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feat(Data): added new derived features + asset pairs for crypto tickers (#6)

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This commit is contained in:
Mark Aron Szulyovszky
2021-11-17 12:07:49 +01:00
committed by GitHub
parent b0b0d5bbba
commit 3fec439c08
72 changed files with 78660 additions and 12513 deletions
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keras_models/classification.py
+4 -4
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@@ -14,13 +14,13 @@ def create_basic_lstm_model(input_shape, num_classes):
def create_basic_cnn_model(input_shape, num_classes):
model = keras.Sequential()
model.add(keras.layers.Conv1D(filters=64, kernel_size=3, padding="same", input_shape=input_shape))
model.add(keras.layers.Conv1D(filters=32, kernel_size=3, padding="same", input_shape=input_shape))
model.add(keras.layers.BatchNormalization())
model.add(keras.layers.ReLU())
model.add(keras.layers.Conv1D(filters=64, kernel_size=3, padding="same"))
model.add(keras.layers.Conv1D(filters=32, kernel_size=3, padding="same"))
model.add(keras.layers.BatchNormalization())
model.add(keras.layers.ReLU())
model.add(keras.layers.Conv1D(filters=64, kernel_size=3, padding="same"))
model.add(keras.layers.Conv1D(filters=32, kernel_size=3, padding="same"))
model.add(keras.layers.BatchNormalization())
model.add(keras.layers.ReLU())
model.add(keras.layers.GlobalAveragePooling1D())
@@ -29,7 +29,7 @@ def create_basic_cnn_model(input_shape, num_classes):
def create_resnet_cnn_model(input_shape, num_classes):
n_feature_maps = 64
n_feature_maps = 24
input_layer = keras.layers.Input(input_shape)