AlphaPy
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Features Generation BugFixes
Please see attached patch that fixes a bunch of bugs around feature generation in mflow.
It has the following...
- Fix for this issue... https://github.com/ScottfreeLLC/AlphaPy/issues/33
- train mode now correctly ignores the --pdate argument rather than falling over.
- Arrays of NaN in feature generation were being dropped rather than added as a column of sentinels.
- Multi feature generation was failing due to feature name count not matching feature count, improved the asserts around this and fixed the feature names.
- Disabled scipy signal-to-noise ratio as this seems to be long-since deprecated. (my understanding is that the scipy version currently in use would fail for this feature).
These issues are next to be fixed. Thank you.