feat(Models): added a basic sktime model and missing USD crypto currency pairs (#7)

2026-07-29 11:47:50 +00:00 · 2021-11-17 22:28:34 +01:00
parent 3fec439c08
commit 6e192ebc8a
75 changed files with 16723 additions and 116 deletions
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,0.04445,0.04346,0.04457,0.04354
 2021-11-14,0.04498,0.04384,0.04354,0.04397
 2021-11-15,0.04517,0.04411,0.04397,0.04507
-2021-11-16,0.04913,0.043,0.04507,0.04604
+2021-11-16,0.04775,0.04456,0.04507,0.0459
+2021-11-17,0.04737,0.04337,0.0459,0.04528
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,0.03324,0.0325,0.03254,0.03257
 2021-11-14,0.03336,0.03251,0.03257,0.0326
 2021-11-15,0.03317,0.0324,0.0326,0.0331
-2021-11-16,0.0358,0.03158,0.0331,0.03357
+2021-11-16,0.03472,0.0324,0.0331,0.03338
+2021-11-17,0.0342,0.03232,0.03338,0.03366
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.000458,0.0003784,0.0003958,0.0003853
 2017-10-09,0.0004737,0.0004212,0.0003853,0.0004413
 2017-10-10,0.0004411,0.0004175,0.0004413,0.0004251
 2017-10-11,0.0004462,0.0004186,0.0004251,0.0004443
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,0.008119,0.007939,0.008144,0.007954
 2021-11-14,0.007481,0.007291,0.007954,0.007312
 2021-11-15,0.007683,0.007504,0.007312,0.007666
-2021-11-16,0.008443,0.007301,0.007666,0.007968
+2021-11-16,0.008471,0.007905,0.007666,0.008142
+2021-11-17,0.008399,0.007824,0.008142,0.008125
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,0.008662,0.00847,0.008946,0.008486
 2021-11-14,0.008751,0.008528,0.008486,0.008553
 2021-11-15,0.008504,0.008306,0.008553,0.008485
-2021-11-16,0.008796,0.008061,0.008485,0.008325
+2021-11-16,0.008893,0.008299,0.008485,0.008548
+2021-11-17,0.008872,0.008264,0.008548,0.008694
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,9.981,8.245,8.228,8.396
 2017-10-09,11.53,10.26,8.396,10.74
 2017-10-10,8.667,8.204,10.74,8.352
 2017-10-11,9.571,8.98,8.352,9.531
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,18.57,18.16,18.99,18.19
 2021-11-14,17.8,17.35,18.19,17.4
 2021-11-15,16.29,15.91,17.4,16.26
-2021-11-16,17.9,15.54,16.26,16.87
+2021-11-16,17.84,16.65,16.26,17.15
+2021-11-17,17.24,16.18,17.15,16.84
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,0.0849,0.08302,0.08325,0.08318
 2021-11-14,0.08496,0.0828,0.08318,0.08304
 2021-11-15,0.0842,0.08224,0.08304,0.08402
-2021-11-16,0.09243,0.08022,0.08402,0.0871
+2021-11-16,0.08989,0.08389,0.08402,0.08641
+2021-11-17,0.08805,0.08318,0.08641,0.08646
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.08688,0.07177,0.08669,0.07308
 2017-10-09,0.09489,0.08437,0.07308,0.08839
 2017-10-10,0.08635,0.08173,0.08839,0.08321
 2017-10-11,0.08593,0.08062,0.08321,0.08556
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,1.76,1.721,1.722,1.724
 2021-11-14,1.757,1.712,1.724,1.717
 2021-11-15,1.724,1.684,1.717,1.72
-2021-11-16,1.807,1.633,1.72,1.709
+2021-11-16,1.793,1.673,1.72,1.723
+2021-11-17,1.739,1.657,1.723,1.717
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,81.75,56.63,76.52,58.47
 2017-10-09,73.33,55.63,58.47,65.26
 2017-10-10,68.47,61.64,65.26,65.54
 2017-10-11,67.56,61.13,65.54,64.03
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,319.1,306.19,306.39,316.9
 2021-11-14,329.7,317.43,316.9,318.91
 2021-11-15,315.77,308.26,318.91,314.16
-2021-11-16,325.95,311.14,314.17,323.42
+2021-11-16,327.46,304.93,314.16,314.13
+2021-11-17,314.76,305.9,313.97,306.47
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,13.89,13.33,13.65,13.8
 2021-11-14,14.5,13.96,13.8,14.02
 2021-11-15,14.23,13.89,14.02,14.16
-2021-11-16,15.04,14.16,14.16,14.82
+2021-11-16,15.03,14.0,14.16,14.42
+2021-11-17,14.66,13.69,14.42,13.88
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,10.39,9.971,9.971,10.32
 2021-11-14,10.75,10.35,10.32,10.4
 2021-11-15,10.45,10.2,10.4,10.4
-2021-11-16,11.36,10.21,10.4,10.8
+2021-11-16,10.93,10.18,10.4,10.48
+2021-11-17,10.71,10.01,10.48,10.32
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0315,0.02182,0.03029,0.02253
 2017-10-09,0.03236,0.02455,0.02253,0.0288
 2017-10-10,0.0291,0.0262,0.0288,0.02786
 2017-10-11,0.03002,0.02716,0.02786,0.02845
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,2.538,2.435,2.495,2.521
 2021-11-14,2.411,2.321,2.521,2.332
 2021-11-15,2.421,2.363,2.332,2.408
-2021-11-16,2.678,2.36,2.408,2.563
+2021-11-16,2.666,2.483,2.408,2.558
+2021-11-17,2.629,2.423,2.558,2.491
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,2.708,2.598,2.741,2.689
 2021-11-14,2.82,2.715,2.689,2.728
 2021-11-15,2.679,2.616,2.728,2.666
-2021-11-16,2.763,2.644,2.662,2.684
+2021-11-16,2.799,2.607,2.666,2.685
+2021-11-17,2.693,2.623,2.687,2.667
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,686.42,475.47,629.65,490.94
 2017-10-09,787.91,597.67,490.94,701.16
 2017-10-10,571.85,514.81,701.16,547.41
 2017-10-11,643.88,582.65,547.41,610.2
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,5805.71,5570.86,5817.86,5765.71
 2021-11-14,5737.43,5524.02,5765.71,5549.72
 2021-11-15,5133.33,5011.28,5549.72,5107.18
-2021-11-16,5464.48,5115.09,5120.33,5428.88
+2021-11-16,5615.38,5229.12,5107.18,5386.81
+2021-11-17,5397.25,5009.57,5386.81,5164.32
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,26.57,25.16,25.52,26.35
 2021-11-14,26.9,25.85,26.35,26.5
 2021-11-15,27.48,26.29,26.5,26.42
-2021-11-16,29.32,25.93,26.4,28.01
+2021-11-16,29.28,26.46,26.42,27.15
+2021-11-17,27.56,25.76,27.14,26.52
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,5.975,4.139,6.634,4.273
 2017-10-09,6.482,4.917,4.273,5.768
 2017-10-10,5.697,5.129,5.768,5.454
 2017-10-11,5.781,5.231,5.454,5.478
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,550.08,527.83,527.47,546.29
 2021-11-14,566.15,545.09,546.29,547.63
 2021-11-15,543.14,530.22,547.63,540.37
-2021-11-16,573.19,528.03,540.37,550.53
+2021-11-16,564.33,525.51,540.37,541.36
+2021-11-17,544.51,513.24,541.36,526.68
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,228832.95,189035.92,213219.62,224719.1
 2017-10-09,226757.37,201612.9,224719.1,216450.22
 2017-10-10,225733.63,213675.21,216450.22,221729.49
 2017-10-11,227272.73,213219.62,221729.49,214132.76
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,31425.1,30999.22,31359.94,31394.6
 2021-11-14,32150.51,31473.0,31394.6,32141.41
 2021-11-15,32154.24,31210.09,32141.41,31562.53
-2021-11-16,33003.3,31036.62,31535.79,32690.42
+2021-11-16,32141.43,31251.72,31562.53,32068.03
+2021-11-17,32883.92,31867.43,32041.01,32102.73
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,3802.34,3614.9,2828.38,3792.14
 2017-10-09,3534.92,3083.3,3792.14,3345.07
 2017-10-10,3479.75,3303.38,3345.07,3341.24
 2017-10-11,3409.89,3305.48,3341.24,3349.66
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,99.19,97.85,102.25,99.1
 2021-11-14,100.66,98.53,99.1,100.63
 2021-11-15,102.25,99.25,100.63,100.37
-2021-11-16,102.09,97.85,100.41,101.43
+2021-11-16,102.26,99.43,100.37,102.03
+2021-11-17,106.18,101.8,102.0,104.67
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,1368.57,1350.03,1398.24,1367.24
 2021-11-14,1414.82,1385.0,1367.24,1414.41
 2021-11-15,1448.94,1406.4,1414.41,1422.28
-2021-11-16,1524.86,1419.04,1421.67,1501.5
+2021-11-16,1474.25,1433.44,1422.28,1470.89
+2021-11-17,1509.66,1426.13,1470.59,1453.49
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,14.94,14.21,14.23,14.9
 2017-10-09,16.99,14.82,14.9,16.08
 2017-10-10,16.58,15.74,16.08,15.92
 2017-10-11,16.2,15.7,15.92,15.91
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,13.88,13.69,13.74,13.86
 2021-11-14,14.16,13.86,13.86,14.16
 2021-11-15,14.2,13.79,14.16,13.94
-2021-11-16,14.31,13.91,13.94,14.26
+2021-11-16,14.31,13.91,13.94,14.27
+2021-11-17,14.4,14.19,14.27,14.27
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,1024.91,1011.02,1020.95,1023.92
 2021-11-14,1047.51,1025.43,1023.92,1047.21
 2021-11-15,1063.86,1032.62,1047.21,1044.28
-2021-11-16,1111.23,1042.21,1044.06,1092.42
+2021-11-16,1073.23,1043.52,1044.28,1070.78
+2021-11-17,1089.92,1062.7,1069.4,1080.61
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,87.39,83.08,85.14,87.15
 2017-10-09,101.63,88.64,87.15,96.17
 2017-10-10,98.52,93.53,96.17,94.6
 2017-10-11,96.7,93.74,94.6,94.99
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,250.18,246.79,254.95,249.93
 2021-11-14,235.65,230.68,249.93,235.58
 2021-11-15,246.36,239.12,235.58,241.82
-2021-11-16,262.05,240.96,241.84,259.54
+2021-11-16,261.63,254.39,241.82,261.04
+2021-11-17,267.67,257.27,260.89,260.69
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,266.97,263.36,280.56,266.72
 2021-11-14,274.62,268.84,266.72,274.55
 2021-11-15,272.29,264.29,274.55,267.28
-2021-11-16,273.0,266.03,267.67,270.86
+2021-11-16,275.01,267.4,267.28,274.38
+2021-11-17,282.73,271.74,273.9,279.02
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,1719587.55,1634817.43,1845236.68,1714974.64
 2017-10-09,2373233.72,2070028.23,1714974.64,2245775.92
 2017-10-10,2243707.47,2129985.79,2245775.92,2154402.12
 2017-10-11,2050247.46,1987474.93,2154402.12,2014037.84
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,573206.3,565438.0,594117.02,572650.02
 2021-11-14,559996.04,548195.21,572650.02,559837.47
 2021-11-15,523692.04,508314.81,559837.47,514054.88
-2021-11-16,555555.56,512820.51,512820.51,549450.55
+2021-11-16,550872.22,535623.43,514054.88,549614.17
+2021-11-17,549450.55,531914.89,549450.55,540540.54
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,2634.77,2570.58,2609.89,2611.77
 2021-11-14,2667.32,2589.37,2611.77,2667.0
 2021-11-15,2765.36,2643.81,2667.0,2651.2
-2021-11-16,2868.62,2647.6,2650.41,2835.27
+2021-11-16,2932.56,2709.34,2651.2,2769.12
+2021-11-17,2805.84,2735.23,2768.55,2774.69
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,18601.19,16385.38,18484.29,16423.06
 2017-10-09,20123.58,17552.58,16389.67,19042.82
 2017-10-10,19304.92,18326.46,19042.82,18536.54
 2017-10-11,18595.82,18026.47,18536.54,18267.39
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,54187.13,53452.77,53953.38,54134.54
 2021-11-14,55149.14,53986.98,54134.54,55133.53
 2021-11-15,55262.76,53640.07,55133.53,54245.79
-2021-11-16,56085.25,53908.36,54259.36,55648.3
+2021-11-16,55278.79,53748.61,54245.79,55152.55
+2021-11-17,55432.37,54495.91,55218.11,55126.79
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,0.7528,0.7229,0.7303,0.7479
 2021-11-14,0.7701,0.7405,0.7479,0.7416
 2021-11-15,0.7535,0.7324,0.7416,0.7344
-2021-11-16,0.7831,0.6835,0.7344,0.7297
+2021-11-16,0.7536,0.7013,0.7344,0.7272
+2021-11-17,0.7643,0.7039,0.7272,0.7435
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,0.1839,0.1766,0.1827,0.1827
 2021-11-14,0.1727,0.1661,0.1827,0.1663
 2021-11-15,0.1745,0.1696,0.1663,0.1701
-2021-11-16,0.1847,0.158,0.1701,0.1728
+2021-11-16,0.1839,0.1711,0.1701,0.1774
+2021-11-17,0.1877,0.1704,0.1774,0.1795
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,420.57,403.89,426.07,417.83
 2021-11-14,411.06,395.25,417.83,395.81
 2021-11-15,370.1,359.74,395.81,360.72
-2021-11-16,391.5,336.31,360.72,366.81
+2021-11-16,387.2,360.33,360.72,373.63
+2021-11-17,385.27,352.34,373.63,371.89
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,1.923,1.846,1.868,1.91
 2021-11-14,1.962,1.886,1.91,1.889
 2021-11-15,1.913,1.859,1.889,1.864
-2021-11-16,2.022,1.736,1.864,1.893
+2021-11-16,1.951,1.816,1.864,1.883
+2021-11-17,1.967,1.812,1.883,1.91
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,15817.98,15038.2,14987.21,15078.65
 2017-10-09,14603.9,12738.1,15078.65,13461.04
 2017-10-10,14086.47,13372.51,13461.04,13926.83
 2017-10-11,13638.12,13220.56,13926.83,13458.24
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,2294.28,2263.19,2281.19,2265.39
 2021-11-14,2315.57,2266.77,2265.39,2267.42
 2021-11-15,2288.33,2221.14,2267.42,2262.78
-2021-11-16,2372.61,2169.46,2262.78,2283.95
+2021-11-16,2303.43,2239.67,2262.78,2244.79
+2021-11-17,2316.67,2213.19,2244.79,2249.76
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,270.52,257.19,195.85,257.88
 2017-10-09,223.78,195.19,257.88,206.27
 2017-10-10,214.92,204.03,206.27,212.48
 2017-10-11,213.01,206.49,212.48,210.2
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,7.24,7.142,7.445,7.149
 2021-11-14,7.261,7.108,7.149,7.11
 2021-11-15,7.284,7.07,7.11,7.203
-2021-11-16,7.339,6.84,7.203,7.11
+2021-11-16,7.333,7.13,7.203,7.146
+2021-11-17,7.48,7.07,7.146,7.336
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,99.9,98.55,101.66,98.65
 2021-11-14,101.81,99.66,98.65,99.69
 2021-11-15,103.13,100.1,99.69,101.98
-2021-11-16,107.84,101.02,102.02,105.19
+2021-11-16,107.84,101.02,102.02,103.05
+2021-11-17,106.36,99.04,103.03,101.85
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,74.72,73.7,74.24,73.78
 2021-11-14,75.5,73.91,73.78,73.93
 2021-11-15,75.74,73.51,73.93,74.89
-2021-11-16,79.89,72.85,74.89,76.72
+2021-11-16,76.88,74.75,74.89,74.92
+2021-11-17,76.78,73.8,74.92,75.73
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,6.094,5.794,5.932,5.81
 2017-10-09,6.444,5.621,5.81,5.94
 2017-10-10,5.988,5.684,5.94,5.92
 2017-10-11,6.06,5.874,5.92,5.98
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,18.25,18.0,18.58,18.02
 2021-11-14,16.93,16.58,18.02,16.58
 2021-11-15,17.54,17.03,16.58,17.35
-2021-11-16,18.84,16.84,17.35,18.19
+2021-11-16,18.76,18.24,17.35,18.28
+2021-11-17,18.86,17.87,18.28,18.27
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,19.47,19.21,20.41,19.22
 2021-11-14,19.81,19.39,19.22,19.39
 2021-11-15,19.42,18.85,19.39,19.2
-2021-11-16,19.63,18.6,19.2,19.0
+2021-11-16,19.69,19.15,19.2,19.19
+2021-11-17,19.92,18.87,19.19,19.55
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,132811.32,126264.15,123315.79,126603.77
 2017-10-09,156906.98,136860.47,126603.77,144627.91
 2017-10-10,117648.15,111685.19,144627.91,116314.81
 2017-10-11,129979.59,126000.0,116314.81,128265.31
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,41742.86,41177.14,43315.48,41217.14
 2021-11-14,40296.09,39446.93,41217.14,39458.1
 2021-11-15,37200.0,36107.69,39458.1,36784.62
-2021-11-16,39938.89,35846.15,36784.62,38538.46
+2021-11-16,39500.0,38406.59,36784.62,38494.51
+2021-11-17,38708.79,36941.49,38494.51,37870.27
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,190.93,186.03,189.9,188.48
 2021-11-14,190.85,183.84,188.48,188.33
 2021-11-15,198.84,189.33,188.33,190.27
-2021-11-16,206.22,185.07,190.11,198.81
+2021-11-16,210.44,190.06,190.27,194.03
+2021-11-17,197.67,189.96,193.96,194.45
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,1156.02,1099.03,1299.26,1101.99
 2017-10-09,1290.8,1125.88,1101.99,1189.78
 2017-10-10,1172.14,1112.73,1189.78,1158.86
 2017-10-11,1166.91,1131.18,1158.86,1151.52
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,3955.06,3901.46,3927.15,3905.25
 2021-11-14,3976.3,3892.5,3905.25,3893.61
 2021-11-15,3935.97,3820.4,3893.61,3892.02
-2021-11-16,4031.97,3768.19,3892.02,3905.35
+2021-11-16,3969.63,3859.75,3892.02,3868.58
+2021-11-17,3905.21,3784.74,3868.58,3863.29
@@ -1009,3 +1009,4 @@ time,open,high,low,close,volume
 2021-11-11,173.98,174.27,173.74,174.12,5959640.0
 2021-11-12,173.51,174.67,173.4,174.45,7638200.0
 2021-11-15,174.1,174.59,173.69,174.18,5630808.0
+2021-11-16,173.97,174.48,172.86,172.92,8667323.0
@@ -1009,3 +1009,4 @@ time,open,high,low,close,volume
 2021-11-11,114.75,114.8,114.38,114.38,3746050.0
 2021-11-12,114.8,114.94,114.52,114.62,10443929.0
 2021-11-15,114.55,114.5786,114.13,114.17,8021394.0
+2021-11-16,114.18,114.4,114.05,114.07,6573729.0
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,4.163,3.942,3.996,4.094
 2021-11-14,4.493,4.061,4.094,4.459
 2021-11-15,4.456,4.264,4.459,4.317
-2021-11-16,4.612,3.977,4.317,4.229
+2021-11-16,4.438,4.075,4.317,4.099
+2021-11-17,4.237,3.97,4.099,4.144
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,22622.64,21792.45,20789.47,21792.45
 2017-10-09,26976.74,23046.51,21792.45,24348.84
 2017-10-10,19833.33,19037.04,24348.84,19648.15
 2017-10-11,21836.73,21265.31,19648.15,21448.98
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,2325.71,2202.29,2331.55,2287.43
 2021-11-14,2398.32,2167.6,2287.43,2379.89
 2021-11-15,2188.72,2094.36,2379.89,2120.51
-2021-11-16,2305.56,1956.92,2120.51,2121.98
+2021-11-16,2280.22,2093.96,2120.51,2106.04
+2021-11-17,2135.71,1987.23,2106.04,2071.89
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,10.63,10.07,10.22,10.46
 2021-11-14,11.44,10.34,10.46,11.36
 2021-11-15,11.31,10.82,11.36,10.96
-2021-11-16,11.9,10.1,10.96,10.97
+2021-11-16,11.49,10.55,10.96,10.61
+2021-11-17,10.91,10.22,10.61,10.64
@@ -1009,3 +1009,4 @@ time,open,high,low,close,volume
 2021-11-11,392.57,392.75,390.24,390.59,32242983.0
 2021-11-12,391.77,395.25,390.13,394.7,32532903.0
 2021-11-15,395.91,396.24,392.095,394.61,33716861.0
+2021-11-16,393.86,397.93,393.66,397.42,27872940.0
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,5.148,4.836,4.982,5.131
 2021-11-14,5.296,5.107,5.131,5.14
 2021-11-15,5.35,5.146,5.14,5.311
-2021-11-16,5.732,5.198,5.311,5.527
+2021-11-16,5.528,5.365,5.311,5.369
+2021-11-17,5.556,5.044,5.369,5.208
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,3.85,3.617,3.638,3.838
 2021-11-14,3.927,3.787,3.838,3.812
 2021-11-15,3.929,3.779,3.812,3.901
-2021-11-16,4.177,3.818,3.901,4.034
+2021-11-16,4.02,3.901,3.901,3.904
+2021-11-17,4.011,3.759,3.904,3.87
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,0.9403,0.8833,0.9104,0.9373
 2021-11-14,0.8808,0.8493,0.9373,0.8549
 2021-11-15,0.91,0.8755,0.8549,0.9035
-2021-11-16,0.9851,0.8827,0.9035,0.9582
+2021-11-16,0.9807,0.9517,0.9035,0.9525
+2021-11-17,0.985,0.91,0.9525,0.9345
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,2150.86,2020.57,2122.62,2144.0
 2021-11-14,2096.09,2021.23,2144.0,2034.64
 2021-11-15,1929.74,1856.41,2034.64,1915.9
-2021-11-16,2088.33,1878.46,1915.9,2027.47
+2021-11-16,2065.38,2004.4,1915.9,2006.04
+2021-11-17,2021.98,1881.38,2006.04,1935.68
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,9.833,9.237,9.306,9.801
 2021-11-14,10.0,9.645,9.801,9.709
 2021-11-15,9.973,9.594,9.709,9.902
-2021-11-16,10.78,9.698,9.902,10.47
+2021-11-16,10.41,10.1,9.902,10.11
+2021-11-17,10.33,9.675,10.11,9.939
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,203.79,191.45,192.44,203.14
 2021-11-14,206.84,199.45,203.14,200.77
 2021-11-15,204.18,196.42,200.77,202.71
-2021-11-16,210.82,197.47,202.71,205.4
+2021-11-16,207.56,201.44,202.71,201.6
+2021-11-17,203.99,192.75,201.6,197.57
@@ -1009,3 +1009,4 @@ time,open,high,low,close,volume
 2021-11-11,465.21,465.29,463.75,463.77,34848495.0
 2021-11-12,465.12,467.86,464.11,467.27,51018081.0
 2021-11-15,468.64,468.81,466.23,467.43,46980500.0
+2021-11-16,467.15,470.485,467.07,469.28,48857502.0
@@ -1008,4 +1008,5 @@ time,open,high,low,close,volume
 2021-11-10,150.83,150.93,147.03,148.2,28170644.0
 2021-11-11,148.508,148.655,147.89,147.98,5552818.0
 2021-11-12,148.0,148.51,146.76,147.33,12609431.0
-2021-11-15,146.89,146.96,145.22,145.48,15097477.0
+2021-11-15,146.89,146.96,145.22,145.48,15232710.0
+2021-11-16,145.69,146.38,144.85,145.11,12998708.0
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,0.00181,0.001718,0.001714,0.00179
 2021-11-14,0.001905,0.00179,0.00179,0.001874
 2021-11-15,0.002057,0.001838,0.001874,0.002036
-2021-11-16,0.002167,0.001876,0.002036,0.001993
+2021-11-16,0.002085,0.001925,0.002036,0.001946
+2021-11-17,0.002049,0.001934,0.001946,0.001999
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,0.3944,0.3842,0.3907,0.3918
 2021-11-14,0.3994,0.3841,0.3918,0.3927
 2021-11-15,0.4134,0.3911,0.3927,0.3937
-2021-11-16,0.4197,0.3633,0.3939,0.3853
+2021-11-16,0.4275,0.3673,0.3937,0.3864
+2021-11-17,0.3985,0.3787,0.3863,0.3894
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,220.53,214.84,227.5,219.11
 2021-11-14,213.5,205.3,219.11,209.91
 2021-11-15,203.47,192.49,209.91,193.78
-2021-11-16,209.83,178.77,193.49,193.68
+2021-11-16,219.58,188.66,193.78,198.44
+2021-11-17,200.88,189.57,198.46,194.76
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,0.02556,0.02518,0.02589,0.02526
 2021-11-14,0.02629,0.02565,0.02526,0.02565
 2021-11-15,0.02653,0.02567,0.02565,0.02642
-2021-11-16,0.02829,0.0253,0.0262,0.02693
+2021-11-16,0.02764,0.02605,0.02642,0.02685
+2021-11-17,0.0277,0.02573,0.02663,0.02636
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,0.01912,0.01883,0.0189,0.01889
 2021-11-14,0.0195,0.01902,0.01889,0.01902
 2021-11-15,0.01949,0.01885,0.01902,0.0194
-2021-11-16,0.02061,0.01858,0.01924,0.01965
+2021-11-16,0.0201,0.01894,0.0194,0.01952
+2021-11-17,0.02,0.01917,0.01937,0.01959
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.005284,0.004655,0.004565,0.005272
 2017-10-09,0.005819,0.004552,0.005272,0.004992
 2017-10-10,0.005239,0.004649,0.004992,0.005108
 2017-10-11,0.005279,0.005033,0.005108,0.005193
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,0.004856,0.004555,0.004709,0.004614
 2021-11-14,0.004759,0.004268,0.004614,0.004289
 2021-11-15,0.004537,0.004258,0.004289,0.004473
-2021-11-16,0.004861,0.004296,0.004457,0.004663
+2021-11-16,0.004788,0.004462,0.004473,0.004763
+2021-11-17,0.004912,0.004641,0.004725,0.00473
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,115.15,101.43,94.91,114.89
 2017-10-09,141.67,110.84,114.89,121.56
 2017-10-10,102.94,91.35,121.56,100.37
 2017-10-11,113.22,107.96,100.37,111.39
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,10.68,10.52,11.03,10.55
 2021-11-14,10.34,10.13,10.55,10.13
 2021-11-15,9.518,9.277,10.13,9.451
-2021-11-16,10.05,9.443,9.461,9.881
+2021-11-16,10.19,9.797,9.451,9.951
+2021-11-17,9.99,9.709,9.96,9.785
@@ -1,5 +1,4 @@
 time,high,low,open,close
-2017-10-08,0.0,0.0,0.0,0.0
 2017-10-09,0.0,0.0,0.0,0.0
 2017-10-10,0.0,0.0,0.0,0.0
 2017-10-11,0.0,0.0,0.0,0.0
@@ -1499,4 +1498,5 @@ time,high,low,open,close
 2021-11-13,0.04882,0.04809,0.04836,0.04825
 2021-11-14,0.04966,0.04845,0.04824,0.04845
 2021-11-15,0.04947,0.04785,0.04845,0.04925
-2021-11-16,0.05321,0.04721,0.04885,0.05096
+2021-11-16,0.05203,0.04904,0.04925,0.05054
+2021-11-17,0.05149,0.04934,0.05014,0.05032
@@ -4,7 +4,7 @@ from utils.get_prices import get_crypto_price_crypto_compare, get_stock_price_av
 from itertools import combinations

 #%%
-crypto_tickers = ["BTC", "ETH", "BNB", "ADA", "SOL", "XRP", "DOT", "LTC", "UNI", "TRX", "FIL"]
+crypto_tickers = ["BTC", "ETH", "BNB", "ADA", "SOL", "XRP", "DOT", "LTC", "UNI", "TRX", "FIL", "USD"]
 etf_tickers = ["GLD", "IEF", "TLT", "SPY", "QQQ"]
 tickers = crypto_tickers + etf_tickers

@@ -88,9 +88,13 @@ def create_target_cum_forward_returns(df: pd.DataFrame, source_column: str, peri

 #%%
 def create_target_pos_neg_classes(df: pd.DataFrame, source_column: str, period: int) -> pd.DataFrame:
-    df['target'] = df[source_column].diff(period).shift(-period)
+    if period > 0:
+        df['target'] = df[source_column].diff(period).shift(-period)
+    else:
+        df['target'] = df[source_column].diff(period)
    df['target'] = df['target'].map(lambda x: 0 if x <= 0.0 else 1)
-    df = df.iloc[:-period]
+    if period > 0:
+        df = df.iloc[:-period]
    return df

 def create_target_four_classes(df: pd.DataFrame, source_column: str, period: int) -> pd.DataFrame:
@@ -105,7 +109,11 @@ def create_target_four_classes(df: pd.DataFrame, source_column: str, period: int
        else:
            return 3

-    df['target'] = df[source_column].diff(period).shift(-period)
+    if period > 0:
+        df['target'] = df[source_column].diff(period).shift(-period)
+    else:
+        df['target'] = df[source_column].diff(period)
    df['target'] = df['target'].map(__get_class)
-    df = df.iloc[:-period]
+    if period > 0:
+        df = df.iloc[:-period]
    return df
@@ -0,0 +1,55 @@
+#%% Import all the stuff, load data, define constants
+from load_data import create_target_cum_forward_returns, create_target_pos_neg_classes, load_files, create_target_four_classes
+import pandas as pd
+import numpy as np
+from utils.sktime import from_df_to_sktime_data
+from sktime.utils.plotting import plot_series
+from sktime.forecasting.model_selection import temporal_train_test_split
+from sklearn.metrics import accuracy_score
+from sklearn.pipeline import Pipeline
+from sktime.classification.interval_based import (
+    TimeSeriesForestClassifier,
+)
+from sklearn.metrics import confusion_matrix
+from sklearn.preprocessing import StandardScaler
+from sktime.forecasting.model_selection import (
+    SlidingWindowSplitter,
+    ForecastingGridSearchCV,
+)
+# from sktime.forecasting.model_evaluation import 
+# from sklearnex import patch_sklearn
+# patch_sklearn()
+
+
+
+data = load_files('data/', add_features=True, log_returns=True, narrow_format=False)
+data.reset_index(drop=True, inplace=True)
+data = data[[column for column in data.columns if not column.endswith('volume')]]
+data = data[[column for column in data.columns if column.startswith('BTC_ETH_')]]
+target_col = 'target'
+data = create_target_pos_neg_classes(data, 'BTC_ETH_returns', 1)
+
+X = data
+y = data[target_col]
+
+X_train, X_test, y_train, y_test = temporal_train_test_split(X, y, test_size=0.2)
+X_train = from_df_to_sktime_data(X_train)
+X_test = from_df_to_sktime_data(X_test)
+
+#%%
+
+# pipe = RecursiveTabularRegressionForecaster(steps=[
+#     # ("deseasonalizer", OptionalPassthrough(Deseasonalizer())),
+#     ("scaler", StandardScaler()),
+#     ("classifier", TimeSeriesForestClassifier(n_estimators=200, random_state=1)),
+# ])
+
+# pipe.fit(X_train, y_train)
+
+model = TimeSeriesForestClassifier(n_estimators=200, random_state=1)
+model.fit(X_train, y_train)
+
+preds = model.predict(X_test)
+print(model.score(X_test, y_test))
+print(confusion_matrix(y_test, preds))
+
@@ -0,0 +1,17 @@
+import pandas as pd
+import numpy as np
+
+def from_df_to_sktime_data(x: pd.DataFrame) -> pd.DataFrame:
+    instance_list = []
+    instance_list.append([])
+    
+    x_data = pd.DataFrame(dtype=np.float32)
+    
+    for i in range(len(x.index)):
+        instance_list[0].append(pd.Series(x.iloc[i]))
+    
+    # only dim_0 for univariate time series
+    for dim in range(len(instance_list)):
+        x_data['dim_' + str(dim)] = instance_list[dim]
+    
+    return x_data