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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/QQQ.csv
+4 -1
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@@ -1,4 +1,4 @@
,open,high,low,close,volume
time,open,high,low,close,volume
2017-11-10,153.36,153.8,153.06,149.226193273,20150762.0
2017-11-13,153.12,154.0693,153.1,149.410686875,12468169.0
2017-11-14,153.31,153.5,152.57,148.866916259,25050308.0
@@ -1005,3 +1005,6 @@
2021-11-05,400.04,400.99,397.16,398.6,43383802.0
2021-11-08,398.57,399.62,397.4,398.06,29256270.0
2021-11-09,399.16,399.57,393.92,395.32,50119363.0
2021-11-10,392.47,395.36,387.53,389.51,54937385.0
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
1 time open high low close volume
2 2017-11-10 153.36 153.8 153.06 149.226193273 20150762.0
3 2017-11-13 153.12 154.0693 153.1 149.410686875 12468169.0
4 2017-11-14 153.31 153.5 152.57 148.866916259 25050308.0
1005 2021-11-05 400.04 400.99 397.16 398.6 43383802.0
1006 2021-11-08 398.57 399.62 397.4 398.06 29256270.0
1007 2021-11-09 399.16 399.57 393.92 395.32 50119363.0
1008 2021-11-10 392.47 395.36 387.53 389.51 54937385.0
1009 2021-11-11 392.57 392.75 390.24 390.59 32242983.0
1010 2021-11-12 391.77 395.25 390.13 394.7 32532903.0