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feat(Pipeline): added multi-asset pipeline, ensembling_method to config

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This commit is contained in:
Mark Aron Szulyovszky
2022-02-19 15:37:19 +01:00
parent 7db1c4dc00
commit cfb65c135e
6 changed files with 58 additions and 34 deletions
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data_loader/collections.py
-27
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@@ -8,30 +8,8 @@ def transform_to_data_collection(path: str, file_names: list[str]) -> DataCollec
__daily_etf = ["GLD", "IEF", "QQQ", "SPY", "TLT"]
__daily_crypto = [
"ADA_USD",
"BCH_USD",
"BNB_USD",
"BTC_USD",
"DOT_USD",
"ETC_USD",
"ETH_USD",
"FIL_USD",
"LTC_USD",
"SOL_USD",
"THETA_USD",
"TRX_USD",
"UNI_USD",
"XLM_USD",
"XRP_USD",
"XTZ_USD",
]
__daily_crypto_lightweight = ["ADA_USD", "BCH_USD"]
__5min_crypto = [
"BTC_USD",
"DASH_USD",
"ETC_USD",
"ETH_USD",
"LTC_USD",
@@ -70,11 +48,6 @@ __daily_glassnode = [
data_collections = dict(
daily_only_btc=transform_to_data_collection("data/daily_crypto", ["BTC_USD"]),
daily_crypto=transform_to_data_collection("data/daily_crypto", __daily_crypto),
daily_crypto_lightweight=transform_to_data_collection(
"data/daily_crypto", __daily_crypto_lightweight
),
daily_etf=transform_to_data_collection("data/daily_etf", __daily_etf),
fivemin_crypto=transform_to_data_collection("data/5min_crypto", __5min_crypto),
daily_glassnode=transform_to_data_collection(