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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/TRX.csv
+6 -6
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@@ -1,9 +1,4 @@
time,high,low,open,close
2017-10-02,0.003117,0.001707,0.001884,0.00282
2017-10-03,1316316.97,0.002116,0.00282,0.002442
2017-10-04,0.003494,0.002188,0.002442,0.003351
2017-10-05,0.003652,0.002906,0.003351,0.003103
2017-10-06,13.92,0.002741,0.003103,0.003009
2017-10-07,5217704.29,0.002275,0.003009,0.0024
2017-10-08,0.002807,0.002253,0.0024,0.002689
2017-10-09,0.003154,0.001419,0.002689,0.002126
@@ -1499,4 +1494,9 @@ time,high,low,open,close
2021-11-07,0.1049,0.1022,0.1026,0.1045
2021-11-08,0.11,0.1045,0.1045,0.11
2021-11-09,0.1153,0.1087,0.11,0.1144
2021-11-10,0.1174,0.112,0.1144,0.1144
2021-11-10,0.1174,0.1036,0.1144,0.1067
2021-11-11,0.1104,0.1051,0.1067,0.109
2021-11-12,0.1108,0.1048,0.109,0.108
2021-11-13,0.114,0.1076,0.108,0.1126
2021-11-14,0.1174,0.1106,0.1126,0.1171
2021-11-15,0.129,0.1159,0.1171,0.1228
1 time high low open close
2017-10-02 0.003117 0.001707 0.001884 0.00282
2017-10-03 1316316.97 0.002116 0.00282 0.002442
2017-10-04 0.003494 0.002188 0.002442 0.003351
2017-10-05 0.003652 0.002906 0.003351 0.003103
2017-10-06 13.92 0.002741 0.003103 0.003009
2 2017-10-07 5217704.29 0.002275 0.003009 0.0024
3 2017-10-08 0.002807 0.002253 0.0024 0.002689
4 2017-10-09 0.003154 0.001419 0.002689 0.002126
1494 2021-11-07 0.1049 0.1022 0.1026 0.1045
1495 2021-11-08 0.11 0.1045 0.1045 0.11
1496 2021-11-09 0.1153 0.1087 0.11 0.1144
1497 2021-11-10 0.1174 0.112 0.1036 0.1144 0.1144 0.1067
1498 2021-11-11 0.1104 0.1051 0.1067 0.109
1499 2021-11-12 0.1108 0.1048 0.109 0.108
1500 2021-11-13 0.114 0.1076 0.108 0.1126
1501 2021-11-14 0.1174 0.1106 0.1126 0.1171
1502 2021-11-15 0.129 0.1159 0.1171 0.1228