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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/BTC_BNB.csv
+27 -27
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@@ -1,30 +1,4 @@
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2017-10-10,3479.75,3303.38,3345.07,3341.24
2017-10-11,3409.89,3305.48,3341.24,3349.66
2017-10-12,4076.47,3544.62,3349.66,4047.17
2017-10-13,4405.14,3616.02,4047.17,3750.89
2017-10-14,3903.21,3631.3,3750.89,3869.59
2017-10-15,3780.06,3600.39,3869.59,3672.15
2017-10-16,4026.28,3745.5,3672.15,4011.7
2017-10-17,4083.99,3900.29,4011.01,4039.15
2017-10-18,4235.9,4096.64,4041.5,4184.72
2017-10-19,4535.52,4307.22,4183.97,4509.43
2017-10-20,4974.25,4565.83,4509.43,4912.18
2017-10-21,5104.09,4742.45,4912.18,4835.72
2017-10-22,4929.78,4695.71,4834.75,4909.72
2017-10-23,5033.73,4828.54,4912.72,4959.28
2017-10-24,4967.56,4250.18,4959.28,4424.74
2017-10-25,4561.73,4336.42,4424.74,4557.31
2017-10-26,4886.01,4641.38,4557.31,4826.55
2017-10-27,5046.6,4830.61,4829.44,4870.99
2017-10-28,4907.81,4784.79,4776.44,4845.52
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2021-11-21,100.7,98.46,98.79,100.49
2021-11-22,101.13,99.41,100.49,100.56
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2021-11-26,94.11,89.47,92.26,91.56
2021-11-27,91.45,89.81,91.56,91.23
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2021-11-29,95.07,92.56,93.69,92.6
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2021-12-01,91.7,87.51,91.51,91.2
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2021-12-06,89.3,84.77,88.52,85.89
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2021-12-11,88.73,86.5,85.3,87.52
2021-12-12,89.34,87.35,87.52,87.69
2021-12-13,89.93,87.41,87.8,89.85
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2017-10-09 3534.92 3083.3 3792.14 3345.07
2017-10-10 3479.75 3303.38 3345.07 3341.24
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2017-10-12 4076.47 3544.62 3349.66 4047.17
2017-10-13 4405.14 3616.02 4047.17 3750.89
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2017-10-27 5046.6 4830.61 4829.44 4870.99
2017-10-28 4907.81 4784.79 4776.44 4845.52
2017-10-29 5039.05 4576.71 4845.52 5004.33
2017-10-30 4672.09 4545.87 5004.33 4606.73
2017-10-31 4857.9 4533.97 4606.73 4853.77
2017-11-01 5339.35 4793.42 4853.77 5324.41
2017-11-02 5820.71 5101.74 5324.41 5429.5
2017-11-03 5296.33 4807.74 5429.5 4896.96
2 2017-11-04 4602.29 4257.9 4895.81 4508.3
3 2017-11-05 5006.26 4766.29 4508.3 4868.69
4 2017-11-06 4733.55 4346.45 4868.69 4427.01
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1474 2021-11-15 102.25 99.25 100.63 100.37
1475 2021-11-16 102.26 99.43 100.37 102.03
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1488 2021-11-29 95.07 92.56 93.69 92.6
1489 2021-11-30 96.71 91.25 92.6 91.51
1490 2021-12-01 91.7 87.51 91.51 91.2
1491 2021-12-02 92.21 90.0 91.2 91.1
1492 2021-12-03 91.45 87.51 91.1 90.13
1493 2021-12-04 92.99 85.86 90.13 86.47
1494 2021-12-05 89.98 87.7 86.47 88.52
1495 2021-12-06 89.3 84.77 88.52 85.89
1496 2021-12-07 88.42 86.25 85.89 87.48
1497 2021-12-08 85.95 83.08 87.48 83.16
1498 2021-12-09 83.8 81.61 83.16 83.49
1499 2021-12-10 85.51 81.52 83.49 85.3
1500 2021-12-11 88.73 86.5 85.3 87.52
1501 2021-12-12 89.34 87.35 87.52 87.69
1502 2021-12-13 89.93 87.41 87.8 89.85