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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_USD.csv
+27 -27
View File
@@ -1,30 +1,4 @@
time,high,low,open,close
2017-10-09,0.0237,0.02107,0.02052,0.02207
2017-10-10,0.02229,0.0211,0.02207,0.02148
2017-10-11,0.02263,0.02123,0.02148,0.02253
2017-10-12,0.02743,0.0232,0.02253,0.02635
2017-10-13,0.03456,0.02537,0.02635,0.03354
2017-10-14,0.03955,0.02953,0.03354,0.03221
2017-10-15,0.03293,0.02958,0.03221,0.03003
2017-10-16,0.03139,0.0288,0.02992,0.02891
2017-10-17,0.02878,0.02475,0.02891,0.02721
2017-10-18,0.02766,0.02587,0.02721,0.02665
2017-10-19,0.02758,0.02616,0.02666,0.02701
2017-10-20,0.03164,0.02799,0.02701,0.0305
2017-10-21,0.03093,0.02763,0.0305,0.02841
2017-10-22,0.02842,0.02752,0.02841,0.0277
2017-10-23,0.02757,0.0245,0.0277,0.0258
2017-10-24,0.02839,0.02266,0.0258,0.02701
2017-10-25,0.02867,0.02666,0.02701,0.02741
2017-10-26,0.02838,0.02655,0.02741,0.02714
2017-10-27,0.02657,0.02508,0.02714,0.02646
2017-10-28,0.02634,0.02577,0.02646,0.02588
2017-10-29,0.03012,0.02754,0.02588,0.02834
2017-10-30,0.02885,0.02744,0.02834,0.02854
2017-10-31,0.03174,0.02897,0.02854,0.03051
2017-11-01,0.032,0.02298,0.03057,0.02304
2017-11-02,0.02634,0.01784,0.02304,0.02129
2017-11-03,0.0236,0.0196,0.02129,0.02253
2017-11-04,0.0243,0.02172,0.0223,0.02194
2017-11-05,0.02283,0.02062,0.02194,0.02069
2017-11-06,0.02324,0.01949,0.02069,0.02185
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,2.069,2.012,2.052,2.04
2021-11-15,2.093,2.013,2.04,2.018
2021-11-16,2.019,1.775,2.018,1.877
2021-11-17,1.89,1.799,1.877,1.882
2021-11-17,1.89,1.799,1.877,1.878
2021-11-18,1.908,1.707,1.878,1.788
2021-11-19,1.895,1.756,1.788,1.864
2021-11-20,1.957,1.863,1.864,1.923
2021-11-21,1.925,1.837,1.923,1.839
2021-11-22,1.84,1.761,1.839,1.779
2021-11-23,1.817,1.744,1.779,1.749
2021-11-24,1.751,1.593,1.749,1.668
2021-11-25,1.75,1.621,1.668,1.675
2021-11-26,1.685,1.5,1.675,1.534
2021-11-27,1.586,1.533,1.534,1.544
2021-11-28,1.6,1.422,1.544,1.596
2021-11-29,1.636,1.56,1.596,1.603
2021-11-30,1.628,1.547,1.603,1.554
2021-12-01,1.623,1.534,1.554,1.548
2021-12-02,1.758,1.521,1.548,1.72
2021-12-03,1.728,1.526,1.72,1.559
2021-12-04,1.559,1.231,1.559,1.423
2021-12-05,1.436,1.289,1.423,1.38
2021-12-06,1.44,1.258,1.38,1.423
2021-12-07,1.479,1.367,1.423,1.379
2021-12-08,1.423,1.344,1.379,1.396
2021-12-09,1.409,1.289,1.396,1.291
2021-12-10,1.332,1.208,1.291,1.211
2021-12-11,1.361,1.192,1.211,1.352
2021-12-12,1.414,1.321,1.352,1.347
2021-12-13,1.357,1.234,1.347,1.234
1 time high low open close
2017-10-09 0.0237 0.02107 0.02052 0.02207
2017-10-10 0.02229 0.0211 0.02207 0.02148
2017-10-11 0.02263 0.02123 0.02148 0.02253
2017-10-12 0.02743 0.0232 0.02253 0.02635
2017-10-13 0.03456 0.02537 0.02635 0.03354
2017-10-14 0.03955 0.02953 0.03354 0.03221
2017-10-15 0.03293 0.02958 0.03221 0.03003
2017-10-16 0.03139 0.0288 0.02992 0.02891
2017-10-17 0.02878 0.02475 0.02891 0.02721
2017-10-18 0.02766 0.02587 0.02721 0.02665
2017-10-19 0.02758 0.02616 0.02666 0.02701
2017-10-20 0.03164 0.02799 0.02701 0.0305
2017-10-21 0.03093 0.02763 0.0305 0.02841
2017-10-22 0.02842 0.02752 0.02841 0.0277
2017-10-23 0.02757 0.0245 0.0277 0.0258
2017-10-24 0.02839 0.02266 0.0258 0.02701
2017-10-25 0.02867 0.02666 0.02701 0.02741
2017-10-26 0.02838 0.02655 0.02741 0.02714
2017-10-27 0.02657 0.02508 0.02714 0.02646
2017-10-28 0.02634 0.02577 0.02646 0.02588
2017-10-29 0.03012 0.02754 0.02588 0.02834
2017-10-30 0.02885 0.02744 0.02834 0.02854
2017-10-31 0.03174 0.02897 0.02854 0.03051
2017-11-01 0.032 0.02298 0.03057 0.02304
2017-11-02 0.02634 0.01784 0.02304 0.02129
2017-11-03 0.0236 0.0196 0.02129 0.02253
2 2017-11-04 0.0243 0.02172 0.0223 0.02194
3 2017-11-05 0.02283 0.02062 0.02194 0.02069
4 2017-11-06 0.02324 0.01949 0.02069 0.02185
1473 2021-11-14 2.069 2.012 2.052 2.04
1474 2021-11-15 2.093 2.013 2.04 2.018
1475 2021-11-16 2.019 1.775 2.018 1.877
1476 2021-11-17 1.89 1.799 1.877 1.882 1.878
1477 2021-11-18 1.908 1.707 1.878 1.788
1478 2021-11-19 1.895 1.756 1.788 1.864
1479 2021-11-20 1.957 1.863 1.864 1.923
1480 2021-11-21 1.925 1.837 1.923 1.839
1481 2021-11-22 1.84 1.761 1.839 1.779
1482 2021-11-23 1.817 1.744 1.779 1.749
1483 2021-11-24 1.751 1.593 1.749 1.668
1484 2021-11-25 1.75 1.621 1.668 1.675
1485 2021-11-26 1.685 1.5 1.675 1.534
1486 2021-11-27 1.586 1.533 1.534 1.544
1487 2021-11-28 1.6 1.422 1.544 1.596
1488 2021-11-29 1.636 1.56 1.596 1.603
1489 2021-11-30 1.628 1.547 1.603 1.554
1490 2021-12-01 1.623 1.534 1.554 1.548
1491 2021-12-02 1.758 1.521 1.548 1.72
1492 2021-12-03 1.728 1.526 1.72 1.559
1493 2021-12-04 1.559 1.231 1.559 1.423
1494 2021-12-05 1.436 1.289 1.423 1.38
1495 2021-12-06 1.44 1.258 1.38 1.423
1496 2021-12-07 1.479 1.367 1.423 1.379
1497 2021-12-08 1.423 1.344 1.379 1.396
1498 2021-12-09 1.409 1.289 1.396 1.291
1499 2021-12-10 1.332 1.208 1.291 1.211
1500 2021-12-11 1.361 1.192 1.211 1.352
1501 2021-12-12 1.414 1.321 1.352 1.347
1502 2021-12-13 1.357 1.234 1.347 1.234