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feat(Data): create DataSource, DataCollection, added hourly crypto data (#96)

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* feat(Data): create DataSource, DataCollection, added hourly crypto data

* fix(Data): hourly data format, loading & config
This commit is contained in:
Mark Aron Szulyovszky
2021-12-31 19:04:27 +01:00
committed by GitHub
parent f762ceed2a
commit 442915f847
59 changed files with 276175 additions and 43473 deletions
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training/walk_forward.py
+2 -1
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@@ -2,6 +2,7 @@ import pandas as pd
from models.base import Model
import numpy as np
from utils.helpers import get_first_valid_return_index
from tqdm import tqdm
from sklearn.base import clone
@@ -33,7 +34,7 @@ def walk_forward_train_test(
if is_scaling_on:
scaler = clone(scaler)
for index in range(train_from, train_till):
for index in tqdm(range(train_from, train_till)):
if iterations_before_retrain <= 0 or pd.isna(models[index-1]):
if expanding_window: