Make backtest work with pipeline

[iKintosh]

🚀 Feature Request

Backtest should work with pipeline not bare model. It makes backtest easier as a class.

Motivation

Backtest implements logic that are now a part of Pipeline class.

Proposal

--

Test cases

No response

Alternatives

No response

Additional context

No response

Checklist

• Added feature request
• Added motivation
• Added proposal

[martins0n]

Proposal:
We shoud just add backtest method to BasePipeline.
ToBe:

class BasePipeline:
    def __init__(self, horizon, *args, **kwargs):
          pass
    def fit(self, ts):
          pass
    def forecast(self):
          pass
    def backtest(self, ts: TSDataset, metrics: List[Metric], n_folds: int = 5, mode: str = "expand", n_jobs: int = 1):
          pass

In the next series we should remove TimeSeriesCrossvalidation