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feat(WalkForward): added regression/classification switch, archived old experiments, wrapped the process into run_whole_pipeline() (#10)

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* refactor(WalkForward): cleaned up training & evaluation code

* refactor: added run_whole_pipeline(), moved all previous models to archive
This commit is contained in:
Mark Aron Szulyovszky
2021-12-14 18:16:17 +01:00
committed by GitHub
parent 7aedb91069
commit d047b7417e
89 changed files with 10763 additions and 6477 deletions
Download Patch File Download Diff File Expand all files Collapse all files
data/ADA_UNI.csv
+27 -27
View File
@@ -1,30 +1,4 @@
time,high,low,open,close
2017-10-09,0.0,0.0,0.0,0.0
2017-10-10,0.0,0.0,0.0,0.0
2017-10-11,0.0,0.0,0.0,0.0
2017-10-12,0.0,0.0,0.0,0.0
2017-10-13,0.0,0.0,0.0,0.0
2017-10-14,0.0,0.0,0.0,0.0
2017-10-15,0.0,0.0,0.0,0.0
2017-10-16,0.0,0.0,0.0,0.0
2017-10-17,0.0,0.0,0.0,0.0
2017-10-18,0.0,0.0,0.0,0.0
2017-10-19,0.0,0.0,0.0,0.0
2017-10-20,0.0,0.0,0.0,0.0
2017-10-21,0.0,0.0,0.0,0.0
2017-10-22,0.0,0.0,0.0,0.0
2017-10-23,0.0,0.0,0.0,0.0
2017-10-24,0.0,0.0,0.0,0.0
2017-10-25,0.0,0.0,0.0,0.0
2017-10-26,0.0,0.0,0.0,0.0
2017-10-27,0.0,0.0,0.0,0.0
2017-10-28,0.0,0.0,0.0,0.0
2017-10-29,0.0,0.0,0.0,0.0
2017-10-30,0.0,0.0,0.0,0.0
2017-10-31,0.0,0.0,0.0,0.0
2017-11-01,0.0,0.0,0.0,0.0
2017-11-02,0.0,0.0,0.0,0.0
2017-11-03,0.0,0.0,0.0,0.0
2017-11-04,0.0,0.0,0.0,0.0
2017-11-05,0.0,0.0,0.0,0.0
2017-11-06,0.0,0.0,0.0,0.0
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,0.08496,0.0828,0.08318,0.08304
2021-11-15,0.0842,0.08224,0.08304,0.08402
2021-11-16,0.08989,0.08389,0.08402,0.08641
2021-11-17,0.08805,0.08318,0.08641,0.08646
2021-11-17,0.08659,0.08391,0.08641,0.08582
2021-11-18,0.08935,0.08513,0.08582,0.08895
2021-11-19,0.08951,0.08551,0.08895,0.08784
2021-11-20,0.09037,0.08631,0.08784,0.08728
2021-11-21,0.08724,0.08483,0.08728,0.08486
2021-11-22,0.08533,0.08292,0.08486,0.08482
2021-11-23,0.08295,0.07844,0.08482,0.07883
2021-11-24,0.08621,0.07777,0.07883,0.08005
2021-11-25,0.08195,0.07754,0.08005,0.07834
2021-11-26,0.08099,0.07558,0.07834,0.0796
2021-11-27,0.08131,0.07918,0.0796,0.07921
2021-11-28,0.08016,0.0757,0.07921,0.07911
2021-11-29,0.07996,0.07799,0.07911,0.07902
2021-11-30,0.07564,0.0728,0.07902,0.07314
2021-12-01,0.07669,0.07353,0.07314,0.07383
2021-12-02,0.07827,0.06782,0.07383,0.07664
2021-12-03,0.08218,0.07704,0.07664,0.07801
2021-12-04,0.08404,0.07574,0.07801,0.08261
2021-12-05,0.0865,0.08031,0.08261,0.08342
2021-12-06,0.08246,0.0771,0.08342,0.08203
2021-12-07,0.08498,0.08018,0.08203,0.08024
2021-12-08,0.07555,0.07231,0.08024,0.07447
2021-12-09,0.08183,0.07963,0.07447,0.07966
2021-12-10,0.08485,0.07981,0.07966,0.0799
2021-12-11,0.08658,0.07863,0.0799,0.08515
2021-12-12,0.08931,0.08353,0.08515,0.08406
2021-12-13,0.08834,0.08173,0.08406,0.08537
1 time high low open close
2017-10-09 0.0 0.0 0.0 0.0
2017-10-10 0.0 0.0 0.0 0.0
2017-10-11 0.0 0.0 0.0 0.0
2017-10-12 0.0 0.0 0.0 0.0
2017-10-13 0.0 0.0 0.0 0.0
2017-10-14 0.0 0.0 0.0 0.0
2017-10-15 0.0 0.0 0.0 0.0
2017-10-16 0.0 0.0 0.0 0.0
2017-10-17 0.0 0.0 0.0 0.0
2017-10-18 0.0 0.0 0.0 0.0
2017-10-19 0.0 0.0 0.0 0.0
2017-10-20 0.0 0.0 0.0 0.0
2017-10-21 0.0 0.0 0.0 0.0
2017-10-22 0.0 0.0 0.0 0.0
2017-10-23 0.0 0.0 0.0 0.0
2017-10-24 0.0 0.0 0.0 0.0
2017-10-25 0.0 0.0 0.0 0.0
2017-10-26 0.0 0.0 0.0 0.0
2017-10-27 0.0 0.0 0.0 0.0
2017-10-28 0.0 0.0 0.0 0.0
2017-10-29 0.0 0.0 0.0 0.0
2017-10-30 0.0 0.0 0.0 0.0
2017-10-31 0.0 0.0 0.0 0.0
2017-11-01 0.0 0.0 0.0 0.0
2017-11-02 0.0 0.0 0.0 0.0
2017-11-03 0.0 0.0 0.0 0.0
2 2017-11-04 0.0 0.0 0.0 0.0
3 2017-11-05 0.0 0.0 0.0 0.0
4 2017-11-06 0.0 0.0 0.0 0.0
1473 2021-11-14 0.08496 0.0828 0.08318 0.08304
1474 2021-11-15 0.0842 0.08224 0.08304 0.08402
1475 2021-11-16 0.08989 0.08389 0.08402 0.08641
1476 2021-11-17 0.08805 0.08659 0.08318 0.08391 0.08641 0.08646 0.08582
1477 2021-11-18 0.08935 0.08513 0.08582 0.08895
1478 2021-11-19 0.08951 0.08551 0.08895 0.08784
1479 2021-11-20 0.09037 0.08631 0.08784 0.08728
1480 2021-11-21 0.08724 0.08483 0.08728 0.08486
1481 2021-11-22 0.08533 0.08292 0.08486 0.08482
1482 2021-11-23 0.08295 0.07844 0.08482 0.07883
1483 2021-11-24 0.08621 0.07777 0.07883 0.08005
1484 2021-11-25 0.08195 0.07754 0.08005 0.07834
1485 2021-11-26 0.08099 0.07558 0.07834 0.0796
1486 2021-11-27 0.08131 0.07918 0.0796 0.07921
1487 2021-11-28 0.08016 0.0757 0.07921 0.07911
1488 2021-11-29 0.07996 0.07799 0.07911 0.07902
1489 2021-11-30 0.07564 0.0728 0.07902 0.07314
1490 2021-12-01 0.07669 0.07353 0.07314 0.07383
1491 2021-12-02 0.07827 0.06782 0.07383 0.07664
1492 2021-12-03 0.08218 0.07704 0.07664 0.07801
1493 2021-12-04 0.08404 0.07574 0.07801 0.08261
1494 2021-12-05 0.0865 0.08031 0.08261 0.08342
1495 2021-12-06 0.08246 0.0771 0.08342 0.08203
1496 2021-12-07 0.08498 0.08018 0.08203 0.08024
1497 2021-12-08 0.07555 0.07231 0.08024 0.07447
1498 2021-12-09 0.08183 0.07963 0.07447 0.07966
1499 2021-12-10 0.08485 0.07981 0.07966 0.0799
1500 2021-12-11 0.08658 0.07863 0.0799 0.08515
1501 2021-12-12 0.08931 0.08353 0.08515 0.08406
1502 2021-12-13 0.08834 0.08173 0.08406 0.08537