48 feature eval computation #55
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im stupid, removed and iterating with regular datetime
src/pysrc/util/feature_eval.py
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| self.asset = asset | ||
| self.start = start | ||
| self.end = end | ||
| pass |
src/pysrc/util/feature_eval.py
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| class Evaluator: | ||
| def __init__(self, features: list[str], asset: str, start: datetime, end: datetime): |
src/pysrc/util/feature_eval.py
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| trade_generators = [] | ||
| snapshot_generators = [] | ||
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| for date in rrule(DAILY, dtstart=start, until=end): |
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can we do all the path manip with pathlib
src/pysrc/util/feature_eval.py
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| feature_dict[feature] = [] | ||
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| for trade, snapshot in data: | ||
| print("huh") |
src/pysrc/util/feature_eval.py
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| class Evaluator: | ||
| def __init__(self, features: list[str], asset: str, start: datetime, end: datetime): | ||
| self.features = features |
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prefix with underscore pls
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prefix the helpers? are you talking about calculate_features()
I thought it wasn't a helper, but would it be better to combine calculate_features and evaluate_features into one "calc_and_eval_features" method
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mb i meant like self._features = features
src/pysrc/util/feature_eval.py
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| self, | ||
| start: datetime, | ||
| end: datetime, | ||
| trades_resource_path: str, |
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i think we should pass resource_path as a class parameter, and then we can do resouce_path/trades/asset/date.bin here
src/pysrc/util/feature_eval.py
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| trade_generators = [] | ||
| snapshot_generators = [] | ||
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| for date in rrule(DAILY, dtstart=start, until=end): |
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not anything wrong with using but was there a reason you used rrule instead of doing this manually
src/pysrc/util/feature_eval.py
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| for feature in self.features: | ||
| feature_dict[feature] = [] | ||
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| for trade, snapshot in data: |
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uhhhh i think this is assuming that trades/snapshots start at the same tick and have an entry for every tick which i don't think is guaranteed
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may need to mute to use jerrys pr
not sure
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I think this was alr added by chris in #66
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