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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/IEF.csv
+4 -1
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@@ -1,4 +1,4 @@
,open,high,low,close,volume
time,open,high,low,close,volume
2017-11-10,106.0,106.0307,105.79,99.2266847614,1861954.0
2017-11-13,105.91,105.96,105.77,99.1798045361,868580.0
2017-11-14,105.81,106.0,105.79,99.3204452119,1629226.0
@@ -1005,3 +1005,6 @@
2021-11-05,115.335,115.81,115.22,115.71,12955126.0
2021-11-08,115.52,115.52,115.16,115.21,7404312.0
2021-11-09,115.695,115.98,115.65,115.74,12276897.0
2021-11-10,115.54,115.57,114.54,114.75,19425106.0
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
1 time open high low close volume
2 2017-11-10 106.0 106.0307 105.79 99.2266847614 1861954.0
3 2017-11-13 105.91 105.96 105.77 99.1798045361 868580.0
4 2017-11-14 105.81 106.0 105.79 99.3204452119 1629226.0
1005 2021-11-05 115.335 115.81 115.22 115.71 12955126.0
1006 2021-11-08 115.52 115.52 115.16 115.21 7404312.0
1007 2021-11-09 115.695 115.98 115.65 115.74 12276897.0
1008 2021-11-10 115.54 115.57 114.54 114.75 19425106.0
1009 2021-11-11 114.75 114.8 114.38 114.38 3746050.0
1010 2021-11-12 114.8 114.94 114.52 114.62 10443929.0