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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_DOT.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
2021-11-14,14.5,13.96,13.8,14.02
2021-11-15,14.23,13.89,14.02,14.16
2021-11-16,15.03,14.0,14.16,14.42
2021-11-17,14.66,13.69,14.42,13.88
2021-11-17,13.88,13.31,14.42,13.53
2021-11-18,14.15,13.3,13.53,13.63
2021-11-19,14.3,13.11,13.63,14.1
2021-11-20,14.36,14.07,14.1,14.36
2021-11-21,14.17,13.8,14.36,13.92
2021-11-22,14.36,14.01,13.92,14.17
2021-11-23,14.82,13.99,14.17,14.5
2021-11-24,15.62,15.23,14.5,15.41
2021-11-25,16.52,15.36,15.41,16.2
2021-11-26,17.5,16.02,16.2,17.0
2021-11-27,17.59,16.78,17.0,17.06
2021-11-28,17.68,17.07,17.06,17.1
2021-11-29,16.99,16.36,17.1,16.8
2021-11-30,16.49,16.07,16.8,16.4
2021-12-01,17.72,16.94,16.4,17.07
2021-12-02,17.52,17.11,17.07,17.35
2021-12-03,17.74,17.2,17.35,17.66
2021-12-04,19.68,18.05,17.66,19.36
2021-12-05,20.49,19.44,19.36,19.7
2021-12-06,21.13,19.86,19.7,20.88
2021-12-07,19.37,18.78,20.88,18.97
2021-12-08,20.36,19.16,18.97,20.36
2021-12-09,21.51,21.05,20.36,21.21
2021-12-10,21.5,20.81,21.21,20.88
2021-12-11,20.91,20.12,20.88,20.32
2021-12-12,19.56,19.1,20.32,19.29
2021-12-13,20.08,18.93,19.27,19.86
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 14.5 13.96 13.8 14.02
1474 2021-11-15 14.23 13.89 14.02 14.16
1475 2021-11-16 15.03 14.0 14.16 14.42
1476 2021-11-17 14.66 13.88 13.69 13.31 14.42 13.88 13.53
1477 2021-11-18 14.15 13.3 13.53 13.63
1478 2021-11-19 14.3 13.11 13.63 14.1
1479 2021-11-20 14.36 14.07 14.1 14.36
1480 2021-11-21 14.17 13.8 14.36 13.92
1481 2021-11-22 14.36 14.01 13.92 14.17
1482 2021-11-23 14.82 13.99 14.17 14.5
1483 2021-11-24 15.62 15.23 14.5 15.41
1484 2021-11-25 16.52 15.36 15.41 16.2
1485 2021-11-26 17.5 16.02 16.2 17.0
1486 2021-11-27 17.59 16.78 17.0 17.06
1487 2021-11-28 17.68 17.07 17.06 17.1
1488 2021-11-29 16.99 16.36 17.1 16.8
1489 2021-11-30 16.49 16.07 16.8 16.4
1490 2021-12-01 17.72 16.94 16.4 17.07
1491 2021-12-02 17.52 17.11 17.07 17.35
1492 2021-12-03 17.74 17.2 17.35 17.66
1493 2021-12-04 19.68 18.05 17.66 19.36
1494 2021-12-05 20.49 19.44 19.36 19.7
1495 2021-12-06 21.13 19.86 19.7 20.88
1496 2021-12-07 19.37 18.78 20.88 18.97
1497 2021-12-08 20.36 19.16 18.97 20.36
1498 2021-12-09 21.51 21.05 20.36 21.21
1499 2021-12-10 21.5 20.81 21.21 20.88
1500 2021-12-11 20.91 20.12 20.88 20.32
1501 2021-12-12 19.56 19.1 20.32 19.29
1502 2021-12-13 20.08 18.93 19.27 19.86