forecasting

• forecasting.data
  • forecasting.data.loader
    • DataLoader
      • DataLoader.load()
    • SimulationData
      • SimulationData.actions
      • SimulationData.flags
      • SimulationData.instrument_id
      • SimulationData.n_events
      • SimulationData.order_ids
      • SimulationData.prices
      • SimulationData.sides
      • SimulationData.sizes
      • SimulationData.ts_recvs
• forecasting.metrics
• forecasting.simulation
  • forecasting.simulation.backtest_harness
    • BacktestHarness
      • BacktestHarness.from_yaml()
      • BacktestHarness.get_market_subsampled_df()
      • BacktestHarness.run_distributed()
      • BacktestHarness.run_sequential()
      • BacktestHarness.to_analysis()
  • forecasting.simulation.analysis_harness
    • AnalysisHarness
      • AnalysisHarness.pipelines
      • AnalysisHarness.transforms
      • AnalysisHarness.add_experiment()
      • AnalysisHarness.columns
      • AnalysisHarness.compute_global_metric()
      • AnalysisHarness.get_experiment()
      • AnalysisHarness.get_features()
      • AnalysisHarness.get_metrics()
      • AnalysisHarness.get_subsampled_df()
      • AnalysisHarness.get_targets()
      • AnalysisHarness.sink_experiment()
  • forecasting.simulation.harness_base
    • BaseHarness
  • forecasting.simulation.worker
    • run_single_day()