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Feature: Out of sample signal optimiser + new transformers + new predictors #1266

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merged 5 commits into from
Nov 28, 2023

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codecov bot commented Nov 26, 2023

Codecov Report

Merging #1266 (2e888f3) into develop (de6b229) will decrease coverage by 1.36%.
Report is 7 commits behind head on develop.
The diff coverage is 11.26%.

Additional details and impacted files

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@@             Coverage Diff             @@
##           develop    #1266      +/-   ##
===========================================
- Coverage    75.62%   74.26%   -1.36%     
===========================================
  Files           61       62       +1     
  Lines         5448     5553     +105     
===========================================
+ Hits          4120     4124       +4     
- Misses        1328     1429     +101     
Files Coverage Δ
macrosynergy/learning/__init__.py 100.00% <100.00%> (ø)
macrosynergy/signal/signal_return_relations.py 96.37% <ø> (ø)
macrosynergy/visuals/__init__.py 100.00% <100.00%> (ø)
macrosynergy/visuals/table.py 100.00% <ø> (ø)
macrosynergy/learning/predictors.py 0.00% <0.00%> (ø)
macrosynergy/learning/transformers.py 14.73% <18.96%> (+0.54%) ⬆️
macrosynergy/learning/signal_optimizer.py 10.41% <4.10%> (ø)

Impacted file tree graph

@rushilg99 rushilg99 changed the title Feature: Pooled standard scaler over a panel Feature: Out of sample signal optimiser + new transformers + new predictors Nov 28, 2023
@rushilg99 rushilg99 marked this pull request as ready for review November 28, 2023 13:58
@rushilg99 rushilg99 requested a review from a team as a code owner November 28, 2023 13:58
@rushilg99 rushilg99 merged commit 9c4bf34 into develop Nov 28, 2023
6 of 8 checks passed
@rushilg99 rushilg99 deleted the feature/learning branch November 28, 2023 13:58
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2 participants