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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_LTC.csv
+29 -29
View File
@@ -1,30 +1,4 @@
time,high,low,open,close
2017-10-09,0.03236,0.02455,0.02253,0.0288
2017-10-10,0.0291,0.0262,0.0288,0.02786
2017-10-11,0.03002,0.02716,0.02786,0.02845
2017-10-12,0.02723,0.02168,0.02845,0.02267
2017-10-13,0.02571,0.01948,0.02267,0.02455
2017-10-14,0.02454,0.02285,0.02455,0.02414
2017-10-15,0.02509,0.02083,0.02414,0.02381
2017-10-16,0.02513,0.02162,0.02381,0.02238
2017-10-17,0.02441,0.02285,0.02238,0.02353
2017-10-18,0.0239,0.0214,0.02353,0.02186
2017-10-19,0.02311,0.02094,0.02189,0.02163
2017-10-20,0.02397,0.02009,0.02163,0.02067
2017-10-21,0.02178,0.02004,0.02066,0.02168
2017-10-22,0.02337,0.02124,0.02177,0.02201
2017-10-23,0.02308,0.02049,0.02133,0.02157
2017-10-24,0.02426,0.01943,0.02157,0.02243
2017-10-25,0.02345,0.02181,0.02243,0.02226
2017-10-26,0.02359,0.02019,0.02265,0.02194
2017-10-27,0.02194,0.01969,0.02197,0.02165
2017-10-28,0.02208,0.02094,0.02169,0.02208
2017-10-29,0.02253,0.0208,0.0219,0.02177
2017-10-30,0.02454,0.02132,0.02177,0.0238
2017-10-31,0.02676,0.02299,0.02378,0.02434
2017-11-01,0.02676,0.02313,0.02439,0.02389
2017-11-02,0.02578,0.02268,0.02395,0.02403
2017-11-03,0.02626,0.0234,0.0239,0.0261
2017-11-04,0.03159,0.02635,0.0261,0.02983
2017-11-05,0.0301,0.02629,0.02983,0.02799
2017-11-06,0.02909,0.02579,0.02808,0.02884
@@ -1490,8 +1464,8 @@ time,high,low,open,close
2021-11-05,3.093,2.783,2.757,3.051
2021-11-06,3.227,3.074,3.051,3.227
2021-11-07,3.393,3.199,3.227,3.217
2021-11-08,3.03,2.82,3.217,2.856
2021-11-09,2.478,2.385,2.856,2.422
2021-11-08,3.03,2.82,3.216,2.856
2021-11-09,2.477,2.384,2.856,2.421
2021-11-10,2.453,2.264,2.422,2.359
2021-11-11,2.416,2.329,2.359,2.396
2021-11-12,2.499,2.45,2.396,2.495
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,2.411,2.321,2.521,2.332
2021-11-15,2.421,2.363,2.332,2.408
2021-11-16,2.666,2.483,2.408,2.558
2021-11-17,2.629,2.423,2.558,2.491
2021-11-17,2.582,2.476,2.558,2.518
2021-11-18,2.704,2.541,2.518,2.604
2021-11-19,2.704,2.479,2.604,2.666
2021-11-20,2.663,2.609,2.666,2.663
2021-11-21,2.686,2.616,2.663,2.639
2021-11-22,2.713,2.646,2.639,2.675
2021-11-23,2.794,2.638,2.675,2.733
2021-11-24,2.819,2.749,2.733,2.781
2021-11-25,2.925,2.719,2.781,2.867
2021-11-26,3.091,2.83,2.867,3.003
2021-11-27,3.171,3.026,3.003,3.076
2021-11-28,3.17,3.061,3.076,3.066
2021-11-29,3.065,2.953,3.066,3.032
2021-11-30,3.012,2.935,3.032,2.995
2021-12-01,3.12,2.983,2.995,3.005
2021-12-02,3.079,3.007,3.005,3.048
2021-12-03,3.181,3.084,3.048,3.167
2021-12-04,3.551,3.258,3.167,3.493
2021-12-05,3.709,3.52,3.493,3.567
2021-12-06,3.684,3.462,3.567,3.641
2021-12-07,3.65,3.538,3.641,3.575
2021-12-08,3.679,3.462,3.575,3.679
2021-12-09,3.822,3.741,3.679,3.769
2021-12-10,3.835,3.711,3.769,3.724
2021-12-11,3.674,3.536,3.724,3.571
2021-12-12,3.638,3.553,3.571,3.587
2021-12-13,3.663,3.482,3.587,3.56
1 time high low open close
2017-10-09 0.03236 0.02455 0.02253 0.0288
2017-10-10 0.0291 0.0262 0.0288 0.02786
2017-10-11 0.03002 0.02716 0.02786 0.02845
2017-10-12 0.02723 0.02168 0.02845 0.02267
2017-10-13 0.02571 0.01948 0.02267 0.02455
2017-10-14 0.02454 0.02285 0.02455 0.02414
2017-10-15 0.02509 0.02083 0.02414 0.02381
2017-10-16 0.02513 0.02162 0.02381 0.02238
2017-10-17 0.02441 0.02285 0.02238 0.02353
2017-10-18 0.0239 0.0214 0.02353 0.02186
2017-10-19 0.02311 0.02094 0.02189 0.02163
2017-10-20 0.02397 0.02009 0.02163 0.02067
2017-10-21 0.02178 0.02004 0.02066 0.02168
2017-10-22 0.02337 0.02124 0.02177 0.02201
2017-10-23 0.02308 0.02049 0.02133 0.02157
2017-10-24 0.02426 0.01943 0.02157 0.02243
2017-10-25 0.02345 0.02181 0.02243 0.02226
2017-10-26 0.02359 0.02019 0.02265 0.02194
2017-10-27 0.02194 0.01969 0.02197 0.02165
2017-10-28 0.02208 0.02094 0.02169 0.02208
2017-10-29 0.02253 0.0208 0.0219 0.02177
2017-10-30 0.02454 0.02132 0.02177 0.0238
2017-10-31 0.02676 0.02299 0.02378 0.02434
2017-11-01 0.02676 0.02313 0.02439 0.02389
2017-11-02 0.02578 0.02268 0.02395 0.02403
2017-11-03 0.02626 0.0234 0.0239 0.0261
2 2017-11-04 0.03159 0.02635 0.0261 0.02983
3 2017-11-05 0.0301 0.02629 0.02983 0.02799
4 2017-11-06 0.02909 0.02579 0.02808 0.02884
1464 2021-11-05 3.093 2.783 2.757 3.051
1465 2021-11-06 3.227 3.074 3.051 3.227
1466 2021-11-07 3.393 3.199 3.227 3.217
1467 2021-11-08 3.03 2.82 3.217 3.216 2.856
1468 2021-11-09 2.478 2.477 2.385 2.384 2.856 2.422 2.421
1469 2021-11-10 2.453 2.264 2.422 2.359
1470 2021-11-11 2.416 2.329 2.359 2.396
1471 2021-11-12 2.499 2.45 2.396 2.495
1473 2021-11-14 2.411 2.321 2.521 2.332
1474 2021-11-15 2.421 2.363 2.332 2.408
1475 2021-11-16 2.666 2.483 2.408 2.558
1476 2021-11-17 2.629 2.582 2.423 2.476 2.558 2.491 2.518
1477 2021-11-18 2.704 2.541 2.518 2.604
1478 2021-11-19 2.704 2.479 2.604 2.666
1479 2021-11-20 2.663 2.609 2.666 2.663
1480 2021-11-21 2.686 2.616 2.663 2.639
1481 2021-11-22 2.713 2.646 2.639 2.675
1482 2021-11-23 2.794 2.638 2.675 2.733
1483 2021-11-24 2.819 2.749 2.733 2.781
1484 2021-11-25 2.925 2.719 2.781 2.867
1485 2021-11-26 3.091 2.83 2.867 3.003
1486 2021-11-27 3.171 3.026 3.003 3.076
1487 2021-11-28 3.17 3.061 3.076 3.066
1488 2021-11-29 3.065 2.953 3.066 3.032
1489 2021-11-30 3.012 2.935 3.032 2.995
1490 2021-12-01 3.12 2.983 2.995 3.005
1491 2021-12-02 3.079 3.007 3.005 3.048
1492 2021-12-03 3.181 3.084 3.048 3.167
1493 2021-12-04 3.551 3.258 3.167 3.493
1494 2021-12-05 3.709 3.52 3.493 3.567
1495 2021-12-06 3.684 3.462 3.567 3.641
1496 2021-12-07 3.65 3.538 3.641 3.575
1497 2021-12-08 3.679 3.462 3.575 3.679
1498 2021-12-09 3.822 3.741 3.679 3.769
1499 2021-12-10 3.835 3.711 3.769 3.724
1500 2021-12-11 3.674 3.536 3.724 3.571
1501 2021-12-12 3.638 3.553 3.571 3.587
1502 2021-12-13 3.663 3.482 3.587 3.56