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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/ETH.csv
+6 -6
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@@ -1,9 +1,4 @@
time,high,low,open,close
2017-10-02,304.13,293.34,303.95,296.81
2017-10-03,299.92,286.86,296.81,291.81
2017-10-04,295.57,288.56,291.81,291.68
2017-10-05,297.47,286.73,291.68,294.99
2017-10-06,309.0,293.75,294.99,308.33
2017-10-07,314.12,304.63,308.33,311.26
2017-10-08,313.52,308.13,311.26,309.49
2017-10-09,310.14,286.52,309.49,296.95
@@ -1499,4 +1494,9 @@ time,high,low,open,close
2021-11-07,4638.45,4507.27,4521.41,4617.13
2021-11-08,4823.95,4616.63,4617.13,4810.97
2021-11-09,4841.12,4710.0,4810.97,4732.07
2021-11-10,4756.45,4668.94,4732.07,4723.18
2021-11-10,4865.94,4488.21,4732.07,4632.98
2021-11-11,4781.36,4579.28,4632.98,4722.68
2021-11-12,4807.7,4510.48,4722.68,4668.7
2021-11-13,4705.5,4587.56,4668.7,4645.64
2021-11-14,4694.35,4517.53,4645.64,4627.5
2021-11-15,4769.78,4557.28,4627.5,4570.27
1 time high low open close
2017-10-02 304.13 293.34 303.95 296.81
2017-10-03 299.92 286.86 296.81 291.81
2017-10-04 295.57 288.56 291.81 291.68
2017-10-05 297.47 286.73 291.68 294.99
2017-10-06 309.0 293.75 294.99 308.33
2 2017-10-07 314.12 304.63 308.33 311.26
3 2017-10-08 313.52 308.13 311.26 309.49
4 2017-10-09 310.14 286.52 309.49 296.95
1494 2021-11-07 4638.45 4507.27 4521.41 4617.13
1495 2021-11-08 4823.95 4616.63 4617.13 4810.97
1496 2021-11-09 4841.12 4710.0 4810.97 4732.07
1497 2021-11-10 4756.45 4865.94 4668.94 4488.21 4732.07 4723.18 4632.98
1498 2021-11-11 4781.36 4579.28 4632.98 4722.68
1499 2021-11-12 4807.7 4510.48 4722.68 4668.7
1500 2021-11-13 4705.5 4587.56 4668.7 4645.64
1501 2021-11-14 4694.35 4517.53 4645.64 4627.5
1502 2021-11-15 4769.78 4557.28 4627.5 4570.27