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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
23 lines
1.0 KiB
Python
23 lines
1.0 KiB
Python
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from utils.types import DataCollection
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def hash_data_config(data_config: dict) -> str:
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def hash_data_collection(data_collection: DataCollection) -> str: return ''.join([a[0] + a[1] for a in data_collection])
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def hash_feature_extractors(feature_extractos) -> str: return ''.join([f[0] for f in feature_extractos])
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def to_str(x): return ''.join([str(i) for i in x])
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return '_'.join(to_str([
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hash_data_collection(data_config['assets']),
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hash_data_collection(data_config['other_assets']),
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hash_data_collection(data_config['exogenous_data']),
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data_config['target_asset'][0] + data_config['target_asset'][1],
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data_config['load_non_target_asset'],
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data_config['log_returns'],
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data_config['forecasting_horizon'],
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hash_feature_extractors(data_config['own_features']),
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hash_feature_extractors(data_config['other_features']),
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hash_feature_extractors(data_config['exogenous_features']),
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data_config['index_column'],
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data_config['no_of_classes'],
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]))
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