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Add ability to set masks for folds in backtest
More flexibility for backtest strategy
FoldMask
AbstractPipeline
backtest
n_folds: Union[int, List[FoldMask]] = 5
BasePipeline
n_folds
n_folds: Union[int, List[FoldMask]]
Add tests from etna-utils
No response
Blocked by #562
The text was updated successfully, but these errors were encountered:
alex-hse-repository
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🚀 Feature Request
Add ability to set masks for folds in backtest
Motivation
More flexibility for backtest strategy
Proposal
FoldMask
(see etna-utils)AbstractPipeline
backtest
:n_folds: Union[int, List[FoldMask]] = 5
BasePipeline
backtest
:n_folds: Union[int, List[FoldMask]] = 5
n_folds
is int, create fold masks for then_folds
n_folds: Union[int, List[FoldMask]]
Test cases
Add tests from etna-utils
Alternatives
No response
Additional context
Blocked by #562
Checklist
The text was updated successfully, but these errors were encountered: