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ScottfreeLLC / AlphaPy

Python AutoML for Trading Systems and Sports Betting
Apache License 2.0
1.11k stars 201 forks source link

Features Generation BugFixes #34

Open sykesdev opened 4 years ago

sykesdev commented 4 years ago

Please see attached patch that fixes a bunch of bugs around feature generation in mflow.

It has the following...

  1. Fix for this issue... https://github.com/ScottfreeLLC/AlphaPy/issues/33
  2. train mode now correctly ignores the --pdate argument rather than falling over.
  3. Arrays of NaN in feature generation were being dropped rather than added as a column of sentinels.
  4. Multi feature generation was failing due to feature name count not matching feature count, improved the asserts around this and fixed the feature names.
  5. Disabled scipy signal-to-noise ratio as this seems to be long-since deprecated. (my understanding is that the scipy version currently in use would fail for this feature).

mflow_bugfixes.txt

mrconway commented 3 years ago

These issues are next to be fixed. Thank you.