feat(Data): added daily_glassnode DataCollection (#99)

This commit is contained in:
Mark Aron Szulyovszky
2022-01-03 13:57:36 +01:00
committed by GitHub
parent 442915f847
commit 867269df2b
64 changed files with 74837 additions and 698 deletions
+11 -3
View File
@@ -6,8 +6,13 @@ metric:
goal: maximize
name: sharpe
parameters:
path :
value: 'data/'
assets:
value: ['daily_crypto']
other_assets:
value: ['daily_etf']
exogenous_data:
values: [['daily_glassnode'], []]
distribution: categorical
expanding_window_level1:
value: True
expanding_window_level2:
@@ -19,7 +24,7 @@ parameters:
feature_selection:
value: True
n_features_to_select:
values: [10, 20, 30]
values: [30, 40]
distribution: categorical
dimensionality_reduction:
value: True
@@ -51,3 +56,6 @@ parameters:
other_features:
values: [['level_2', 'lags_up_to_5'], ['level_2', 'fracdiff']]
distribution: categorical
exogenous_features:
values: [[], ['fracdiff']]
distribution: categorical