Fixed policy evaluation for autoregressive

This commit is contained in:
2024-02-29 23:23:11 +01:00
parent fe1e388ffb
commit 34335cd9fe
10 changed files with 191 additions and 95 deletions

View File

@@ -54,14 +54,26 @@ class YesterdayBaselinePolicyEvaluator(PolicyEvaluator):
]
)
def evaluate_test_set(self):
def evaluate_test_set(self, data_processor):
if data_processor:
filtered_dates = []
_, test_loader = data_processor.get_dataloaders()
for date in self.dates:
try:
test_loader.dataset.get_idx_for_date(date.date())
filtered_dates.append(date)
except:
pass
self.dates = filtered_dates
self.profits = []
try:
for date in tqdm(self.dates):
for date in tqdm(self.dates):
try:
self.evaluate_for_date(date)
except Exception as e:
print(e)
pass
except Exception as e:
print(e)
pass
self.profits = pd.DataFrame(
self.profits,