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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_USD.csv
+27 -27
View File
@@ -1,30 +1,4 @@
time,high,low,open,close
2017-10-09,147.52,1.167,1.216,1.427
2017-10-10,1.488,1.338,1.427,1.422
2017-10-11,1.469,1.363,1.422,1.439
2017-10-12,1.439,1.278,1.439,1.345
2017-10-13,1.515,1.273,1.345,1.502
2017-10-14,1.521,1.295,1.502,1.508
2017-10-15,1.674,1.404,1.508,1.548
2017-10-16,1.556,1.344,1.548,1.437
2017-10-17,1.391,1.315,1.437,1.386
2017-10-18,1.411,1.311,1.386,1.331
2017-10-19,1.353,1.245,1.331,1.265
2017-10-20,194.97,1.216,1.265,1.222
2017-10-21,1.255,1.198,1.222,1.243
2017-10-22,46.19,1.176,1.243,1.218
2017-10-23,1.241,1.141,1.218,1.198
2017-10-24,1.334,1.127,1.198,1.245
2017-10-25,1.26,1.185,1.245,1.259
2017-10-26,1.256,1.138,1.259,1.221
2017-10-27,1.225,1.115,1.221,1.183
2017-10-28,1.197,1.144,1.206,1.182
2017-10-29,1.236,1.155,1.182,1.231
2017-10-30,1.363,1.167,1.231,1.331
2017-10-31,1.382,1.254,1.331,1.329
2017-11-01,1.288,1.201,1.329,1.268
2017-11-02,1.385,1.191,1.268,1.297
2017-11-03,1.492,1.372,1.297,1.461
2017-11-04,1.695,1.385,1.461,1.638
2017-11-05,1.617,1.452,1.637,1.52
2017-11-06,1.692,1.464,1.52,1.573
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,660.66,635.16,649.81,650.98
2021-11-15,659.86,630.91,650.98,634.01
2021-11-16,635.19,573.41,634.01,589.16
2021-11-17,592.99,554.51,589.16,577.42
2021-11-17,592.99,554.51,589.16,578.22
2021-11-18,588.21,516.94,578.22,532.02
2021-11-19,585.86,524.4,532.02,581.61
2021-11-20,605.18,573.35,581.61,604.73
2021-11-21,605.75,580.44,604.73,584.63
2021-11-22,585.6,554.44,584.63,559.84
2021-11-23,605.12,558.59,559.84,591.18
2021-11-24,594.31,577.11,591.18,590.75
2021-11-25,647.28,587.68,590.75,639.3
2021-11-26,658.65,564.93,639.3,587.42
2021-11-27,621.4,584.15,587.42,600.62
2021-11-28,613.19,572.76,600.62,611.95
2021-11-29,629.5,602.25,611.95,624.12
2021-11-30,635.25,604.01,624.12,622.23
2021-12-01,650.26,619.02,622.23,627.93
2021-12-02,631.36,606.49,627.93,620.69
2021-12-03,628.32,575.22,620.69,595.59
2021-12-04,596.15,496.3,595.59,569.2
2021-12-05,582.6,542.82,569.2,558.23
2021-12-06,593.07,533.68,558.23,587.99
2021-12-07,593.61,572.69,587.99,579.11
2021-12-08,608.3,567.75,579.11,607.83
2021-12-09,617.76,568.15,607.83,570.89
2021-12-10,595.23,551.16,570.89,553.52
2021-12-11,573.17,542.58,553.52,564.19
2021-12-12,574.92,559.75,564.19,570.73
2021-12-13,572.4,523.14,570.73,523.5
1 time high low open close
2017-10-09 147.52 1.167 1.216 1.427
2017-10-10 1.488 1.338 1.427 1.422
2017-10-11 1.469 1.363 1.422 1.439
2017-10-12 1.439 1.278 1.439 1.345
2017-10-13 1.515 1.273 1.345 1.502
2017-10-14 1.521 1.295 1.502 1.508
2017-10-15 1.674 1.404 1.508 1.548
2017-10-16 1.556 1.344 1.548 1.437
2017-10-17 1.391 1.315 1.437 1.386
2017-10-18 1.411 1.311 1.386 1.331
2017-10-19 1.353 1.245 1.331 1.265
2017-10-20 194.97 1.216 1.265 1.222
2017-10-21 1.255 1.198 1.222 1.243
2017-10-22 46.19 1.176 1.243 1.218
2017-10-23 1.241 1.141 1.218 1.198
2017-10-24 1.334 1.127 1.198 1.245
2017-10-25 1.26 1.185 1.245 1.259
2017-10-26 1.256 1.138 1.259 1.221
2017-10-27 1.225 1.115 1.221 1.183
2017-10-28 1.197 1.144 1.206 1.182
2017-10-29 1.236 1.155 1.182 1.231
2017-10-30 1.363 1.167 1.231 1.331
2017-10-31 1.382 1.254 1.331 1.329
2017-11-01 1.288 1.201 1.329 1.268
2017-11-02 1.385 1.191 1.268 1.297
2017-11-03 1.492 1.372 1.297 1.461
2 2017-11-04 1.695 1.385 1.461 1.638
3 2017-11-05 1.617 1.452 1.637 1.52
4 2017-11-06 1.692 1.464 1.52 1.573
1473 2021-11-14 660.66 635.16 649.81 650.98
1474 2021-11-15 659.86 630.91 650.98 634.01
1475 2021-11-16 635.19 573.41 634.01 589.16
1476 2021-11-17 592.99 554.51 589.16 577.42 578.22
1477 2021-11-18 588.21 516.94 578.22 532.02
1478 2021-11-19 585.86 524.4 532.02 581.61
1479 2021-11-20 605.18 573.35 581.61 604.73
1480 2021-11-21 605.75 580.44 604.73 584.63
1481 2021-11-22 585.6 554.44 584.63 559.84
1482 2021-11-23 605.12 558.59 559.84 591.18
1483 2021-11-24 594.31 577.11 591.18 590.75
1484 2021-11-25 647.28 587.68 590.75 639.3
1485 2021-11-26 658.65 564.93 639.3 587.42
1486 2021-11-27 621.4 584.15 587.42 600.62
1487 2021-11-28 613.19 572.76 600.62 611.95
1488 2021-11-29 629.5 602.25 611.95 624.12
1489 2021-11-30 635.25 604.01 624.12 622.23
1490 2021-12-01 650.26 619.02 622.23 627.93
1491 2021-12-02 631.36 606.49 627.93 620.69
1492 2021-12-03 628.32 575.22 620.69 595.59
1493 2021-12-04 596.15 496.3 595.59 569.2
1494 2021-12-05 582.6 542.82 569.2 558.23
1495 2021-12-06 593.07 533.68 558.23 587.99
1496 2021-12-07 593.61 572.69 587.99 579.11
1497 2021-12-08 608.3 567.75 579.11 607.83
1498 2021-12-09 617.76 568.15 607.83 570.89
1499 2021-12-10 595.23 551.16 570.89 553.52
1500 2021-12-11 573.17 542.58 553.52 564.19
1501 2021-12-12 574.92 559.75 564.19 570.73
1502 2021-12-13 572.4 523.14 570.73 523.5