Masked backtest #613
Merged
Masked backtest #613
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Codecov Report
@@ Coverage Diff @@
## master #613 +/- ##
==========================================
+ Coverage 84.54% 84.60% +0.05%
==========================================
Files 118 118
Lines 5973 6033 +60
==========================================
+ Hits 5050 5104 +54
- Misses 923 929 +6
📣 Codecov can now indicate which changes are the most critical in Pull Requests. Learn more |
Mr-Geekman
reviewed
Mar 21, 2022
Mr-Geekman
reviewed
Mar 21, 2022
Mr-Geekman
reviewed
Mar 21, 2022
Mr-Geekman
reviewed
Mar 21, 2022
Mr-Geekman
reviewed
Mar 21, 2022
Mr-Geekman
reviewed
Mar 21, 2022
Mr-Geekman
reviewed
Mar 21, 2022
Mr-Geekman
reviewed
Mar 21, 2022
tests/test_pipeline/test_pipeline.py
Outdated
| @pytest.mark.parametrize( | ||
| "lag,expected", ((4, {"segment_0": 0, "segment_1": 0}), (7, {"segment_0": 0, "segment_1": 0.5})) | ||
| ) | ||
| def test_backtest_right_timestamps(masked_ts: TSDataset, lag: int, expected: Dict[str, List[float]]): |
There was a problem hiding this comment.
What is the difference with previous test?
There was a problem hiding this comment.
I have no guess) The only difference in the parameters here
There was a problem hiding this comment.
May be we should change the name of this task somehow.
For example, previous will be test_backtest_one_point, the second test_backtest_two_points.
Or we should just ask the creator of this tests.
There was a problem hiding this comment.
I renamed the tests
Mr-Geekman
reviewed
Mar 22, 2022
iKintosh
previously approved these changes
Mar 22, 2022
iKintosh
approved these changes
Mar 22, 2022
Sign up for free
to subscribe to this conversation on GitHub.
Already have an account?
Sign in.
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
IMPORTANT: Please do not create a Pull Request without creating an issue first.
Before submitting (must do checklist)
Type of Change
Proposed Changes
Related Issue
Closing issues
closes #563