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compare rolling ETF to session ETF, remove rolling ETF from workflow #14

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japhir opened this issue Feb 5, 2023 · 0 comments
Open
4 tasks

compare rolling ETF to session ETF, remove rolling ETF from workflow #14

japhir opened this issue Feb 5, 2023 · 0 comments
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data Clean up something about the data/metadata enhancement New feature or request help wanted Extra attention is needed

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@japhir
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japhir commented Feb 5, 2023

currently the workflow calculates "session ETFs" for all runs that have the same etf_grp

  • define good etf_grp for things that should be considered the same session in motu_metadata_parameters
  • calculate ETFs
  • compare ETF session correction to the rolling ETF (201 window size)
  • remove calculations from _targets.R so that the whole workflow is faster
@japhir japhir added enhancement New feature or request help wanted Extra attention is needed data Clean up something about the data/metadata labels Feb 5, 2023
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data Clean up something about the data/metadata enhancement New feature or request help wanted Extra attention is needed
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