From 5e740319740e8fdc1ea995abab2b236327bd1537 Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Wed, 22 Jun 2022 10:35:21 +0300
Subject: [PATCH 01/28] Update base.py

---
 etna/pipeline/base.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/etna/pipeline/base.py b/etna/pipeline/base.py
index fdad36708..4c4aff505 100644
--- a/etna/pipeline/base.py
+++ b/etna/pipeline/base.py
@@ -444,7 +444,9 @@ def _get_backtest_forecasts(self) -> pd.DataFrame:
         if self._folds is None:
             raise ValueError("Something went wrong during backtest initialization!")
         forecasts_list = []
+        print('self._folds.items()', self._folds.items())
         for fold_number, fold_info in self._folds.items():
+            print('fold_number:', fold_number, ' | ', 'fold_info:', fold_info)
             forecast_ts = fold_info["forecast"]
             segments = forecast_ts.segments
             forecast = forecast_ts.df

From 53d381186e8c699bd2f1a05c4707815302931fcd Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Wed, 22 Jun 2022 11:17:35 +0300
Subject: [PATCH 02/28] Update base.py

---
 etna/pipeline/base.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/etna/pipeline/base.py b/etna/pipeline/base.py
index 4c4aff505..f39a1044c 100644
--- a/etna/pipeline/base.py
+++ b/etna/pipeline/base.py
@@ -452,7 +452,7 @@ def _get_backtest_forecasts(self) -> pd.DataFrame:
             forecast = forecast_ts.df
             fold_number_df = pd.DataFrame(
                 np.tile(fold_number, (forecast.index.shape[0], len(segments))),
-                columns=pd.MultiIndex.from_product([segments, [self._fold_column]], names=("segment", "feature")),
+                columns=pd.MultiIndex.from_product([segments, [self._fold_column]], names=("segment111", "feature222")),
                 index=forecast.index,
             )
             forecast = forecast.join(fold_number_df)

From 3633a0c94d3d63f822595ee811587064aa5e2ea2 Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Wed, 22 Jun 2022 12:17:19 +0300
Subject: [PATCH 03/28] Update base.py

---
 etna/pipeline/base.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/etna/pipeline/base.py b/etna/pipeline/base.py
index f39a1044c..4e2405ca2 100644
--- a/etna/pipeline/base.py
+++ b/etna/pipeline/base.py
@@ -450,11 +450,13 @@ def _get_backtest_forecasts(self) -> pd.DataFrame:
             forecast_ts = fold_info["forecast"]
             segments = forecast_ts.segments
             forecast = forecast_ts.df
+            print(forecast)
             fold_number_df = pd.DataFrame(
                 np.tile(fold_number, (forecast.index.shape[0], len(segments))),
                 columns=pd.MultiIndex.from_product([segments, [self._fold_column]], names=("segment111", "feature222")),
                 index=forecast.index,
             )
+            print(fold_number_df)
             forecast = forecast.join(fold_number_df)
             forecasts_list.append(forecast)
         forecasts = pd.concat(forecasts_list)

From b93ead71dc17567ba046eedbb81131bad1f61193 Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Wed, 22 Jun 2022 13:13:39 +0300
Subject: [PATCH 04/28] Update base.py

---
 etna/pipeline/base.py | 7 ++-----
 1 file changed, 2 insertions(+), 5 deletions(-)

diff --git a/etna/pipeline/base.py b/etna/pipeline/base.py
index 4e2405ca2..108117e48 100644
--- a/etna/pipeline/base.py
+++ b/etna/pipeline/base.py
@@ -444,22 +444,19 @@ def _get_backtest_forecasts(self) -> pd.DataFrame:
         if self._folds is None:
             raise ValueError("Something went wrong during backtest initialization!")
         forecasts_list = []
-        print('self._folds.items()', self._folds.items())
         for fold_number, fold_info in self._folds.items():
-            print('fold_number:', fold_number, ' | ', 'fold_info:', fold_info)
             forecast_ts = fold_info["forecast"]
             segments = forecast_ts.segments
             forecast = forecast_ts.df
-            print(forecast)
             fold_number_df = pd.DataFrame(
                 np.tile(fold_number, (forecast.index.shape[0], len(segments))),
-                columns=pd.MultiIndex.from_product([segments, [self._fold_column]], names=("segment111", "feature222")),
+                columns=pd.MultiIndex.from_product([segments, ["fold_info"]], names=("segment111", "feature222")),
                 index=forecast.index,
             )
-            print(fold_number_df)
             forecast = forecast.join(fold_number_df)
             forecasts_list.append(forecast)
         forecasts = pd.concat(forecasts_list)
+        forecasts.sort_index(axis='columns', ascending=[True, False], inplace=True)
         return forecasts
 
     def _prepare_fold_masks(self, ts: TSDataset, masks: Union[int, List[FoldMask]], mode: str) -> List[FoldMask]:

From e966f63ff6953044fd54664b83fcaee4ab0fa84a Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Wed, 22 Jun 2022 13:14:49 +0300
Subject: [PATCH 05/28] Update base.py

---
 etna/pipeline/base.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/etna/pipeline/base.py b/etna/pipeline/base.py
index 108117e48..10d9437e1 100644
--- a/etna/pipeline/base.py
+++ b/etna/pipeline/base.py
@@ -456,7 +456,7 @@ def _get_backtest_forecasts(self) -> pd.DataFrame:
             forecast = forecast.join(fold_number_df)
             forecasts_list.append(forecast)
         forecasts = pd.concat(forecasts_list)
-        forecasts.sort_index(axis='columns', ascending=[True, False], inplace=True)
+        forecasts.sort_index(axis="columns", ascending=[True, False], inplace=True)
         return forecasts
 
     def _prepare_fold_masks(self, ts: TSDataset, masks: Union[int, List[FoldMask]], mode: str) -> List[FoldMask]:

From 461ffa2c784870c27ee324e271e874b126c5ffd2 Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Wed, 22 Jun 2022 13:20:37 +0300
Subject: [PATCH 06/28] Update base.py

---
 etna/pipeline/base.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/etna/pipeline/base.py b/etna/pipeline/base.py
index 10d9437e1..7633554fb 100644
--- a/etna/pipeline/base.py
+++ b/etna/pipeline/base.py
@@ -450,7 +450,7 @@ def _get_backtest_forecasts(self) -> pd.DataFrame:
             forecast = forecast_ts.df
             fold_number_df = pd.DataFrame(
                 np.tile(fold_number, (forecast.index.shape[0], len(segments))),
-                columns=pd.MultiIndex.from_product([segments, ["fold_info"]], names=("segment111", "feature222")),
+                columns=pd.MultiIndex.from_product([segments, ["fold_info"]], names=("segment", "feature")),
                 index=forecast.index,
             )
             forecast = forecast.join(fold_number_df)

From 3dec66bb1dbcb3810183f3f7b5ee1a42842726ea Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Thu, 23 Jun 2022 14:00:51 +0300
Subject: [PATCH 07/28] Update base.py

---
 etna/pipeline/base.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/etna/pipeline/base.py b/etna/pipeline/base.py
index 7633554fb..8a2c37faf 100644
--- a/etna/pipeline/base.py
+++ b/etna/pipeline/base.py
@@ -450,7 +450,7 @@ def _get_backtest_forecasts(self) -> pd.DataFrame:
             forecast = forecast_ts.df
             fold_number_df = pd.DataFrame(
                 np.tile(fold_number, (forecast.index.shape[0], len(segments))),
-                columns=pd.MultiIndex.from_product([segments, ["fold_info"]], names=("segment", "feature")),
+                columns=pd.MultiIndex.from_product([segments, [self._fold_column]], names=("segment", "feature")),
                 index=forecast.index,
             )
             forecast = forecast.join(fold_number_df)

From 7414e14f373ea899375ca9721cd0262ac9171f83 Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Tue, 28 Jun 2022 16:55:04 +0300
Subject: [PATCH 08/28] Update base.py

---
 etna/pipeline/base.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/etna/pipeline/base.py b/etna/pipeline/base.py
index 8a2c37faf..4e0407951 100644
--- a/etna/pipeline/base.py
+++ b/etna/pipeline/base.py
@@ -456,7 +456,7 @@ def _get_backtest_forecasts(self) -> pd.DataFrame:
             forecast = forecast.join(fold_number_df)
             forecasts_list.append(forecast)
         forecasts = pd.concat(forecasts_list)
-        forecasts.sort_index(axis="columns", ascending=[True, False], inplace=True)
+        forecasts.sort_index(axis="columns", inplace=True)
         return forecasts
 
     def _prepare_fold_masks(self, ts: TSDataset, masks: Union[int, List[FoldMask]], mode: str) -> List[FoldMask]:

From a5a6677df875bc006703e36ef89fc0db0595a932 Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Thu, 30 Jun 2022 09:38:41 +0300
Subject: [PATCH 09/28] Update base.py

---
 etna/pipeline/base.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/etna/pipeline/base.py b/etna/pipeline/base.py
index 4e0407951..c5aa968e7 100644
--- a/etna/pipeline/base.py
+++ b/etna/pipeline/base.py
@@ -456,7 +456,7 @@ def _get_backtest_forecasts(self) -> pd.DataFrame:
             forecast = forecast.join(fold_number_df)
             forecasts_list.append(forecast)
         forecasts = pd.concat(forecasts_list)
-        forecasts.sort_index(axis="columns", inplace=True)
+        forecasts.sort_index(axis=1, inplace=True)
         return forecasts
 
     def _prepare_fold_masks(self, ts: TSDataset, masks: Union[int, List[FoldMask]], mode: str) -> List[FoldMask]:

From c4000827c397424a90501e5c2bd297735c99013a Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Thu, 30 Jun 2022 09:53:28 +0300
Subject: [PATCH 10/28] Update base.py

---
 etna/pipeline/base.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/etna/pipeline/base.py b/etna/pipeline/base.py
index c5aa968e7..2ee2b5385 100644
--- a/etna/pipeline/base.py
+++ b/etna/pipeline/base.py
@@ -456,8 +456,7 @@ def _get_backtest_forecasts(self) -> pd.DataFrame:
             forecast = forecast.join(fold_number_df)
             forecasts_list.append(forecast)
         forecasts = pd.concat(forecasts_list)
-        forecasts.sort_index(axis=1, inplace=True)
-        return forecasts
+        return forecasts.sort_index(axis=1)
 
     def _prepare_fold_masks(self, ts: TSDataset, masks: Union[int, List[FoldMask]], mode: str) -> List[FoldMask]:
         """Prepare and validate fold masks."""

From ea3490f388544adf9e74fed1bedbacb0155ffa92 Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Thu, 30 Jun 2022 10:06:16 +0300
Subject: [PATCH 11/28] Update base.py

---
 etna/pipeline/base.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/etna/pipeline/base.py b/etna/pipeline/base.py
index 2ee2b5385..8a2c37faf 100644
--- a/etna/pipeline/base.py
+++ b/etna/pipeline/base.py
@@ -456,7 +456,8 @@ def _get_backtest_forecasts(self) -> pd.DataFrame:
             forecast = forecast.join(fold_number_df)
             forecasts_list.append(forecast)
         forecasts = pd.concat(forecasts_list)
-        return forecasts.sort_index(axis=1)
+        forecasts.sort_index(axis="columns", ascending=[True, False], inplace=True)
+        return forecasts
 
     def _prepare_fold_masks(self, ts: TSDataset, masks: Union[int, List[FoldMask]], mode: str) -> List[FoldMask]:
         """Prepare and validate fold masks."""

From 1231261f1412100fbd7c222fbd3c0157e19a8671 Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Thu, 30 Jun 2022 11:25:14 +0300
Subject: [PATCH 12/28] Update base.py

---
 etna/pipeline/base.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/etna/pipeline/base.py b/etna/pipeline/base.py
index dcce3944c..256ec8829 100644
--- a/etna/pipeline/base.py
+++ b/etna/pipeline/base.py
@@ -457,7 +457,7 @@ def _get_backtest_forecasts(self) -> pd.DataFrame:
             forecast = forecast.join(fold_number_df)
             forecasts_list.append(forecast)
         forecasts = pd.concat(forecasts_list)
-        forecasts.sort_index(axis="columns", ascending=[True, False], inplace=True)
+        forecasts.sort_index(axis="columns", inplace=True)
         return forecasts
 
     def _prepare_fold_masks(self, ts: TSDataset, masks: Union[int, List[FoldMask]], mode: str) -> List[FoldMask]:

From 3eedf50edddc7c3a774b37f83b426b951ac2ebe2 Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Fri, 1 Jul 2022 13:06:52 +0300
Subject: [PATCH 13/28] Update base.py

---
 etna/pipeline/base.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/etna/pipeline/base.py b/etna/pipeline/base.py
index 256ec8829..b37a23c68 100644
--- a/etna/pipeline/base.py
+++ b/etna/pipeline/base.py
@@ -457,7 +457,7 @@ def _get_backtest_forecasts(self) -> pd.DataFrame:
             forecast = forecast.join(fold_number_df)
             forecasts_list.append(forecast)
         forecasts = pd.concat(forecasts_list)
-        forecasts.sort_index(axis="columns", inplace=True)
+        forecasts.sort_index(axis=1, inplace=True)
         return forecasts
 
     def _prepare_fold_masks(self, ts: TSDataset, masks: Union[int, List[FoldMask]], mode: str) -> List[FoldMask]:

From 051d8561cd871344b490b0bd3ecf5f2c65d9dce5 Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Mon, 4 Jul 2022 09:42:51 +0300
Subject: [PATCH 14/28] Update base.py

---
 etna/pipeline/base.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/etna/pipeline/base.py b/etna/pipeline/base.py
index b37a23c68..4225b4d7b 100644
--- a/etna/pipeline/base.py
+++ b/etna/pipeline/base.py
@@ -457,7 +457,7 @@ def _get_backtest_forecasts(self) -> pd.DataFrame:
             forecast = forecast.join(fold_number_df)
             forecasts_list.append(forecast)
         forecasts = pd.concat(forecasts_list)
-        forecasts.sort_index(axis=1, inplace=True)
+        forecasts.sort_index(axis=1, ascending=[True, False], inplace=True)
         return forecasts
 
     def _prepare_fold_masks(self, ts: TSDataset, masks: Union[int, List[FoldMask]], mode: str) -> List[FoldMask]:

From c080fb6bf2469fb79480359d9f5cf9117ab8ae86 Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Mon, 4 Jul 2022 11:38:23 +0300
Subject: [PATCH 15/28] Update base.py

---
 etna/pipeline/base.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/etna/pipeline/base.py b/etna/pipeline/base.py
index 4225b4d7b..b37a23c68 100644
--- a/etna/pipeline/base.py
+++ b/etna/pipeline/base.py
@@ -457,7 +457,7 @@ def _get_backtest_forecasts(self) -> pd.DataFrame:
             forecast = forecast.join(fold_number_df)
             forecasts_list.append(forecast)
         forecasts = pd.concat(forecasts_list)
-        forecasts.sort_index(axis=1, ascending=[True, False], inplace=True)
+        forecasts.sort_index(axis=1, inplace=True)
         return forecasts
 
     def _prepare_fold_masks(self, ts: TSDataset, masks: Union[int, List[FoldMask]], mode: str) -> List[FoldMask]:

From 4a88a624b42930739f2193b0888e09495b20bf84 Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Tue, 5 Jul 2022 16:58:55 +0300
Subject: [PATCH 16/28] Update conftest.py

---
 tests/test_pipeline/conftest.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/tests/test_pipeline/conftest.py b/tests/test_pipeline/conftest.py
index e6eb9c750..7ba6aa8dd 100644
--- a/tests/test_pipeline/conftest.py
+++ b/tests/test_pipeline/conftest.py
@@ -168,7 +168,8 @@ def step_ts() -> Tuple[TSDataset, pd.DataFrame, pd.DataFrame]:
     forecast_df.columns = pd.MultiIndex.from_product(
         [[segment], ["target", "fold_number"]], names=("segment", "feature")
     )
-
+    forecast_df.sort_index(axis=1, inplace=True)
+    
     return ts, metrics_df, forecast_df
 
 

From 41f100ad973cd5c577656afcc9ff19d9a4d4e7d6 Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Tue, 5 Jul 2022 17:26:14 +0300
Subject: [PATCH 17/28] Update conftest.py

---
 tests/test_pipeline/conftest.py | 1 -
 1 file changed, 1 deletion(-)

diff --git a/tests/test_pipeline/conftest.py b/tests/test_pipeline/conftest.py
index 7ba6aa8dd..c0ed3334b 100644
--- a/tests/test_pipeline/conftest.py
+++ b/tests/test_pipeline/conftest.py
@@ -169,7 +169,6 @@ def step_ts() -> Tuple[TSDataset, pd.DataFrame, pd.DataFrame]:
         [[segment], ["target", "fold_number"]], names=("segment", "feature")
     )
     forecast_df.sort_index(axis=1, inplace=True)
-    
     return ts, metrics_df, forecast_df
 
 

From 935f648f2b970597769cfa0f11e2086112306ce7 Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Tue, 5 Jul 2022 18:02:03 +0300
Subject: [PATCH 18/28] Update test_pipeline.py

---
 tests/test_pipeline/test_pipeline.py | 13 +++++++++++++
 1 file changed, 13 insertions(+)

diff --git a/tests/test_pipeline/test_pipeline.py b/tests/test_pipeline/test_pipeline.py
index 104e68951..5702e0c40 100644
--- a/tests/test_pipeline/test_pipeline.py
+++ b/tests/test_pipeline/test_pipeline.py
@@ -573,3 +573,16 @@ def test_backtest_nans_at_beginning_with_mask(ts_name, request):
         metrics=[MAE()],
         n_folds=[mask],
     )
+
+def test_forecast_backtest_correct_ordering(step_ts: TSDataset):
+    ts, _, expected_forecast_df = step_ts
+    HORIZON = 5
+    ensemble = VotingEnsemble(
+        pipelines=[
+            Pipeline(model=NaiveModel(lag=7), transforms=[], horizon=HORIZON),
+            Pipeline(model=NaiveModel(lag=10), transforms=[], horizon=HORIZON),
+        ]
+    )
+
+    _, forecast_df, _ = ensemble.backtest(ts, metrics=[MAE()])
+    assert np.all(forecast_df.values == expected_forecast_df.values)

From b2aaa818ccee7c36654afa010a28b3c3c4800c52 Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Tue, 5 Jul 2022 23:50:22 +0300
Subject: [PATCH 19/28] Update test_pipeline.py

---
 tests/test_pipeline/test_pipeline.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/tests/test_pipeline/test_pipeline.py b/tests/test_pipeline/test_pipeline.py
index 5702e0c40..4da28621b 100644
--- a/tests/test_pipeline/test_pipeline.py
+++ b/tests/test_pipeline/test_pipeline.py
@@ -27,6 +27,7 @@
 from etna.transforms import FilterFeaturesTransform
 from etna.transforms import LogTransform
 from tests.utils import DummyMetric
+from etna.ensembles import VotingEnsemble
 
 DEFAULT_METRICS = [MAE(mode=MetricAggregationMode.per_segment)]
 

From 9f5f01c5b19892c9dd2057ff32e3a5cae275d325 Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Wed, 6 Jul 2022 00:29:52 +0300
Subject: [PATCH 20/28] Update test_pipeline.py

---
 tests/test_pipeline/test_pipeline.py | 11 ++---------
 1 file changed, 2 insertions(+), 9 deletions(-)

diff --git a/tests/test_pipeline/test_pipeline.py b/tests/test_pipeline/test_pipeline.py
index 4da28621b..ec3c33f7f 100644
--- a/tests/test_pipeline/test_pipeline.py
+++ b/tests/test_pipeline/test_pipeline.py
@@ -27,7 +27,6 @@
 from etna.transforms import FilterFeaturesTransform
 from etna.transforms import LogTransform
 from tests.utils import DummyMetric
-from etna.ensembles import VotingEnsemble
 
 DEFAULT_METRICS = [MAE(mode=MetricAggregationMode.per_segment)]
 
@@ -578,12 +577,6 @@ def test_backtest_nans_at_beginning_with_mask(ts_name, request):
 def test_forecast_backtest_correct_ordering(step_ts: TSDataset):
     ts, _, expected_forecast_df = step_ts
     HORIZON = 5
-    ensemble = VotingEnsemble(
-        pipelines=[
-            Pipeline(model=NaiveModel(lag=7), transforms=[], horizon=HORIZON),
-            Pipeline(model=NaiveModel(lag=10), transforms=[], horizon=HORIZON),
-        ]
-    )
-
-    _, forecast_df, _ = ensemble.backtest(ts, metrics=[MAE()])
+    pipeline = AutoRegressivePipeline(model=NaiveModel(), horizon=5, step=1)
+    _, forecast_df, _ = pipeline.backtest(ts, metrics=[MAE()], n_folds=3)
     assert np.all(forecast_df.values == expected_forecast_df.values)

From 2e576fefbf7a05a4d2392d7287922db34446c2ee Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Wed, 6 Jul 2022 01:09:07 +0300
Subject: [PATCH 21/28] Update test_pipeline.py

---
 tests/test_pipeline/test_pipeline.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/tests/test_pipeline/test_pipeline.py b/tests/test_pipeline/test_pipeline.py
index ec3c33f7f..f3f9f9531 100644
--- a/tests/test_pipeline/test_pipeline.py
+++ b/tests/test_pipeline/test_pipeline.py
@@ -22,6 +22,7 @@
 from etna.models import SARIMAXModel
 from etna.pipeline import FoldMask
 from etna.pipeline import Pipeline
+from etna.pipeline import AutoRegressivePipeline
 from etna.transforms import AddConstTransform
 from etna.transforms import DateFlagsTransform
 from etna.transforms import FilterFeaturesTransform

From 701a92f7579c7ebd6b35ed78d5ae41a75907ca2c Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Wed, 6 Jul 2022 01:35:41 +0300
Subject: [PATCH 22/28] Update test_pipeline.py

---
 tests/test_pipeline/test_pipeline.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/test_pipeline/test_pipeline.py b/tests/test_pipeline/test_pipeline.py
index f3f9f9531..4853bfbba 100644
--- a/tests/test_pipeline/test_pipeline.py
+++ b/tests/test_pipeline/test_pipeline.py
@@ -20,9 +20,9 @@
 from etna.models import NaiveModel
 from etna.models import ProphetModel
 from etna.models import SARIMAXModel
+from etna.pipeline import AutoRegressivePipeline
 from etna.pipeline import FoldMask
 from etna.pipeline import Pipeline
-from etna.pipeline import AutoRegressivePipeline
 from etna.transforms import AddConstTransform
 from etna.transforms import DateFlagsTransform
 from etna.transforms import FilterFeaturesTransform

From 03818435dc43703a091d3edad42208bcce6b0131 Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Wed, 6 Jul 2022 02:07:09 +0300
Subject: [PATCH 23/28] Update test_pipeline.py

---
 tests/test_pipeline/test_pipeline.py | 13 ++++++++++---
 1 file changed, 10 insertions(+), 3 deletions(-)

diff --git a/tests/test_pipeline/test_pipeline.py b/tests/test_pipeline/test_pipeline.py
index 4853bfbba..cb8b43a72 100644
--- a/tests/test_pipeline/test_pipeline.py
+++ b/tests/test_pipeline/test_pipeline.py
@@ -577,7 +577,14 @@ def test_backtest_nans_at_beginning_with_mask(ts_name, request):
 
 def test_forecast_backtest_correct_ordering(step_ts: TSDataset):
     ts, _, expected_forecast_df = step_ts
-    HORIZON = 5
-    pipeline = AutoRegressivePipeline(model=NaiveModel(), horizon=5, step=1)
-    _, forecast_df, _ = pipeline.backtest(ts, metrics=[MAE()], n_folds=3)
+    pipeline = AutoRegressivePipeline(
+        model=NaiveModel(),
+        horizon=5,
+        step=1
+    )
+    _, forecast_df, _ = pipeline.backtest(
+        ts=ts,
+        metrics=[MAE()],
+        n_folds=3
+    )
     assert np.all(forecast_df.values == expected_forecast_df.values)

From 2c8b632560108f7fd21ca2f79c43e1faa1ba569c Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Wed, 6 Jul 2022 09:01:52 +0300
Subject: [PATCH 24/28] Update test_pipeline.py

---
 tests/test_pipeline/test_pipeline.py | 6 ++----
 1 file changed, 2 insertions(+), 4 deletions(-)

diff --git a/tests/test_pipeline/test_pipeline.py b/tests/test_pipeline/test_pipeline.py
index cb8b43a72..5102f40eb 100644
--- a/tests/test_pipeline/test_pipeline.py
+++ b/tests/test_pipeline/test_pipeline.py
@@ -20,7 +20,6 @@
 from etna.models import NaiveModel
 from etna.models import ProphetModel
 from etna.models import SARIMAXModel
-from etna.pipeline import AutoRegressivePipeline
 from etna.pipeline import FoldMask
 from etna.pipeline import Pipeline
 from etna.transforms import AddConstTransform
@@ -577,10 +576,9 @@ def test_backtest_nans_at_beginning_with_mask(ts_name, request):
 
 def test_forecast_backtest_correct_ordering(step_ts: TSDataset):
     ts, _, expected_forecast_df = step_ts
-    pipeline = AutoRegressivePipeline(
+    pipeline = Pipeline(
         model=NaiveModel(),
-        horizon=5,
-        step=1
+        horizon=5
     )
     _, forecast_df, _ = pipeline.backtest(
         ts=ts,

From abc1312be5996b63ec7597922e111035eaf5c5f2 Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Wed, 6 Jul 2022 09:15:13 +0300
Subject: [PATCH 25/28] Update CHANGELOG.md

---
 CHANGELOG.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/CHANGELOG.md b/CHANGELOG.md
index 42f6cc36d..44d50d641 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -40,7 +40,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Fix missing prophet in docker images ([#767](https://github.com/tinkoff-ai/etna/pull/767))
 - Add `known_future` parameter to CLI ([#758](https://github.com/tinkoff-ai/etna/pull/758))
 - FutureWarning: The frame.append method is deprecated. Use pandas.concat instead ([#764](https://github.com/tinkoff-ai/etna/pull/764))
-- 
+- Correct ordering if multi-index in backtest ([#771](https://github.com/tinkoff-ai/etna/pull/771))
 - 
 - 
 - 

From 6eb031dba0f3168523c3c40dbef4ce905d3a15d5 Mon Sep 17 00:00:00 2001
From: mvakhmenin <mvakhmenin@gmail.com>
Date: Tue, 12 Jul 2022 14:38:10 +0300
Subject: [PATCH 26/28] make format

---
 tests/test_pipeline/test_pipeline.py | 12 +++---------
 1 file changed, 3 insertions(+), 9 deletions(-)

diff --git a/tests/test_pipeline/test_pipeline.py b/tests/test_pipeline/test_pipeline.py
index 5102f40eb..695a26418 100644
--- a/tests/test_pipeline/test_pipeline.py
+++ b/tests/test_pipeline/test_pipeline.py
@@ -574,15 +574,9 @@ def test_backtest_nans_at_beginning_with_mask(ts_name, request):
         n_folds=[mask],
     )
 
+
 def test_forecast_backtest_correct_ordering(step_ts: TSDataset):
     ts, _, expected_forecast_df = step_ts
-    pipeline = Pipeline(
-        model=NaiveModel(),
-        horizon=5
-    )
-    _, forecast_df, _ = pipeline.backtest(
-        ts=ts,
-        metrics=[MAE()],
-        n_folds=3
-    )
+    pipeline = Pipeline(model=NaiveModel(), horizon=5)
+    _, forecast_df, _ = pipeline.backtest(ts=ts, metrics=[MAE()], n_folds=3)
     assert np.all(forecast_df.values == expected_forecast_df.values)

From b938d017705e4237358dbc8e67e1c184e0d146a8 Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Wed, 13 Jul 2022 15:01:49 +0300
Subject: [PATCH 27/28] Update conftest.py

---
 tests/test_pipeline/conftest.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/tests/test_pipeline/conftest.py b/tests/test_pipeline/conftest.py
index 073a34ab2..02559acf7 100644
--- a/tests/test_pipeline/conftest.py
+++ b/tests/test_pipeline/conftest.py
@@ -166,9 +166,8 @@ def step_ts() -> Tuple[TSDataset, pd.DataFrame, pd.DataFrame]:
         index=timestamp_forecast,
     )
     forecast_df.columns = pd.MultiIndex.from_product(
-        [[segment], ["target", "fold_number"]], names=("segment", "feature")
+        [[segment], ["fold_number", "target"]], names=("segment", "feature")
     )
-    forecast_df.sort_index(axis=1, inplace=True)
     return ts, metrics_df, forecast_df
 
 

From 3dc128dae42fc1afbe7f2b8a2aa779e61da93f10 Mon Sep 17 00:00:00 2001
From: mvakhmenin <84391322+mvakhmenin@users.noreply.github.com>
Date: Wed, 13 Jul 2022 16:00:07 +0300
Subject: [PATCH 28/28] Update conftest.py

---
 tests/test_pipeline/conftest.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/test_pipeline/conftest.py b/tests/test_pipeline/conftest.py
index 02559acf7..e3dbb3464 100644
--- a/tests/test_pipeline/conftest.py
+++ b/tests/test_pipeline/conftest.py
@@ -162,7 +162,7 @@ def step_ts() -> Tuple[TSDataset, pd.DataFrame, pd.DataFrame]:
         target_forecast += [start_value + i * add_value] * horizon
         fold_number_forecast += [i] * horizon
     forecast_df = pd.DataFrame(
-        {"target": target_forecast, "fold_number": fold_number_forecast},
+        {"fold_number": fold_number_forecast, "target": target_forecast},
         index=timestamp_forecast,
     )
     forecast_df.columns = pd.MultiIndex.from_product(