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backtest as Pipeline's method #161

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merged 17 commits into from Oct 12, 2021
Merged

backtest as Pipeline's method #161

merged 17 commits into from Oct 12, 2021

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julia-shenshina
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@julia-shenshina julia-shenshina commented Oct 8, 2021 •
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IMPORTANT: Please do not create a Pull Request without creating an issue first.

Before submitting (must do checklist)

  • Did you read the contribution guide?
  • Did you update the docs? We use Numpy format for all the methods and classes.
  • Did you write any new necessary tests?
  • Did you update the CHANGELOG?

Type of Change

  • Examples / docs / tutorials / contributors update
  • Bug fix (non-breaking change which fixes an issue)
  • Improvement (non-breaking change which improves an existing feature)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)

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closes #121

@julia-shenshina julia-shenshina self-assigned this Oct 8, 2021
@julia-shenshina julia-shenshina marked this pull request as draft October 8, 2021 13:14
@julia-shenshina julia-shenshina marked this pull request as ready for review October 11, 2021 10:36
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codecov-commenter commented Oct 11, 2021 •
edited

Codecov Report

Merging #161 (ec17383) into master (8d09303) will increase coverage by 0.44%.
The diff coverage is 99.21%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #161      +/-   ##
==========================================
+ Coverage   87.22%   87.67%   +0.44%     
==========================================
  Files          74       75       +1     
  Lines        3272     3399     +127     
==========================================
+ Hits         2854     2980     +126     
- Misses        418      419       +1
Impacted Files Coverage Δ
etna/pipeline/pipeline.py 99.25% <99.13%> (-0.75%) ⬇️
etna/metrics/__init__.py 100.00% <100.00%> (ø)
etna/metrics/utils.py 100.00% <100.00%> (ø)
etna/model_selection/backtest.py 97.60% <100.00%> (+0.03%) ⬆️

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martins0n
martins0n previously approved these changes Oct 11, 2021
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👍

etna/metrics/utils.py Outdated Show resolved Hide resolved
etna/pipeline/pipeline.py Outdated Show resolved Hide resolved
tests/conftest.py Outdated Show resolved Hide resolved
tests/conftest.py Outdated Show resolved Hide resolved
tests/conftest.py Outdated Show resolved Hide resolved
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iKintosh
iKintosh previously approved these changes Oct 11, 2021
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🥇

tests/test_model_selection/test_backtest.py
),
(
True,
["MAE(mode = 'per-segment', )", "MSE(mode = 'per-segment', )", "SMAPE(mode = 'per-segment', )", "segment"],
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Maybe same format as above?

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what do you mean?

iKintosh
iKintosh approved these changes Oct 12, 2021
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:itaksoidet:

@julia-shenshina julia-shenshina merged commit 9c37a03 into master Oct 12, 2021
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Make backtest work with pipeline
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