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https://github.com/webclinic017/drift.git
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1cd0119589
* fix(FeatureExtractor): apply log to transform some series to normality * feat(DataLoader): add ability of not returning returns when they're not needed (exogenous data), applied log to certain features * feat(FeatureExtractors): added standard scaling for exogenous data * feat(FeatureSelection): scale data with the passed in scaler before doing feature-selection * fix(Config): sweep config * feat(Models): output probability, store it * feat(Core): added caching to select_features() and load_data() * fix(Dependencies): added diskcache * fix(Training): error when creating results DF * feat(Models): added xgboost, fixed tests * refactor(Cache): moved hashing to a separate function, created wrapper functions to separate business logic and caching * fix(Tests): new syntax * fix(Model): XGboost can't handle -1 class, so we'll use the deprecated label_encoder fornow * fix(Model): XGBoost config * feat(Cache): add run_clear_cache script * fix(Pipeline) accidentally re-instatiating all_predictions for each asset
10 lines
320 B
Python
10 lines
320 B
Python
from hashlib import sha256
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import pandas as pd
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def hash_df(df: pd.DataFrame) -> str:
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s = str(df.columns) + str(df.index) + str(df.values)
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return sha256(s.encode()).hexdigest()
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def hash_series(df: pd.Series) -> str:
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s = str(df.name) + str(df.index) + str(df.values)
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return sha256(s.encode()).hexdigest() |