeatureExtractorConfig = tuple[Name, FeatureExtractor, list[Period]]
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Path = str
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FileName = str
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DataSource = tuple[Path, FileName]
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DataCollection = list[DataSource]
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ScalerTypes = Literal['normalize', 'minmax', 'standardize', 'none'] |