Index

_

_evaluator_method (BaseMethodEvaluator attribute)

A

AccuracyEvaluator (class in onetick.ml.impl.evaluators)

ApplyLog (class in onetick.ml.impl.data_pipelines)

B

BaseDatafeed (class in onetick.ml.interfaces) BaseEvaluator (class in onetick.ml.interfaces) BaseExperiment (class in onetick.ml.interfaces) BaseFeatures (class in onetick.ml.interfaces) BaseMethodEvaluator (class in onetick.ml.impl.evaluators) BaseModel (class in onetick.ml.interfaces)

BaseOnetickLoader (class in onetick.ml.impl.data_pipelines) BasePreprocess (class in onetick.ml.interfaces) BaseSplitting (class in onetick.ml.interfaces) BootstrapPredictionIntervals (class in onetick.ml.impl.evaluators) build_experiment() (in module onetick.ml.utils) build_experiment_class() (ExperimentBuilder method) (in module onetick.ml.utils)

C

calc_baseline() (Experiment method) calc_metrics() (Experiment method) CalcLags (class in onetick.ml.impl.data_pipelines)

CascadeForestRegressor (class in onetick.ml.impl.models) CatBoostRegressor (class in onetick.ml.impl.models) create_folds() (in module onetick.ml.utils) CSVDatafeed (class in onetick.ml.impl.data_pipelines)

D

DecisionTreeRegressor (class in onetick.ml.impl.models)

DNNRegressor (class in onetick.ml.impl.models) DummyRegressor (class in onetick.ml.impl.models)

E

evaluate() (BaseMethodEvaluator method) (BootstrapPredictionIntervals method) (OneStepPredictionIntervals method)

Experiment (class in onetick.ml.impl.experiments) ExperimentBuilder (class in onetick.ml.utils)

F

F1Evaluator (class in onetick.ml.impl.evaluators) FilterValues (class in onetick.ml.impl.data_pipelines) fit() (BasePreprocess method) (CascadeForestRegressor method) (DummyRegressor method) (RegressorModel method)

fit_pandas() (IntradayAveraging method) (LaggedDifferences method) (LimitOutliers method) (SKLearnPreprocessor method)

G

get_class_def() (ExperimentBuilder method) get_class_name() (ExperimentBuilder static method) get_data() (Experiment method) get_fit_params() (LGBMRegressor method) (RegressorModel method) (XGBRegressor method)

get_init_params() (GroupByColumn method) get_model_params() (CatBoostRegressor method) (LGBMRegressor method) (RegressorModel method) get_source() (BaseOnetickLoader method) (OneTickBarsDatafeedOT method) GroupByColumn (class in onetick.ml.impl.data_pipelines)

I

IndexSplitter (class in onetick.ml.impl.data_pipelines) init_fit() (Experiment method) init_model() (CascadeForestRegressor method) (CatBoostRegressor method) (DummyRegressor method) (LGBMRegressor method) (RegressorModel method) (XGBRegressor method)

IntradayAveraging (class in onetick.ml.impl.data_pipelines) inverse_transform() (ApplyLog method) (GroupByColumn method) (IntradayAveraging method) (LaggedDifferences method) (MinMaxScaler method) (SKLearnPreprocessor method)

L

LaggedDifferences (class in onetick.ml.impl.data_pipelines) LGBMRegressor (class in onetick.ml.impl.models) LimitOutliers (class in onetick.ml.impl.data_pipelines) load() (BaseOnetickLoader method) (OneTickBarsDatafeed method)

load_mlflow_model() (Experiment method) load_model() (Experiment method) (LGBMRegressor method) (RegressorModel method)

M

MAEEvaluator (class in onetick.ml.impl.evaluators) MAPEEvaluator (class in onetick.ml.impl.evaluators) MdAEEvaluator (class in onetick.ml.impl.evaluators) MinMaxScaler (class in onetick.ml.impl.data_pipelines) module onetick.ml.impl.data_pipelines onetick.ml.impl.evaluators onetick.ml.impl.experiments onetick.ml.impl.models onetick.ml.interfaces onetick.ml.utils

MSEEvaluator (class in onetick.ml.impl.evaluators) MSLEEvaluator (class in onetick.ml.impl.evaluators)

O

OIDSymbolOT (class in onetick.ml.impl.data_pipelines) OneStepPredictionIntervals (class in onetick.ml.impl.evaluators) onetick.ml.impl.data_pipelines module onetick.ml.impl.evaluators module onetick.ml.impl.experiments module

onetick.ml.impl.models module onetick.ml.interfaces module onetick.ml.utils module OneTickBarsDatafeed (class in onetick.ml.impl.data_pipelines) OneTickBarsDatafeedOT (class in onetick.ml.impl.data_pipelines)

P

params_iterator() (in module onetick.ml.utils) PercentageSplitter (class in onetick.ml.impl.data_pipelines) PrecisionEvaluator (class in onetick.ml.impl.evaluators)

predict() (Experiment method) (RegressorModel method) prediction_intervals_onestep() (Experiment method) prepare_data() (Experiment method)

R

R2Evaluator (class in onetick.ml.impl.evaluators) RandomBarsDatafeed (class in onetick.ml.impl.data_pipelines) RandomForestRegressor (class in onetick.ml.impl.models) RecallEvaluator (class in onetick.ml.impl.evaluators)

RegressorModel (class in onetick.ml.impl.models) restore_experiment_from_mlflow() (in module onetick.ml.utils) RMSEEvaluator (class in onetick.ml.impl.evaluators) RocAucEvaluator (class in onetick.ml.impl.evaluators) run() (Experiment method)

S

save_mlflow_run() (Experiment method) save_model() (Experiment method) (LGBMRegressor method) (RegressorModel method) save_pyfunc_model() (Experiment method)

SelectFeatures (class in onetick.ml.impl.data_pipelines) SelectTargets (class in onetick.ml.impl.data_pipelines) serialize_config() (Experiment method) SKLearnPreprocessor (class in onetick.ml.impl.data_pipelines) SMAPEEvaluator (class in onetick.ml.impl.evaluators)

T

TimeSplitter (class in onetick.ml.impl.data_pipelines) transform() (BasePreprocess method) transform_ot() (CalcLags method) (LaggedDifferences method) (WindowFunction method)

transform_pandas() (ApplyLog method) (LimitOutliers method) (SKLearnPreprocessor method)

W

WindowFunction (class in onetick.ml.impl.data_pipelines)

X

XGBRegressor (class in onetick.ml.impl.models)