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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_FIL.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
2021-11-14,10.75,10.35,10.32,10.4
2021-11-15,10.45,10.2,10.4,10.4
2021-11-16,10.93,10.18,10.4,10.48
2021-11-17,10.71,10.01,10.48,10.32
2021-11-17,10.56,10.13,10.48,10.3
2021-11-18,10.67,10.03,10.3,10.28
2021-11-19,10.96,10.05,10.28,10.81
2021-11-20,11.11,10.88,10.81,11.11
2021-11-21,11.18,10.89,11.11,10.98
2021-11-22,10.95,10.68,10.98,10.8
2021-11-23,11.69,11.03,10.8,11.43
2021-11-24,11.83,11.53,11.43,11.67
2021-11-25,11.78,10.95,11.67,11.55
2021-11-26,11.45,10.48,11.55,11.12
2021-11-27,10.72,10.23,11.12,10.4
2021-11-28,11.2,10.82,10.4,10.84
2021-11-29,11.51,11.09,10.84,11.38
2021-11-30,11.64,11.35,11.38,11.58
2021-12-01,11.99,11.46,11.58,11.55
2021-12-02,11.66,11.39,11.55,11.54
2021-12-03,12.03,11.66,11.54,11.97
2021-12-04,14.09,12.93,11.97,13.86
2021-12-05,14.83,14.08,13.86,14.27
2021-12-06,15.34,14.41,14.27,15.16
2021-12-07,15.11,14.64,15.16,14.8
2021-12-08,14.67,13.8,14.8,14.67
2021-12-09,15.42,15.09,14.67,15.21
2021-12-10,14.28,13.82,15.21,13.87
2021-12-11,14.36,13.82,13.87,13.95
2021-12-12,14.53,14.19,13.95,14.33
2021-12-13,14.74,13.92,14.33,14.26
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 10.75 10.35 10.32 10.4
1474 2021-11-15 10.45 10.2 10.4 10.4
1475 2021-11-16 10.93 10.18 10.4 10.48
1476 2021-11-17 10.71 10.56 10.01 10.13 10.48 10.32 10.3
1477 2021-11-18 10.67 10.03 10.3 10.28
1478 2021-11-19 10.96 10.05 10.28 10.81
1479 2021-11-20 11.11 10.88 10.81 11.11
1480 2021-11-21 11.18 10.89 11.11 10.98
1481 2021-11-22 10.95 10.68 10.98 10.8
1482 2021-11-23 11.69 11.03 10.8 11.43
1483 2021-11-24 11.83 11.53 11.43 11.67
1484 2021-11-25 11.78 10.95 11.67 11.55
1485 2021-11-26 11.45 10.48 11.55 11.12
1486 2021-11-27 10.72 10.23 11.12 10.4
1487 2021-11-28 11.2 10.82 10.4 10.84
1488 2021-11-29 11.51 11.09 10.84 11.38
1489 2021-11-30 11.64 11.35 11.38 11.58
1490 2021-12-01 11.99 11.46 11.58 11.55
1491 2021-12-02 11.66 11.39 11.55 11.54
1492 2021-12-03 12.03 11.66 11.54 11.97
1493 2021-12-04 14.09 12.93 11.97 13.86
1494 2021-12-05 14.83 14.08 13.86 14.27
1495 2021-12-06 15.34 14.41 14.27 15.16
1496 2021-12-07 15.11 14.64 15.16 14.8
1497 2021-12-08 14.67 13.8 14.8 14.67
1498 2021-12-09 15.42 15.09 14.67 15.21
1499 2021-12-10 14.28 13.82 15.21 13.87
1500 2021-12-11 14.36 13.82 13.87 13.95
1501 2021-12-12 14.53 14.19 13.95 14.33
1502 2021-12-13 14.74 13.92 14.33 14.26