Bt enhance #83
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Bt enhance #83
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edwinnglabs
reviewed
Apr 15, 2020
| @@ -340,7 +348,7 @@ def _set_score(self, response_col, predicted_col='prediction', metrics=None, | |||
| """ | |||
| # TODO: not sure should we restrict use of groupby | |||
| # groupby is controlled internally with include_steps | |||
| groupby = ['steps'] if include_steps else None | |||
| groupby = ['df_key', 'steps'] if include_steps else ['df_key'] | |||
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What are the values of column ['df_key'] holding? Could you give an example?
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basically, now in _score_df and _predicted_df we have df_key (either train or test) to indicate the data source. I also gave examples in the backtest notebook.
|
Looks good to me. Just leave a small comment. |
edwinnglabs
approved these changes
Apr 15, 2020
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resolve #79;
fix #82
insample_predict = Trueand retrieved by.get_insample_predictionsandget_insample_scores..get_fitted_modelstrain_enddate to_predicted_dfwhendata_colis available; addn_splitstoscore_df. As such, unit test for backtest is updated to be passed for such additional columns.