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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_SOL.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
2021-11-14,2.82,2.715,2.689,2.728
2021-11-15,2.679,2.616,2.728,2.666
2021-11-16,2.799,2.607,2.666,2.685
2021-11-17,2.693,2.623,2.687,2.667
2021-11-17,2.707,2.595,2.685,2.639
2021-11-18,2.832,2.662,2.639,2.728
2021-11-19,2.738,2.511,2.728,2.7
2021-11-20,2.774,2.718,2.7,2.774
2021-11-21,2.584,2.517,2.774,2.539
2021-11-22,2.629,2.564,2.539,2.593
2021-11-23,2.718,2.566,2.593,2.659
2021-11-24,2.908,2.836,2.659,2.869
2021-11-25,3.106,2.887,2.869,3.044
2021-11-26,3.144,2.879,3.044,3.055
2021-11-27,3.206,3.058,3.055,3.109
2021-11-28,3.148,3.04,3.109,3.045
2021-11-29,3.084,2.971,3.045,3.05
2021-11-30,3.002,2.925,3.05,2.986
2021-12-01,2.836,2.712,2.986,2.732
2021-12-02,2.68,2.617,2.732,2.653
2021-12-03,2.828,2.742,2.653,2.815
2021-12-04,2.88,2.643,2.815,2.834
2021-12-05,2.957,2.806,2.834,2.843
2021-12-06,3.068,2.883,2.843,3.031
2021-12-07,3.104,3.008,3.031,3.04
2021-12-08,3.125,2.94,3.04,3.125
2021-12-09,3.205,3.137,3.125,3.16
2021-12-10,3.393,3.284,3.16,3.295
2021-12-11,3.373,3.247,3.295,3.279
2021-12-12,3.34,3.262,3.279,3.294
2021-12-13,3.45,3.197,3.294,3.348
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 2.82 2.715 2.689 2.728
1474 2021-11-15 2.679 2.616 2.728 2.666
1475 2021-11-16 2.799 2.607 2.666 2.685
1476 2021-11-17 2.693 2.707 2.623 2.595 2.687 2.685 2.667 2.639
1477 2021-11-18 2.832 2.662 2.639 2.728
1478 2021-11-19 2.738 2.511 2.728 2.7
1479 2021-11-20 2.774 2.718 2.7 2.774
1480 2021-11-21 2.584 2.517 2.774 2.539
1481 2021-11-22 2.629 2.564 2.539 2.593
1482 2021-11-23 2.718 2.566 2.593 2.659
1483 2021-11-24 2.908 2.836 2.659 2.869
1484 2021-11-25 3.106 2.887 2.869 3.044
1485 2021-11-26 3.144 2.879 3.044 3.055
1486 2021-11-27 3.206 3.058 3.055 3.109
1487 2021-11-28 3.148 3.04 3.109 3.045
1488 2021-11-29 3.084 2.971 3.045 3.05
1489 2021-11-30 3.002 2.925 3.05 2.986
1490 2021-12-01 2.836 2.712 2.986 2.732
1491 2021-12-02 2.68 2.617 2.732 2.653
1492 2021-12-03 2.828 2.742 2.653 2.815
1493 2021-12-04 2.88 2.643 2.815 2.834
1494 2021-12-05 2.957 2.806 2.834 2.843
1495 2021-12-06 3.068 2.883 2.843 3.031
1496 2021-12-07 3.104 3.008 3.031 3.04
1497 2021-12-08 3.125 2.94 3.04 3.125
1498 2021-12-09 3.205 3.137 3.125 3.16
1499 2021-12-10 3.393 3.284 3.16 3.295
1500 2021-12-11 3.373 3.247 3.295 3.279
1501 2021-12-12 3.34 3.262 3.279 3.294
1502 2021-12-13 3.45 3.197 3.294 3.348