in orbit/diagnostics/backtest.py [0:0]
def __str__(self):
message = ""
for idx, scheme in self._split_scheme.items():
# print train/test start/end indices
tr_start = list(scheme[TimeSeriesSplitSchemeKeys.TRAIN_IDX.value])[0]
tr_end = list(scheme[TimeSeriesSplitSchemeKeys.TRAIN_IDX.value])[-1]
tt_start = list(scheme[TimeSeriesSplitSchemeKeys.TEST_IDX.value])[0]
tt_end = list(scheme[TimeSeriesSplitSchemeKeys.TEST_IDX.value])[-1]
message += (
f"\n------------ Fold: ({idx + 1} / {self.n_splits})------------\n"
)
if self.date_col is None:
message += f"Train start index: {tr_start} Train end index: {tr_end}\n"
message += f"Test start index: {tt_start} Test end index: {tt_end}\n"
else:
tr_start_date = scheme["train_period"][0]
tr_end_date = scheme["train_period"][1]
tt_start_date = scheme["test_period"][0]
tt_end_date = scheme["test_period"][1]
message += (
f"Train start date: {tr_start_date} Train end date: {tr_end_date}\n"
)
message += (
f"Test start date: {tt_start_date} Test end date: {tt_end_date}\n"
)
return message