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Code Activity

Adjust rolling api (#1594)

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* Intermediate version

* Fix yaml template & Successfully run rolling

* Be compatible with benchmark

* Get same results with previous linear model

* Black formatting

* Update black

* Update the placeholder mechanism

* Update CI

* Update CI

* Upgrade Black

* Fix CI and simplify code

* Fix CI

* Move the data processing caching mechanism into utils.

* Adjusting DDG-DA

* Organize import
This commit is contained in:
you-n-g
2023-07-14 12:16:12 +08:00
committed by GitHub
parent 8d3adf34ac
commit be4646b4b7
148 changed files with 1035 additions and 1028 deletions
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examples/benchmarks/LightGBM/multi_freq_handler.py
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@@ -48,7 +48,6 @@ class Avg15minHandler(DataHandlerLP):
)
def loader_config(self):
# Results for dataset: df: pd.DataFrame
# len(df.columns) == 6 + 6 * 16, len(df.index.get_level_values(level="datetime").unique()) == T
# df.columns: close0, close1, ..., close16, open0, ..., open16, ..., vwap16