(experiment_id)
| 8 | |
| 9 | |
| 10 | def __get_data__(experiment_id): |
| 11 | path = f"{logger.find_save_path(experiment_id)}/prediction.pkl" |
| 12 | all_prices, sanity_check_labels, all_targets, all_predictions, all_probs = pd.read_pickle(path) |
| 13 | all_prices.reset_index(drop=True, inplace=True) |
| 14 | return all_prices, sanity_check_labels, all_targets.tolist(), all_predictions.tolist(), all_probs |
| 15 | |
| 16 | |
| 17 | def backtest(experiment_id, trading_hyperparameters): |