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feat(Data): added daily_glassnode DataCollection (#99)
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+11
-3
@@ -6,8 +6,13 @@ metric:
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goal: maximize
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name: sharpe
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parameters:
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path :
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value: 'data/'
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assets:
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value: ['daily_crypto']
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other_assets:
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value: ['daily_etf']
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exogenous_data:
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values: [['daily_glassnode'], []]
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distribution: categorical
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expanding_window_level1:
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value: True
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expanding_window_level2:
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@@ -19,7 +24,7 @@ parameters:
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feature_selection:
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value: True
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n_features_to_select:
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values: [10, 20, 30]
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values: [30, 40]
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distribution: categorical
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dimensionality_reduction:
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value: True
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@@ -51,3 +56,6 @@ parameters:
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other_features:
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values: [['level_2', 'lags_up_to_5'], ['level_2', 'fracdiff']]
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distribution: categorical
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exogenous_features:
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values: [[], ['fracdiff']]
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distribution: categorical
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