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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/BNB_ADA.csv
+27 -27
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@@ -1,30 +1,4 @@
time,high,low,open,close
2017-10-09,73.33,55.63,58.47,65.26
2017-10-10,68.47,61.64,65.26,65.54
2017-10-11,67.56,61.13,65.54,64.03
2017-10-12,61.65,49.07,64.03,51.32
2017-10-13,45.38,34.37,51.32,43.33
2017-10-14,48.64,45.28,43.33,47.85
2017-10-15,54.73,45.45,47.85,51.95
2017-10-16,56.27,48.41,52.05,50.1
2017-10-17,53.09,49.69,50.1,51.17
2017-10-18,54.35,48.66,51.17,49.71
2017-10-19,50.95,46.16,49.73,47.68
2017-10-20,47.13,39.51,47.68,40.65
2017-10-21,44.4,40.85,40.67,44.19
2017-10-22,47.52,43.2,44.4,44.75
2017-10-23,48.97,43.48,43.39,45.77
2017-10-24,49.96,40.0,45.77,46.18
2017-10-25,48.12,44.75,46.18,45.67
2017-10-26,48.16,41.21,46.44,44.79
2017-10-27,45.64,40.96,44.84,45.05
2017-10-28,46.17,43.78,45.1,46.17
2017-10-29,45.12,41.65,45.8,43.6
2017-10-30,48.28,41.95,43.6,46.82
2017-10-31,48.56,41.73,46.78,44.19
2017-11-01,61.23,52.92,44.18,54.68
2017-11-02,65.61,57.72,54.8,61.16
2017-11-03,65.08,58.0,60.83,64.7
2017-11-04,78.86,65.77,65.32,74.46
2017-11-05,79.25,69.21,74.46,73.71
2017-11-06,72.58,64.33,73.93,71.94
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,329.7,317.43,316.9,318.91
2021-11-15,315.77,308.26,318.91,314.16
2021-11-16,327.46,304.93,314.16,314.13
2021-11-17,314.76,305.9,313.97,306.47
2021-11-17,315.85,302.83,314.13,307.94
2021-11-18,309.01,290.45,307.94,297.61
2021-11-19,316.4,290.12,297.61,312.03
2021-11-20,314.38,308.05,312.03,314.38
2021-11-21,323.75,315.36,314.38,318.14
2021-11-22,319.19,311.3,318.14,314.82
2021-11-23,345.17,325.9,314.82,337.61
2021-11-24,359.3,350.38,337.61,354.5
2021-11-25,389.16,361.72,354.5,381.42
2021-11-26,394.46,361.15,381.42,383.24
2021-11-27,400.85,382.41,383.24,388.79
2021-11-28,396.69,383.04,388.79,383.76
2021-11-29,393.58,379.15,383.76,389.25
2021-11-30,402.71,392.45,389.25,400.51
2021-12-01,421.07,402.59,400.51,405.55
2021-12-02,364.32,355.78,405.55,360.71
2021-12-03,384.22,372.5,360.71,382.49
2021-12-04,407.2,373.61,382.49,400.62
2021-12-05,420.85,399.36,400.62,404.73
2021-12-06,418.68,393.47,404.73,413.71
2021-12-07,428.62,415.41,413.71,419.82
2021-12-08,435.08,409.4,419.82,435.08
2021-12-09,449.08,439.48,435.08,442.8
2021-12-10,470.02,454.83,442.8,456.39
2021-12-11,429.04,412.99,456.39,417.0
2021-12-12,429.37,419.33,417.0,423.42
2021-12-13,436.31,411.24,423.42,424.1
1 time high low open close
2017-10-09 73.33 55.63 58.47 65.26
2017-10-10 68.47 61.64 65.26 65.54
2017-10-11 67.56 61.13 65.54 64.03
2017-10-12 61.65 49.07 64.03 51.32
2017-10-13 45.38 34.37 51.32 43.33
2017-10-14 48.64 45.28 43.33 47.85
2017-10-15 54.73 45.45 47.85 51.95
2017-10-16 56.27 48.41 52.05 50.1
2017-10-17 53.09 49.69 50.1 51.17
2017-10-18 54.35 48.66 51.17 49.71
2017-10-19 50.95 46.16 49.73 47.68
2017-10-20 47.13 39.51 47.68 40.65
2017-10-21 44.4 40.85 40.67 44.19
2017-10-22 47.52 43.2 44.4 44.75
2017-10-23 48.97 43.48 43.39 45.77
2017-10-24 49.96 40.0 45.77 46.18
2017-10-25 48.12 44.75 46.18 45.67
2017-10-26 48.16 41.21 46.44 44.79
2017-10-27 45.64 40.96 44.84 45.05
2017-10-28 46.17 43.78 45.1 46.17
2017-10-29 45.12 41.65 45.8 43.6
2017-10-30 48.28 41.95 43.6 46.82
2017-10-31 48.56 41.73 46.78 44.19
2017-11-01 61.23 52.92 44.18 54.68
2017-11-02 65.61 57.72 54.8 61.16
2017-11-03 65.08 58.0 60.83 64.7
2 2017-11-04 78.86 65.77 65.32 74.46
3 2017-11-05 79.25 69.21 74.46 73.71
4 2017-11-06 72.58 64.33 73.93 71.94
1473 2021-11-14 329.7 317.43 316.9 318.91
1474 2021-11-15 315.77 308.26 318.91 314.16
1475 2021-11-16 327.46 304.93 314.16 314.13
1476 2021-11-17 314.76 315.85 305.9 302.83 313.97 314.13 306.47 307.94
1477 2021-11-18 309.01 290.45 307.94 297.61
1478 2021-11-19 316.4 290.12 297.61 312.03
1479 2021-11-20 314.38 308.05 312.03 314.38
1480 2021-11-21 323.75 315.36 314.38 318.14
1481 2021-11-22 319.19 311.3 318.14 314.82
1482 2021-11-23 345.17 325.9 314.82 337.61
1483 2021-11-24 359.3 350.38 337.61 354.5
1484 2021-11-25 389.16 361.72 354.5 381.42
1485 2021-11-26 394.46 361.15 381.42 383.24
1486 2021-11-27 400.85 382.41 383.24 388.79
1487 2021-11-28 396.69 383.04 388.79 383.76
1488 2021-11-29 393.58 379.15 383.76 389.25
1489 2021-11-30 402.71 392.45 389.25 400.51
1490 2021-12-01 421.07 402.59 400.51 405.55
1491 2021-12-02 364.32 355.78 405.55 360.71
1492 2021-12-03 384.22 372.5 360.71 382.49
1493 2021-12-04 407.2 373.61 382.49 400.62
1494 2021-12-05 420.85 399.36 400.62 404.73
1495 2021-12-06 418.68 393.47 404.73 413.71
1496 2021-12-07 428.62 415.41 413.71 419.82
1497 2021-12-08 435.08 409.4 419.82 435.08
1498 2021-12-09 449.08 439.48 435.08 442.8
1499 2021-12-10 470.02 454.83 442.8 456.39
1500 2021-12-11 429.04 412.99 456.39 417.0
1501 2021-12-12 429.37 419.33 417.0 423.42
1502 2021-12-13 436.31 411.24 423.42 424.1