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