From 3bd6e8a12e74009bd2d605fdac3afbdcfa025f77 Mon Sep 17 00:00:00 2001 From: Carlo Lepelaars Date: Mon, 2 May 2022 13:23:46 +0200 Subject: [PATCH 1/4] SignalsTargetProcessor --- docs/preprocessing.html | 960 ++++++++++++++++++++++++------------- nbs/03_preprocessing.ipynb | 315 +++++++++--- numerblox/_nbdev.py | 1 + numerblox/preprocessing.py | 42 +- 4 files changed, 904 insertions(+), 414 deletions(-) diff --git a/docs/preprocessing.html b/docs/preprocessing.html index dec86fc8..e08ee75d 100644 --- a/docs/preprocessing.html +++ b/docs/preprocessing.html @@ -100,9 +100,9 @@

class BaseProcessor -
+
+
+ +
+ + + + + + {% endraw %} + + {% raw %} + +
+
+ +
+
+
stp = SignalsTargetProcessor()
+era_dataf.meta.era_col = "date"
+new_target_dataf = stp.transform(era_dataf)
+
+ +
+
+
+ +
+
+ +
+ +
+
2022-05-02 13:19:22,723 INFO numexpr.utils: Note: NumExpr detected 16 cores but "NUMEXPR_MAX_THREADS" not set, so enforcing safe limit of 8.
+2022-05-02 13:19:22,725 INFO numexpr.utils: NumExpr defaulting to 8 threads.
+
+
+
+ +
+ + +
✅ Finished step SignalsTargetProcessor. Output shape=(10000, 39). Time taken for step: 
+0:00:25.177302. ✅
+
+
+ +
+ +
+ + + + +
+ +
+ +
+ +
+
+ +
+ {% endraw %} + + {% raw %} + +
+
+ +
+
+
new_target_dataf.get_target_data.head(2)
+
+ +
+
+
+ +
+
+ +
+ + +
+ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
target_10d_rawtarget_10d_ranktarget_10d_grouptarget_20d_rawtarget_20d_ranktarget_20d_group
105045533.8334161.01.0131.9196321.01.0
647741366983.4062501.01.02319.2214361.01.0
+
+ +
+ +
+ + + + +
+ +
+ +
+ +
+
+
{% endraw %} @@ -3998,7 +4274,7 @@

2. Custom preprocessors -

class AwesomePreProcessor[source]

AwesomePreProcessor() :: BaseProcessor

+

class AwesomePreProcessor[source]

AwesomePreProcessor() :: BaseProcessor

TEMPLATE - Do some awesome preprocessing.

@@ -4024,12 +4300,12 @@

class Awesome -
+
-
- -
- - - - {% endraw %} @@ -4300,9 +4195,9 @@

class Awesome -
+