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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_DOT.csv
+29 -29
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
@@ -1458,7 +1432,7 @@ time,high,low,open,close
2021-10-04,1576.8,1526.61,1499.46,1576.11
2021-10-05,1647.83,1619.95,1576.11,1640.35
2021-10-06,1716.28,1611.45,1640.35,1714.43
2021-10-07,1756.85,1534.21,1717.92,1584.03
2021-10-07,1649.08,1570.11,1712.15,1582.82
2021-10-08,1645.76,1599.3,1583.4,1621.83
2021-10-09,1511.49,1485.66,1621.83,1510.1
2021-10-10,1584.92,1520.89,1510.1,1584.92
@@ -1498,5 +1472,31 @@ time,high,low,open,close
2021-11-13,1368.57,1350.03,1398.24,1367.24
2021-11-14,1414.82,1385.0,1367.24,1414.41
2021-11-15,1448.94,1406.4,1414.41,1422.28
2021-11-16,1474.25,1433.44,1422.28,1470.89
2021-11-17,1509.66,1426.13,1470.59,1453.49
2021-11-16,1474.86,1434.04,1420.83,1471.49
2021-11-17,1444.36,1409.85,1470.89,1411.64
2021-11-18,1471.81,1432.35,1411.64,1460.29
2021-11-19,1485.37,1401.18,1460.29,1407.06
2021-11-20,1435.58,1409.53,1407.06,1419.07
2021-11-21,1398.27,1367.17,1419.07,1395.38
2021-11-22,1435.28,1410.86,1395.38,1427.17
2021-11-23,1471.61,1403.8,1427.17,1414.04
2021-11-24,1504.57,1465.96,1414.04,1490.48
2021-11-25,1545.75,1492.63,1490.48,1494.97
2021-11-26,1599.36,1520.41,1494.97,1555.99
2021-11-27,1561.86,1533.91,1555.99,1558.1
2021-11-28,1619.62,1585.19,1558.1,1600.62
2021-11-29,1599.66,1557.46,1600.62,1558.07
2021-11-30,1588.0,1498.35,1558.07,1502.59
2021-12-01,1563.49,1492.18,1502.59,1555.1
2021-12-02,1598.47,1560.12,1555.1,1579.26
2021-12-03,1617.52,1547.87,1579.26,1594.09
2021-12-04,1798.34,1660.38,1594.09,1672.28
2021-12-05,1773.22,1728.33,1672.28,1744.41
2021-12-06,1862.91,1768.4,1744.41,1791.79
2021-12-07,1678.46,1637.24,1791.79,1660.51
2021-12-08,1748.63,1690.2,1660.51,1691.93
2021-12-09,1776.6,1730.15,1691.93,1770.01
2021-12-10,1786.61,1703.24,1770.01,1782.29
2021-12-11,1803.3,1758.06,1782.29,1778.67
2021-12-12,1727.12,1688.55,1778.67,1695.1
2021-12-13,1794.37,1659.48,1693.48,1783.48
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
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4 2017-11-06 0.0 0.0 0.0 0.0
1432 2021-10-04 1576.8 1526.61 1499.46 1576.11
1433 2021-10-05 1647.83 1619.95 1576.11 1640.35
1434 2021-10-06 1716.28 1611.45 1640.35 1714.43
1435 2021-10-07 1756.85 1649.08 1534.21 1570.11 1717.92 1712.15 1584.03 1582.82
1436 2021-10-08 1645.76 1599.3 1583.4 1621.83
1437 2021-10-09 1511.49 1485.66 1621.83 1510.1
1438 2021-10-10 1584.92 1520.89 1510.1 1584.92
1472 2021-11-13 1368.57 1350.03 1398.24 1367.24
1473 2021-11-14 1414.82 1385.0 1367.24 1414.41
1474 2021-11-15 1448.94 1406.4 1414.41 1422.28
1475 2021-11-16 1474.25 1474.86 1433.44 1434.04 1422.28 1420.83 1470.89 1471.49
1476 2021-11-17 1509.66 1444.36 1426.13 1409.85 1470.59 1470.89 1453.49 1411.64
1477 2021-11-18 1471.81 1432.35 1411.64 1460.29
1478 2021-11-19 1485.37 1401.18 1460.29 1407.06
1479 2021-11-20 1435.58 1409.53 1407.06 1419.07
1480 2021-11-21 1398.27 1367.17 1419.07 1395.38
1481 2021-11-22 1435.28 1410.86 1395.38 1427.17
1482 2021-11-23 1471.61 1403.8 1427.17 1414.04
1483 2021-11-24 1504.57 1465.96 1414.04 1490.48
1484 2021-11-25 1545.75 1492.63 1490.48 1494.97
1485 2021-11-26 1599.36 1520.41 1494.97 1555.99
1486 2021-11-27 1561.86 1533.91 1555.99 1558.1
1487 2021-11-28 1619.62 1585.19 1558.1 1600.62
1488 2021-11-29 1599.66 1557.46 1600.62 1558.07
1489 2021-11-30 1588.0 1498.35 1558.07 1502.59
1490 2021-12-01 1563.49 1492.18 1502.59 1555.1
1491 2021-12-02 1598.47 1560.12 1555.1 1579.26
1492 2021-12-03 1617.52 1547.87 1579.26 1594.09
1493 2021-12-04 1798.34 1660.38 1594.09 1672.28
1494 2021-12-05 1773.22 1728.33 1672.28 1744.41
1495 2021-12-06 1862.91 1768.4 1744.41 1791.79
1496 2021-12-07 1678.46 1637.24 1791.79 1660.51
1497 2021-12-08 1748.63 1690.2 1660.51 1691.93
1498 2021-12-09 1776.6 1730.15 1691.93 1770.01
1499 2021-12-10 1786.61 1703.24 1770.01 1782.29
1500 2021-12-11 1803.3 1758.06 1782.29 1778.67
1501 2021-12-12 1727.12 1688.55 1778.67 1695.1
1502 2021-12-13 1794.37 1659.48 1693.48 1783.48