unfiltered_df: pd.DataFrame,
) -> None:
if not unfiltered_df.index.is_unique:
- raise ValueError("unfiltered_df.index must be unique for causal split guards")
+ raise ValueError(
+ "unfiltered_df.index must be unique for causal split guards"
+ )
if not filtered_dataframe.index.isin(unfiltered_df.index).all():
raise ValueError(
"filtered_dataframe.index must be a subset of unfiltered_df.index"
QuickAdapterRegressorV3._validate_index_alignment(
filtered_dataframe, unfiltered_df
)
- positions = pd.Series(np.arange(len(unfiltered_df), dtype=np.int64), index=unfiltered_df.index)
+ positions = pd.Series(
+ np.arange(len(unfiltered_df), dtype=np.int64), index=unfiltered_df.index
+ )
return positions.loc[filtered_dataframe.index]
@staticmethod
known_at_train.to_numpy(dtype=np.int64) < first_test_position
)
else:
- _log_known_at_none_once(
- dk.pair, "train_test_split causal guard"
- )
+ _log_known_at_none_once(dk.pair, "train_test_split causal guard")
train_features, train_labels, train_weights = (
QuickAdapterRegressorV3._filter_train_by_mask(
train_features,
)
if known_at_index is not None:
known_at_train = known_at_index.iloc[train_idx]
- keep_mask = known_at_train.to_numpy(dtype=np.int64) < first_test_position
+ keep_mask = (
+ known_at_train.to_numpy(dtype=np.int64) < first_test_position
+ )
train_features, train_labels, train_weights = (
QuickAdapterRegressorV3._filter_train_by_mask(
train_features,
)
)
else:
- _log_known_at_none_once(
- dk.pair, "timeseries_split causal guard"
- )
+ _log_known_at_none_once(dk.pair, "timeseries_split causal guard")
train_weights = sanitize_and_renormalize(
train_weights, logger=logger, context="timeseries_split:train"