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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_TRX.csv
+27 -27
View File
@@ -1,30 +1,4 @@
time,high,low,open,close
2017-10-09,787.91,597.67,490.94,701.16
2017-10-10,571.85,514.81,701.16,547.41
2017-10-11,643.88,582.65,547.41,610.2
2017-10-12,679.55,540.91,610.2,565.68
2017-10-13,729.73,552.7,565.68,696.76
2017-10-14,672.5,626.0,696.76,661.5
2017-10-15,741.03,615.38,661.5,703.33
2017-10-16,763.51,656.76,703.33,679.73
2017-10-17,758.82,710.29,679.73,731.47
2017-10-18,721.67,646.11,731.47,660.0
2017-10-19,710.29,643.53,660.28,664.71
2017-10-20,749.69,628.44,664.71,646.56
2017-10-21,552.63,508.42,627.27,550.0
2017-10-22,511.63,465.12,552.63,481.86
2017-10-23,521.95,463.41,467.21,487.8
2017-10-24,520.85,417.02,487.8,481.49
2017-10-25,433.96,403.58,481.49,411.89
2017-10-26,453.06,387.76,418.87,421.43
2017-10-27,402.88,361.54,421.84,397.69
2017-10-28,401.35,380.58,398.08,401.35
2017-10-29,433.33,400.0,398.08,418.75
2017-10-30,511.36,444.32,418.75,495.91
2017-10-31,534.19,459.07,495.45,486.05
2017-11-01,565.95,489.19,486.98,505.41
2017-11-02,584.71,514.41,506.49,545.0
2017-11-03,640.63,570.94,542.06,636.88
2017-11-04,810.34,675.86,636.88,765.17
2017-11-05,715.81,625.16,765.17,665.81
2017-11-06,759.67,673.33,667.74,753.0
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,5737.43,5524.02,5765.71,5549.72
2021-11-15,5133.33,5011.28,5549.72,5107.18
2021-11-16,5615.38,5229.12,5107.18,5386.81
2021-11-17,5397.25,5009.57,5386.81,5164.32
2021-11-17,5338.59,5118.48,5386.81,5204.89
2021-11-18,5513.07,5181.82,5204.89,5309.66
2021-11-19,5670.39,5199.44,5309.66,5592.18
2021-11-20,5750.0,5634.09,5592.18,5750.0
2021-11-21,5571.43,5426.92,5750.0,5474.73
2021-11-22,5569.06,5431.49,5474.73,5492.82
2021-11-23,5898.88,5569.66,5492.82,5769.66
2021-11-24,6122.81,5970.76,5769.66,6040.94
2021-11-25,6505.88,6047.06,6040.94,6376.47
2021-11-26,6578.95,6023.39,6376.47,6391.81
2021-11-27,6647.06,6341.18,6391.81,6447.06
2021-11-28,6650.6,6421.69,6447.06,6433.73
2021-11-29,6532.93,6293.41,6433.73,6461.08
2021-11-30,6464.71,6300.0,6461.08,6429.41
2021-12-01,6739.64,6443.79,6429.41,6491.12
2021-12-02,6447.67,6296.51,6491.12,6383.72
2021-12-03,6371.43,6177.14,6383.72,6342.86
2021-12-04,6644.07,6096.05,6342.86,6536.72
2021-12-05,6871.35,6520.47,6536.72,6608.19
2021-12-06,6815.03,6404.62,6608.19,6734.1
2021-12-07,6561.8,6359.55,6734.1,6426.97
2021-12-08,6573.77,6185.79,6426.97,6573.77
2021-12-09,6543.01,6403.23,6573.77,6451.61
2021-12-10,6489.25,6279.57,6451.61,6301.08
2021-12-11,6322.58,6086.02,6301.08,6145.16
2021-12-12,6346.15,6197.8,6145.16,6258.24
2021-12-13,6285.71,6043.48,6258.24,6109.89
1 time high low open close
2017-10-09 787.91 597.67 490.94 701.16
2017-10-10 571.85 514.81 701.16 547.41
2017-10-11 643.88 582.65 547.41 610.2
2017-10-12 679.55 540.91 610.2 565.68
2017-10-13 729.73 552.7 565.68 696.76
2017-10-14 672.5 626.0 696.76 661.5
2017-10-15 741.03 615.38 661.5 703.33
2017-10-16 763.51 656.76 703.33 679.73
2017-10-17 758.82 710.29 679.73 731.47
2017-10-18 721.67 646.11 731.47 660.0
2017-10-19 710.29 643.53 660.28 664.71
2017-10-20 749.69 628.44 664.71 646.56
2017-10-21 552.63 508.42 627.27 550.0
2017-10-22 511.63 465.12 552.63 481.86
2017-10-23 521.95 463.41 467.21 487.8
2017-10-24 520.85 417.02 487.8 481.49
2017-10-25 433.96 403.58 481.49 411.89
2017-10-26 453.06 387.76 418.87 421.43
2017-10-27 402.88 361.54 421.84 397.69
2017-10-28 401.35 380.58 398.08 401.35
2017-10-29 433.33 400.0 398.08 418.75
2017-10-30 511.36 444.32 418.75 495.91
2017-10-31 534.19 459.07 495.45 486.05
2017-11-01 565.95 489.19 486.98 505.41
2017-11-02 584.71 514.41 506.49 545.0
2017-11-03 640.63 570.94 542.06 636.88
2 2017-11-04 810.34 675.86 636.88 765.17
3 2017-11-05 715.81 625.16 765.17 665.81
4 2017-11-06 759.67 673.33 667.74 753.0
1473 2021-11-14 5737.43 5524.02 5765.71 5549.72
1474 2021-11-15 5133.33 5011.28 5549.72 5107.18
1475 2021-11-16 5615.38 5229.12 5107.18 5386.81
1476 2021-11-17 5397.25 5338.59 5009.57 5118.48 5386.81 5164.32 5204.89
1477 2021-11-18 5513.07 5181.82 5204.89 5309.66
1478 2021-11-19 5670.39 5199.44 5309.66 5592.18
1479 2021-11-20 5750.0 5634.09 5592.18 5750.0
1480 2021-11-21 5571.43 5426.92 5750.0 5474.73
1481 2021-11-22 5569.06 5431.49 5474.73 5492.82
1482 2021-11-23 5898.88 5569.66 5492.82 5769.66
1483 2021-11-24 6122.81 5970.76 5769.66 6040.94
1484 2021-11-25 6505.88 6047.06 6040.94 6376.47
1485 2021-11-26 6578.95 6023.39 6376.47 6391.81
1486 2021-11-27 6647.06 6341.18 6391.81 6447.06
1487 2021-11-28 6650.6 6421.69 6447.06 6433.73
1488 2021-11-29 6532.93 6293.41 6433.73 6461.08
1489 2021-11-30 6464.71 6300.0 6461.08 6429.41
1490 2021-12-01 6739.64 6443.79 6429.41 6491.12
1491 2021-12-02 6447.67 6296.51 6491.12 6383.72
1492 2021-12-03 6371.43 6177.14 6383.72 6342.86
1493 2021-12-04 6644.07 6096.05 6342.86 6536.72
1494 2021-12-05 6871.35 6520.47 6536.72 6608.19
1495 2021-12-06 6815.03 6404.62 6608.19 6734.1
1496 2021-12-07 6561.8 6359.55 6734.1 6426.97
1497 2021-12-08 6573.77 6185.79 6426.97 6573.77
1498 2021-12-09 6543.01 6403.23 6573.77 6451.61
1499 2021-12-10 6489.25 6279.57 6451.61 6301.08
1500 2021-12-11 6322.58 6086.02 6301.08 6145.16
1501 2021-12-12 6346.15 6197.8 6145.16 6258.24
1502 2021-12-13 6285.71 6043.48 6258.24 6109.89