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feat(Forecasting): pytorch-forecasting scaffolding is now working, added narrow data format, fixed missing time column index name (#5)

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* feat: Started implementing pytorch-forecasting.

* feat(Forecasting): pytorch-forecasting scaffolding is now working, added narrow data format, fixed missing `time` column index name

Co-authored-by: Daniel Szemerey <szemy2@gmail.com>
This commit is contained in:
Mark Aron Szulyovszky
2021-11-16 10:00:26 +01:00
committed by GitHub
co-authored by Daniel Szemerey
parent a59e705f02
commit 797791d2f4
22 changed files with 788 additions and 523 deletions
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data/BNB.csv
+6 -6
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@@ -1,9 +1,4 @@
time,high,low,open,close
2017-10-02,2.004,1.478,1.522,1.973
2017-10-03,1.995,1.685,1.973,1.837
2017-10-04,1.849,1.503,1.837,1.622
2017-10-05,1.743,1.443,1.622,1.674
2017-10-06,1.801,1.556,1.674,1.556
2017-10-07,1.633,1.504,1.556,1.566
2017-10-08,1.609,1.216,1.566,1.216
2017-10-09,147.52,1.167,1.216,1.427
@@ -1499,4 +1494,9 @@ time,high,low,open,close
2021-11-07,669.67,631.19,637.58,649.78
2021-11-08,693.73,645.5,650.12,653.81
2021-11-09,656.98,632.25,654.05,635.14
2021-11-10,655.44,624.16,635.14,651.36
2021-11-10,662.89,575.33,635.14,614.68
2021-11-11,635.32,605.99,614.68,628.89
2021-11-12,634.58,603.67,628.89,627.0
2021-11-13,655.11,620.04,627.0,649.81
2021-11-14,660.66,635.16,649.81,650.98
2021-11-15,659.86,632.59,650.98,634.86
1 time high low open close
2017-10-02 2.004 1.478 1.522 1.973
2017-10-03 1.995 1.685 1.973 1.837
2017-10-04 1.849 1.503 1.837 1.622
2017-10-05 1.743 1.443 1.622 1.674
2017-10-06 1.801 1.556 1.674 1.556
2 2017-10-07 1.633 1.504 1.556 1.566
3 2017-10-08 1.609 1.216 1.566 1.216
4 2017-10-09 147.52 1.167 1.216 1.427
1494 2021-11-07 669.67 631.19 637.58 649.78
1495 2021-11-08 693.73 645.5 650.12 653.81
1496 2021-11-09 656.98 632.25 654.05 635.14
1497 2021-11-10 655.44 662.89 624.16 575.33 635.14 651.36 614.68
1498 2021-11-11 635.32 605.99 614.68 628.89
1499 2021-11-12 634.58 603.67 628.89 627.0
1500 2021-11-13 655.11 620.04 627.0 649.81
1501 2021-11-14 660.66 635.16 649.81 650.98
1502 2021-11-15 659.86 632.59 650.98 634.86