mlfinlab
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get_signal(prob, num_classes, pred=None) maybe wrong.
Hi, in your implementation of get_signal function (book snippet 10.1), you say : Note 1: In the book, this function contains a conditional statement checking for a column named 'side', then executes what is essentially the above line. This has been removed as it appears to be redundant and simplifies the function I don't think your modification is correct. In fact, parameter "pred" should be explained as predicted label x, not "side".