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This builds on top of #84 , and will require 84 to be done to be completed.
We need to drive a FeatureGenerator, a subclass of BaseFeatureGenerator that the user will write (see #66), and then run this through the LASSO container as well. Note that we should probably add a backtester config at this point as well, which can take in parameters such as online retrain frequency and fee rate. After calculating the prediction, it should drive a BaseStrategy subclass with the prediction and have the list of actions ready for execution.
The text was updated successfully, but these errors were encountered:
This builds on top of #84 , and will require 84 to be done to be completed.
We need to drive a
FeatureGenerator
, a subclass ofBaseFeatureGenerator
that the user will write (see #66), and then run this through the LASSO container as well. Note that we should probably add a backtester config at this point as well, which can take in parameters such as online retrain frequency and fee rate. After calculating the prediction, it should drive a BaseStrategy subclass with the prediction and have the list of actions ready for execution.The text was updated successfully, but these errors were encountered: