mirror of
https://github.com/webclinic017/drift.git
synced 2026-07-28 19:27:47 +00:00
Mark Aron Szulyovszky
3eb3ea94e3
* refactor(Training): added InferenceResult & TrainedModel types * refactor(Pipeline): introduced TrainingOutcome, BetSizingWithMetaOutcome, etc. * fix(Pipeline): getting it to compile * refactor(WalkForward): separate preprocessing step * feat(Pipeline): separate out transformations processing step * refactor(Pipeline): use the Directional model terminology, put bet_sizing into pipeline instead of hiding it in a step * refactor(WalkForward): moved functions to separate folder * fix(WalkForward): use sparse array to store models, process transformations in parallel (lot faster) * fix(Tests): and evaluation * fix(Tests): for realz * fix(Inference): preloading everything now, renamed primary models to directional models * fix(BetSizing): was running transformations on the wrong data, oops * fix(BetSizing): concatenated on the wrong axis accidentally * fix(Reporting): able to use the new Stats type * fix(BetSizing): renamed int column names * fix(Portfolio): name the column properly * fix(Reporting): rename the correct Series, lol * fix(Inference): walk_forwad_inference() can deal with models not being aligned with the starting index * fix(WalkForward): accidentally using the wrong index * fix(WalkForward): use the correct indicies to fetch last model/transformations * fix(CI): changed the name of the results
44 lines
1.3 KiB
Python
44 lines
1.3 KiB
Python
import pandas as pd
|
|
from config.types import RawConfig
|
|
from typing import Optional
|
|
from utils.helpers import weighted_average
|
|
from training.types import Stats
|
|
|
|
def launch_wandb(project_name:str, default_config: RawConfig, sweep:bool=False) -> Optional[object]:
|
|
from wandb_setup import get_wandb
|
|
wandb = get_wandb()
|
|
if wandb is None:
|
|
raise Exception("Wandb can not be initalized, the environment variable WANDB_API_KEY is missing (can also use .env file)")
|
|
|
|
elif sweep:
|
|
wandb.init(project=project_name, config = vars(default_config))
|
|
return wandb
|
|
else:
|
|
wandb.init(project=project_name, config = vars(default_config), reinit=True)
|
|
return wandb
|
|
|
|
|
|
def override_config_with_wandb_values(wandb: Optional[object], raw_config: RawConfig) -> RawConfig:
|
|
if wandb is None: return raw_config
|
|
|
|
wandb_config: dict = wandb.config
|
|
|
|
config_dict = vars(raw_config)
|
|
for k in config_dict:
|
|
config_dict[k] = wandb_config[k]
|
|
|
|
return RawConfig(**config_dict)
|
|
|
|
def send_report_to_wandb(stats: Stats, wandb:Optional[object]):
|
|
if wandb is None: return
|
|
|
|
run = wandb.run
|
|
run.save()
|
|
|
|
for key, value in stats.items():
|
|
run.log({ key: value })
|
|
|
|
run.finish()
|
|
|
|
|
|
|