gavindiaz/drift
1
0
Fork 0
mirror of https://github.com/webclinic017/drift.git synced 2026-08-16 12:28:09 +00:00
Code Issues Packages Projects Releases Wiki Activity

feat(WalkForward): added regression/classification switch, archived old experiments, wrapped the process into run_whole_pipeline() (#10)

Browse Source 
* 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_XRP.csv
+29 -29
View File
@@ -1,30 +1,4 @@
time,high,low,open,close
2017-10-09,6.482,4.917,4.273,5.768
2017-10-10,5.697,5.129,5.768,5.454
2017-10-11,5.781,5.231,5.454,5.478
2017-10-12,6.633,5.28,5.478,5.521
2017-10-13,5.857,4.436,5.521,5.592
2017-10-14,6.165,5.739,5.592,6.065
2017-10-15,6.207,5.155,6.065,5.891
2017-10-16,6.31,5.428,5.891,5.618
2017-10-17,6.325,5.921,5.613,6.097
2017-10-18,6.67,5.972,6.093,6.1
2017-10-19,6.43,5.825,6.103,6.017
2017-10-20,6.922,5.802,6.017,5.969
2017-10-21,6.026,5.544,5.976,5.997
2017-10-22,6.522,5.929,6.003,6.143
2017-10-23,6.585,5.846,5.951,6.154
2017-10-24,6.616,5.297,6.161,6.116
2017-10-25,6.54,6.082,6.116,6.207
2017-10-26,6.497,5.56,6.316,6.043
2017-10-27,6.027,5.409,6.049,5.949
2017-10-28,6.032,5.72,5.955,6.032
2017-10-29,6.367,5.877,5.981,6.152
2017-10-30,6.824,5.93,6.151,6.618
2017-10-31,7.502,6.447,6.612,6.826
2017-11-01,7.41,6.405,6.836,6.617
2017-11-02,6.92,6.088,6.627,6.45
2017-11-03,7.121,6.346,6.415,7.079
2017-11-04,8.618,7.187,7.079,8.137
2017-11-05,8.2,7.162,8.134,7.627
2017-11-06,7.829,6.939,7.65,7.76
@@ -1490,8 +1464,8 @@ time,high,low,open,close
2021-11-05,531.58,478.21,465.73,524.37
2021-11-06,553.66,527.5,524.37,553.66
2021-11-07,562.6,530.39,553.66,533.51
2021-11-08,540.81,503.21,533.51,509.69
2021-11-09,516.39,497.02,509.69,504.79
2021-11-08,540.81,503.21,532.95,509.69
2021-11-09,516.67,497.28,509.69,505.06
2021-11-10,536.33,495.04,504.79,515.8
2021-11-11,521.81,503.04,515.8,517.44
2021-11-12,528.22,517.97,517.44,527.47
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,566.15,545.09,546.29,547.63
2021-11-15,543.14,530.22,547.63,540.37
2021-11-16,564.33,525.51,540.37,541.36
2021-11-17,544.51,513.24,541.36,526.68
2021-11-17,541.21,518.9,541.36,527.66
2021-11-18,530.51,498.63,527.66,510.93
2021-11-19,540.76,495.84,510.93,533.3
2021-11-20,550.9,539.79,533.3,550.9
2021-11-21,561.77,547.2,550.9,552.02
2021-11-22,547.53,534.0,552.02,540.03
2021-11-23,566.65,535.02,540.03,554.24
2021-11-24,579.41,565.02,554.24,571.67
2021-11-25,624.51,580.46,571.67,612.08
2021-11-26,643.96,589.58,612.08,625.64
2021-11-27,654.69,624.57,625.64,634.99
2021-11-28,652.48,630.02,634.99,631.21
2021-11-29,636.89,613.54,631.21,629.89
2021-11-30,627.28,611.3,629.89,623.86
2021-12-01,658.0,629.12,623.86,633.74
2021-12-02,644.39,629.29,633.74,638.0
2021-12-03,649.01,629.22,638.0,646.1
2021-12-04,683.72,627.33,646.1,672.67
2021-12-05,721.3,684.47,672.67,693.68
2021-12-06,720.22,676.85,693.68,711.67
2021-12-07,724.57,702.23,711.67,709.68
2021-12-08,704.75,663.15,709.68,704.75
2021-12-09,674.24,659.83,704.75,664.82
2021-12-10,712.09,689.09,664.82,691.45
2021-12-11,692.17,666.27,691.45,672.75
2021-12-12,688.32,672.23,672.75,678.78
2021-12-13,683.8,651.05,678.78,659.16
1 time high low open close
2017-10-09 6.482 4.917 4.273 5.768
2017-10-10 5.697 5.129 5.768 5.454
2017-10-11 5.781 5.231 5.454 5.478
2017-10-12 6.633 5.28 5.478 5.521
2017-10-13 5.857 4.436 5.521 5.592
2017-10-14 6.165 5.739 5.592 6.065
2017-10-15 6.207 5.155 6.065 5.891
2017-10-16 6.31 5.428 5.891 5.618
2017-10-17 6.325 5.921 5.613 6.097
2017-10-18 6.67 5.972 6.093 6.1
2017-10-19 6.43 5.825 6.103 6.017
2017-10-20 6.922 5.802 6.017 5.969
2017-10-21 6.026 5.544 5.976 5.997
2017-10-22 6.522 5.929 6.003 6.143
2017-10-23 6.585 5.846 5.951 6.154
2017-10-24 6.616 5.297 6.161 6.116
2017-10-25 6.54 6.082 6.116 6.207
2017-10-26 6.497 5.56 6.316 6.043
2017-10-27 6.027 5.409 6.049 5.949
2017-10-28 6.032 5.72 5.955 6.032
2017-10-29 6.367 5.877 5.981 6.152
2017-10-30 6.824 5.93 6.151 6.618
2017-10-31 7.502 6.447 6.612 6.826
2017-11-01 7.41 6.405 6.836 6.617
2017-11-02 6.92 6.088 6.627 6.45
2017-11-03 7.121 6.346 6.415 7.079
2 2017-11-04 8.618 7.187 7.079 8.137
3 2017-11-05 8.2 7.162 8.134 7.627
4 2017-11-06 7.829 6.939 7.65 7.76
1464 2021-11-05 531.58 478.21 465.73 524.37
1465 2021-11-06 553.66 527.5 524.37 553.66
1466 2021-11-07 562.6 530.39 553.66 533.51
1467 2021-11-08 540.81 503.21 533.51 532.95 509.69
1468 2021-11-09 516.39 516.67 497.02 497.28 509.69 504.79 505.06
1469 2021-11-10 536.33 495.04 504.79 515.8
1470 2021-11-11 521.81 503.04 515.8 517.44
1471 2021-11-12 528.22 517.97 517.44 527.47
1473 2021-11-14 566.15 545.09 546.29 547.63
1474 2021-11-15 543.14 530.22 547.63 540.37
1475 2021-11-16 564.33 525.51 540.37 541.36
1476 2021-11-17 544.51 541.21 513.24 518.9 541.36 526.68 527.66
1477 2021-11-18 530.51 498.63 527.66 510.93
1478 2021-11-19 540.76 495.84 510.93 533.3
1479 2021-11-20 550.9 539.79 533.3 550.9
1480 2021-11-21 561.77 547.2 550.9 552.02
1481 2021-11-22 547.53 534.0 552.02 540.03
1482 2021-11-23 566.65 535.02 540.03 554.24
1483 2021-11-24 579.41 565.02 554.24 571.67
1484 2021-11-25 624.51 580.46 571.67 612.08
1485 2021-11-26 643.96 589.58 612.08 625.64
1486 2021-11-27 654.69 624.57 625.64 634.99
1487 2021-11-28 652.48 630.02 634.99 631.21
1488 2021-11-29 636.89 613.54 631.21 629.89
1489 2021-11-30 627.28 611.3 629.89 623.86
1490 2021-12-01 658.0 629.12 623.86 633.74
1491 2021-12-02 644.39 629.29 633.74 638.0
1492 2021-12-03 649.01 629.22 638.0 646.1
1493 2021-12-04 683.72 627.33 646.1 672.67
1494 2021-12-05 721.3 684.47 672.67 693.68
1495 2021-12-06 720.22 676.85 693.68 711.67
1496 2021-12-07 724.57 702.23 711.67 709.68
1497 2021-12-08 704.75 663.15 709.68 704.75
1498 2021-12-09 674.24 659.83 704.75 664.82
1499 2021-12-10 712.09 689.09 664.82 691.45
1500 2021-12-11 692.17 666.27 691.45 672.75
1501 2021-12-12 688.32 672.23 672.75 678.78
1502 2021-12-13 683.8 651.05 678.78 659.16