Merge pull request #19 from ivelin/fix/dashboard

add and fix MALE formula in backtest error column

src/canswim/dashboard/__init__.py

@@ -77,7 +77,7 @@ def initdb(self):
         duckdb.sql(
             f"""
             CREATE VIEW backtest_error 
-            AS SELECT f.symbol, mean(log(1+abs(f."close_quantile_0.5"-cp.Close))) as mal_error
+            AS SELECT f.symbol, mean(abs(log(greatest(f."close_quantile_0.5", 0.01)/cp.Close))) as mal_error
             FROM forecast as f, close_price as cp
             WHERE cp.symbol = f.symbol AND cp.date = f.date
             GROUP BY f.symbol, cp.symbol

src/canswim/model.py

@@ -267,7 +267,6 @@ def __prepare_data_splits(self):
             self.past_cov_list.append(self.covariates.past_covariates[t])
             self.future_cov_list.append(self.covariates.future_covariates[t])
         self.__validate_train_data()
-        logger.info(f"Total # stocks in train list: {len(self.target_train_list)}")
         if len(self.target_train_list) > 0:
             logger.info(
                 f"Sample train series start time: {self.target_train_list[0].start_time()}, end time: {self.target_train_list[0].end_time()}"
@@ -285,6 +284,7 @@ def __prepare_data_splits(self):
                 f"Sample future covariates columns count: {len(self.future_cov_list[0].columns)}, {self.future_cov_list[0].columns}"
             )
             # update targets series dict
+        logger.info(f"Total # stocks in train list: {len(self.target_train_list)}")
         updated_target_series = {}
         for t in self.train_series.keys():
             updated_target_series[t] = self.targets.target_series[t]