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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_XRP.csv
+29 -29
View File
@@ -1,30 +1,4 @@
time,high,low,open,close
2017-10-09,0.09489,0.08437,0.07308,0.08839
2017-10-10,0.08635,0.08173,0.08839,0.08321
2017-10-11,0.08593,0.08062,0.08321,0.08556
2017-10-12,0.112,0.09472,0.08556,0.1076
2017-10-13,0.133,0.09761,0.1076,0.1291
2017-10-14,0.1556,0.1162,0.1291,0.1267
2017-10-15,0.1244,0.1117,0.1267,0.1134
2017-10-16,0.1217,0.1117,0.1132,0.1121
2017-10-17,0.126,0.1084,0.112,0.1191
2017-10-18,0.1273,0.1191,0.1191,0.1227
2017-10-19,0.1289,0.1222,0.1227,0.1262
2017-10-20,0.1523,0.1347,0.1262,0.1469
2017-10-21,0.1478,0.132,0.1469,0.1357
2017-10-22,0.1408,0.1364,0.1352,0.1373
2017-10-23,0.1437,0.1277,0.1371,0.1345
2017-10-24,0.1392,0.1111,0.1346,0.1324
2017-10-25,0.1422,0.1322,0.1324,0.1359
2017-10-26,0.1411,0.132,0.136,0.1349
2017-10-27,0.1326,0.1251,0.1349,0.132
2017-10-28,0.1329,0.1301,0.132,0.1306
2017-10-29,0.15,0.1371,0.1306,0.1411
2017-10-30,0.1429,0.1359,0.1411,0.1413
2017-10-31,0.1607,0.1466,0.1413,0.1545
2017-11-01,0.1681,0.1207,0.1548,0.121
2017-11-02,0.1305,0.08841,0.1209,0.1055
2017-11-03,0.1146,0.09517,0.1055,0.1094
2017-11-04,0.121,0.1082,0.1084,0.1093
2017-11-05,0.1142,0.1031,0.1092,0.1035
2017-11-06,0.1147,0.09619,0.1035,0.1079
@@ -1490,8 +1464,8 @@ time,high,low,open,close
2021-11-05,1.719,1.684,1.652,1.711
2021-11-06,1.777,1.727,1.711,1.741
2021-11-07,1.705,1.657,1.741,1.658
2021-11-08,1.708,1.607,1.658,1.658
2021-11-09,1.865,1.659,1.658,1.804
2021-11-08,1.708,1.607,1.656,1.658
2021-11-09,1.866,1.66,1.658,1.805
2021-11-10,1.883,1.672,1.804,1.762
2021-11-11,1.758,1.706,1.762,1.712
2021-11-12,1.741,1.699,1.712,1.722
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,1.757,1.712,1.724,1.717
2021-11-15,1.724,1.684,1.717,1.72
2021-11-16,1.793,1.673,1.72,1.723
2021-11-17,1.739,1.657,1.723,1.717
2021-11-17,1.729,1.675,1.723,1.713
2021-11-18,1.724,1.643,1.713,1.717
2021-11-19,1.742,1.664,1.717,1.709
2021-11-20,1.814,1.733,1.709,1.752
2021-11-21,1.784,1.735,1.752,1.735
2021-11-22,1.726,1.677,1.735,1.715
2021-11-23,1.727,1.634,1.715,1.642
2021-11-24,1.737,1.567,1.642,1.613
2021-11-25,1.679,1.588,1.613,1.605
2021-11-26,1.661,1.55,1.605,1.633
2021-11-27,1.677,1.633,1.633,1.633
2021-11-28,1.667,1.574,1.633,1.645
2021-11-29,1.637,1.597,1.645,1.618
2021-11-30,1.611,1.55,1.618,1.558
2021-12-01,1.623,1.556,1.558,1.563
2021-12-02,1.807,1.565,1.563,1.769
2021-12-03,1.779,1.668,1.769,1.689
2021-12-04,1.708,1.54,1.689,1.679
2021-12-05,1.777,1.65,1.679,1.714
2021-12-06,1.729,1.617,1.714,1.72
2021-12-07,1.79,1.689,1.72,1.69
2021-12-08,1.643,1.573,1.69,1.62
2021-12-09,1.542,1.501,1.62,1.501
2021-12-10,1.609,1.513,1.501,1.515
2021-12-11,1.64,1.49,1.515,1.613
2021-12-12,1.703,1.593,1.613,1.603
2021-12-13,1.616,1.535,1.603,1.554
1 time high low open close
2017-10-09 0.09489 0.08437 0.07308 0.08839
2017-10-10 0.08635 0.08173 0.08839 0.08321
2017-10-11 0.08593 0.08062 0.08321 0.08556
2017-10-12 0.112 0.09472 0.08556 0.1076
2017-10-13 0.133 0.09761 0.1076 0.1291
2017-10-14 0.1556 0.1162 0.1291 0.1267
2017-10-15 0.1244 0.1117 0.1267 0.1134
2017-10-16 0.1217 0.1117 0.1132 0.1121
2017-10-17 0.126 0.1084 0.112 0.1191
2017-10-18 0.1273 0.1191 0.1191 0.1227
2017-10-19 0.1289 0.1222 0.1227 0.1262
2017-10-20 0.1523 0.1347 0.1262 0.1469
2017-10-21 0.1478 0.132 0.1469 0.1357
2017-10-22 0.1408 0.1364 0.1352 0.1373
2017-10-23 0.1437 0.1277 0.1371 0.1345
2017-10-24 0.1392 0.1111 0.1346 0.1324
2017-10-25 0.1422 0.1322 0.1324 0.1359
2017-10-26 0.1411 0.132 0.136 0.1349
2017-10-27 0.1326 0.1251 0.1349 0.132
2017-10-28 0.1329 0.1301 0.132 0.1306
2017-10-29 0.15 0.1371 0.1306 0.1411
2017-10-30 0.1429 0.1359 0.1411 0.1413
2017-10-31 0.1607 0.1466 0.1413 0.1545
2017-11-01 0.1681 0.1207 0.1548 0.121
2017-11-02 0.1305 0.08841 0.1209 0.1055
2017-11-03 0.1146 0.09517 0.1055 0.1094
2 2017-11-04 0.121 0.1082 0.1084 0.1093
3 2017-11-05 0.1142 0.1031 0.1092 0.1035
4 2017-11-06 0.1147 0.09619 0.1035 0.1079
1464 2021-11-05 1.719 1.684 1.652 1.711
1465 2021-11-06 1.777 1.727 1.711 1.741
1466 2021-11-07 1.705 1.657 1.741 1.658
1467 2021-11-08 1.708 1.607 1.658 1.656 1.658
1468 2021-11-09 1.865 1.866 1.659 1.66 1.658 1.804 1.805
1469 2021-11-10 1.883 1.672 1.804 1.762
1470 2021-11-11 1.758 1.706 1.762 1.712
1471 2021-11-12 1.741 1.699 1.712 1.722
1473 2021-11-14 1.757 1.712 1.724 1.717
1474 2021-11-15 1.724 1.684 1.717 1.72
1475 2021-11-16 1.793 1.673 1.72 1.723
1476 2021-11-17 1.739 1.729 1.657 1.675 1.723 1.717 1.713
1477 2021-11-18 1.724 1.643 1.713 1.717
1478 2021-11-19 1.742 1.664 1.717 1.709
1479 2021-11-20 1.814 1.733 1.709 1.752
1480 2021-11-21 1.784 1.735 1.752 1.735
1481 2021-11-22 1.726 1.677 1.735 1.715
1482 2021-11-23 1.727 1.634 1.715 1.642
1483 2021-11-24 1.737 1.567 1.642 1.613
1484 2021-11-25 1.679 1.588 1.613 1.605
1485 2021-11-26 1.661 1.55 1.605 1.633
1486 2021-11-27 1.677 1.633 1.633 1.633
1487 2021-11-28 1.667 1.574 1.633 1.645
1488 2021-11-29 1.637 1.597 1.645 1.618
1489 2021-11-30 1.611 1.55 1.618 1.558
1490 2021-12-01 1.623 1.556 1.558 1.563
1491 2021-12-02 1.807 1.565 1.563 1.769
1492 2021-12-03 1.779 1.668 1.769 1.689
1493 2021-12-04 1.708 1.54 1.689 1.679
1494 2021-12-05 1.777 1.65 1.679 1.714
1495 2021-12-06 1.729 1.617 1.714 1.72
1496 2021-12-07 1.79 1.689 1.72 1.69
1497 2021-12-08 1.643 1.573 1.69 1.62
1498 2021-12-09 1.542 1.501 1.62 1.501
1499 2021-12-10 1.609 1.513 1.501 1.515
1500 2021-12-11 1.64 1.49 1.515 1.613
1501 2021-12-12 1.703 1.593 1.613 1.603
1502 2021-12-13 1.616 1.535 1.603 1.554