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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_ETH.csv
+27 -27
View File
@@ -1,30 +1,4 @@
time,high,low,open,close
2017-10-09,16.99,14.82,14.9,16.08
2017-10-10,16.58,15.74,16.08,15.92
2017-10-11,16.2,15.7,15.92,15.91
2017-10-12,18.1,15.74,15.91,17.97
2017-10-13,19.64,16.12,17.97,16.73
2017-10-14,17.37,16.16,16.73,17.22
2017-10-15,17.39,16.56,17.22,16.89
2017-10-16,17.31,16.11,16.89,17.25
2017-10-17,17.91,17.1,17.25,17.71
2017-10-18,17.99,17.39,17.72,17.77
2017-10-19,18.66,17.72,17.77,18.56
2017-10-20,20.06,18.41,18.56,19.81
2017-10-21,21.18,19.68,19.81,20.07
2017-10-22,20.43,19.46,20.06,20.35
2017-10-23,21.14,20.28,20.36,20.83
2017-10-24,20.86,17.85,20.83,18.58
2017-10-25,19.39,18.43,18.58,19.37
2017-10-26,20.19,19.18,19.37,19.95
2017-10-27,20.14,19.28,19.96,19.44
2017-10-28,19.78,19.28,19.44,19.53
2017-10-29,20.41,18.54,19.53,20.27
2017-10-30,20.27,19.72,20.27,19.98
2017-10-31,21.26,19.85,19.98,21.24
2017-11-01,23.39,21.0,21.24,23.32
2017-11-02,26.49,23.22,23.32,24.71
2017-11-03,25.41,23.06,24.71,23.49
2017-11-04,25.12,23.24,23.49,24.61
2017-11-05,25.69,24.46,24.61,24.98
2017-11-06,25.09,23.04,24.98,23.46
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,14.16,13.86,13.86,14.16
2021-11-15,14.2,13.79,14.16,13.94
2021-11-16,14.31,13.91,13.94,14.27
2021-11-17,14.4,14.19,14.27,14.27
2021-11-17,14.4,14.05,14.27,14.07
2021-11-18,14.35,13.96,14.07,14.23
2021-11-19,14.27,13.46,14.23,13.52
2021-11-20,13.69,13.44,13.52,13.53
2021-11-21,13.79,13.48,13.53,13.76
2021-11-22,13.84,13.61,13.76,13.77
2021-11-23,13.8,13.16,13.77,13.26
2021-11-24,13.51,13.16,13.26,13.38
2021-11-25,13.48,13.02,13.38,13.04
2021-11-26,13.66,12.99,13.04,13.29
2021-11-27,13.4,13.16,13.29,13.37
2021-11-28,13.49,13.2,13.37,13.33
2021-11-29,13.35,13.0,13.33,13.0
2021-11-30,13.01,12.27,13.0,12.31
2021-12-01,12.54,11.97,12.31,12.48
2021-12-02,12.67,12.37,12.48,12.52
2021-12-03,12.89,12.34,12.52,12.71
2021-12-04,12.84,11.86,12.71,11.94
2021-12-05,11.97,11.66,11.94,11.77
2021-12-06,12.06,11.45,11.77,11.6
2021-12-07,11.88,11.58,11.6,11.75
2021-12-08,11.76,11.36,11.75,11.38
2021-12-09,11.62,11.32,11.38,11.58
2021-12-10,12.12,11.55,11.58,12.09
2021-12-11,12.25,11.95,12.09,12.09
2021-12-12,12.35,12.07,12.09,12.12
2021-12-13,12.47,12.11,12.12,12.45
1 time high low open close
2017-10-09 16.99 14.82 14.9 16.08
2017-10-10 16.58 15.74 16.08 15.92
2017-10-11 16.2 15.7 15.92 15.91
2017-10-12 18.1 15.74 15.91 17.97
2017-10-13 19.64 16.12 17.97 16.73
2017-10-14 17.37 16.16 16.73 17.22
2017-10-15 17.39 16.56 17.22 16.89
2017-10-16 17.31 16.11 16.89 17.25
2017-10-17 17.91 17.1 17.25 17.71
2017-10-18 17.99 17.39 17.72 17.77
2017-10-19 18.66 17.72 17.77 18.56
2017-10-20 20.06 18.41 18.56 19.81
2017-10-21 21.18 19.68 19.81 20.07
2017-10-22 20.43 19.46 20.06 20.35
2017-10-23 21.14 20.28 20.36 20.83
2017-10-24 20.86 17.85 20.83 18.58
2017-10-25 19.39 18.43 18.58 19.37
2017-10-26 20.19 19.18 19.37 19.95
2017-10-27 20.14 19.28 19.96 19.44
2017-10-28 19.78 19.28 19.44 19.53
2017-10-29 20.41 18.54 19.53 20.27
2017-10-30 20.27 19.72 20.27 19.98
2017-10-31 21.26 19.85 19.98 21.24
2017-11-01 23.39 21.0 21.24 23.32
2017-11-02 26.49 23.22 23.32 24.71
2017-11-03 25.41 23.06 24.71 23.49
2 2017-11-04 25.12 23.24 23.49 24.61
3 2017-11-05 25.69 24.46 24.61 24.98
4 2017-11-06 25.09 23.04 24.98 23.46
1473 2021-11-14 14.16 13.86 13.86 14.16
1474 2021-11-15 14.2 13.79 14.16 13.94
1475 2021-11-16 14.31 13.91 13.94 14.27
1476 2021-11-17 14.4 14.19 14.05 14.27 14.27 14.07
1477 2021-11-18 14.35 13.96 14.07 14.23
1478 2021-11-19 14.27 13.46 14.23 13.52
1479 2021-11-20 13.69 13.44 13.52 13.53
1480 2021-11-21 13.79 13.48 13.53 13.76
1481 2021-11-22 13.84 13.61 13.76 13.77
1482 2021-11-23 13.8 13.16 13.77 13.26
1483 2021-11-24 13.51 13.16 13.26 13.38
1484 2021-11-25 13.48 13.02 13.38 13.04
1485 2021-11-26 13.66 12.99 13.04 13.29
1486 2021-11-27 13.4 13.16 13.29 13.37
1487 2021-11-28 13.49 13.2 13.37 13.33
1488 2021-11-29 13.35 13.0 13.33 13.0
1489 2021-11-30 13.01 12.27 13.0 12.31
1490 2021-12-01 12.54 11.97 12.31 12.48
1491 2021-12-02 12.67 12.37 12.48 12.52
1492 2021-12-03 12.89 12.34 12.52 12.71
1493 2021-12-04 12.84 11.86 12.71 11.94
1494 2021-12-05 11.97 11.66 11.94 11.77
1495 2021-12-06 12.06 11.45 11.77 11.6
1496 2021-12-07 11.88 11.58 11.6 11.75
1497 2021-12-08 11.76 11.36 11.75 11.38
1498 2021-12-09 11.62 11.32 11.38 11.58
1499 2021-12-10 12.12 11.55 11.58 12.09
1500 2021-12-11 12.25 11.95 12.09 12.09
1501 2021-12-12 12.35 12.07 12.09 12.12
1502 2021-12-13 12.47 12.11 12.12 12.45