Mark Aron Szulyovszky b1c04afb13 refactor(Naming): use new convention, added Ensemble model parameter back, support multiple Meta-Labeling models (#132) ...

* refactor(Naming): use `primary_models` & `meta_labeling_models`

* refactor(Naming): using primary * meta_labeling across config and in pipeline

* feat(Pipeline): added back Ensemble models

* fix(Pipeline): compiler error

* fix(Config): typo

* chore(Pipeline): removed unused averaging step

* revert the changes in discretizing

* chore(Pipeline): remove sharpe improvement logging

* fix(Pipeline): ensemble predictions should be a pd.Series instead of a DataFrame

* fix(Pipeline): discard unnecessary ensemble_probabilities

* fix(Pipeline): fixes regarding various meta-labeling ensemble bugs

* fix(Reporting): use the new naming convention

* fix(Reporting): use the right variable

* feat(Sweep): new sweep for ensemble models

* fix(Sweep): config reference

* fix(Config): simplified dev config

* fix(Models): use the faster LR model

* fix(Models): use LGBM in the meta-labeling model for speed

* fix(Selection): always use the first model for feature selection, commented out caching from select_features() as it's close to redundant in terms of speed

2022-01-09 17:21:06 +01:00

..

test_evaluation.py

refactor(Naming): use new convention, added Ensemble model parameter back, support multiple Meta-Labeling models (#132)

2022-01-09 17:21:06 +01:00

test_walk_forward.py

refractor(Pipeline): Tiny refractor of code. (#111)

2022-01-05 18:35:52 +01:00