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numerai / numerai-cli

Automated submission workflows in the cloud.
MIT License
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Fix Signals Example #55

Closed mariosgeorgiou closed 1 year ago

mariosgeorgiou commented 1 year ago

The current signals example fails to work because the generation of RSI features needs to first remove NaN entries. Moreover, model training fails because the target name has changed.

This PR fixed the two issues by:

  1. Moving the dropna command before grouping by dates,
  2. Renaming TARGET_NAME to target_4d