alg

Attributes

app

Functions

train(ctx, config[, dry_run, no_test, fetch_data])

backtest(ctx, config[, on_train])

analysis(ctx, alg_config, out_dir)

Module Contents

alg.app
alg.train(ctx, config, dry_run=typer.Option(False, '--dry-run', '-d', help='Run the training in dry run mode without saving results.'), no_test=typer.Option(False, '--no-test', '-t', help='Run the backtesting suite via the new model'), fetch_data=typer.Option(False, '--fetch-data', '-f', help='Fetch the latest data before training. Do not use Cache.'))
Parameters:

  • ctx (typer.Context)

  • config (typing_extensions.Annotated[str, typer.Option('--config', '-c', help='Path to the configuration file.')])

  • dry_run (bool)

  • no_test (bool)

  • fetch_data (bool)

alg.backtest(ctx, config, on_train=typer.Option(False, '--on-train', help='Run backtesting on the training data instead of test data.'))
Parameters:

  • ctx (typer.Context)

  • config (typing_extensions.Annotated[str, typer.Option('--config', '-c', help='Path to the configuration file.')])

  • on_train (bool)

alg.analysis(ctx, alg_config, out_dir)
Parameters:

  • ctx (typer.Context)

  • alg_config (typing_extensions.Annotated[str, typer.Option('--config', '-c', help='Path to the configuration file.')])

  • out_dir (typing_extensions.Annotated[str, typer.Option('--out_dir', '-o', help='Path to the root output directory.')])