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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_FIL.csv
+28 -28
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
2021-10-04,708.6,686.05,697.45,708.29
2021-10-05,730.76,718.4,708.29,727.44
2021-10-06,770.62,723.55,727.44,769.79
2021-10-07,785.55,739.1,770.42,752.45
2021-10-07,782.96,745.47,769.79,751.5
2021-10-08,691.94,672.41,751.62,681.88
2021-10-09,716.34,704.1,681.88,715.68
2021-10-10,783.54,751.88,715.68,783.54
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,1047.51,1025.43,1023.92,1047.21
2021-11-15,1063.86,1032.62,1047.21,1044.28
2021-11-16,1073.23,1043.52,1044.28,1070.78
2021-11-17,1089.92,1062.7,1069.4,1080.61
2021-11-17,1099.15,1072.89,1070.78,1074.25
2021-11-18,1108.75,1079.02,1074.25,1100.07
2021-11-19,1138.98,1074.43,1100.07,1078.93
2021-11-20,1110.39,1090.24,1078.93,1097.62
2021-11-21,1104.61,1080.04,1097.62,1102.33
2021-11-22,1093.58,1074.97,1102.33,1087.4
2021-11-23,1156.81,1103.51,1087.4,1111.55
2021-11-24,1140.88,1111.6,1111.55,1130.19
2021-11-25,1102.12,1064.25,1130.19,1065.91
2021-11-26,1047.92,996.2,1065.91,1019.5
2021-11-27,950.86,933.85,1019.5,948.57
2021-11-28,1025.84,1004.04,948.57,1013.81
2021-11-29,1084.29,1055.68,1013.81,1056.09
2021-11-30,1121.32,1058.01,1056.09,1061.01
2021-12-01,1057.66,1009.42,1061.01,1051.99
2021-12-02,1063.77,1038.25,1051.99,1050.98
2021-12-03,1095.57,1048.39,1050.98,1079.7
2021-12-04,1287.8,1189.01,1079.7,1197.53
2021-12-05,1285.72,1253.17,1197.53,1264.83
2021-12-06,1353.4,1284.74,1264.83,1301.73
2021-12-07,1306.53,1274.45,1301.73,1292.56
2021-12-08,1259.13,1217.06,1292.56,1218.31
2021-12-09,1275.8,1242.44,1218.31,1271.07
2021-12-10,1186.76,1131.38,1271.07,1183.89
2021-12-11,1239.09,1208.01,1183.89,1222.17
2021-12-12,1282.69,1254.05,1222.17,1258.91
2021-12-13,1288.66,1251.88,1257.7,1282.05
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
3 2017-11-05 0.0 0.0 0.0 0.0
4 2017-11-06 0.0 0.0 0.0 0.0
1432 2021-10-04 708.6 686.05 697.45 708.29
1433 2021-10-05 730.76 718.4 708.29 727.44
1434 2021-10-06 770.62 723.55 727.44 769.79
1435 2021-10-07 785.55 782.96 739.1 745.47 770.42 769.79 752.45 751.5
1436 2021-10-08 691.94 672.41 751.62 681.88
1437 2021-10-09 716.34 704.1 681.88 715.68
1438 2021-10-10 783.54 751.88 715.68 783.54
1473 2021-11-14 1047.51 1025.43 1023.92 1047.21
1474 2021-11-15 1063.86 1032.62 1047.21 1044.28
1475 2021-11-16 1073.23 1043.52 1044.28 1070.78
1476 2021-11-17 1089.92 1099.15 1062.7 1072.89 1069.4 1070.78 1080.61 1074.25
1477 2021-11-18 1108.75 1079.02 1074.25 1100.07
1478 2021-11-19 1138.98 1074.43 1100.07 1078.93
1479 2021-11-20 1110.39 1090.24 1078.93 1097.62
1480 2021-11-21 1104.61 1080.04 1097.62 1102.33
1481 2021-11-22 1093.58 1074.97 1102.33 1087.4
1482 2021-11-23 1156.81 1103.51 1087.4 1111.55
1483 2021-11-24 1140.88 1111.6 1111.55 1130.19
1484 2021-11-25 1102.12 1064.25 1130.19 1065.91
1485 2021-11-26 1047.92 996.2 1065.91 1019.5
1486 2021-11-27 950.86 933.85 1019.5 948.57
1487 2021-11-28 1025.84 1004.04 948.57 1013.81
1488 2021-11-29 1084.29 1055.68 1013.81 1056.09
1489 2021-11-30 1121.32 1058.01 1056.09 1061.01
1490 2021-12-01 1057.66 1009.42 1061.01 1051.99
1491 2021-12-02 1063.77 1038.25 1051.99 1050.98
1492 2021-12-03 1095.57 1048.39 1050.98 1079.7
1493 2021-12-04 1287.8 1189.01 1079.7 1197.53
1494 2021-12-05 1285.72 1253.17 1197.53 1264.83
1495 2021-12-06 1353.4 1284.74 1264.83 1301.73
1496 2021-12-07 1306.53 1274.45 1301.73 1292.56
1497 2021-12-08 1259.13 1217.06 1292.56 1218.31
1498 2021-12-09 1275.8 1242.44 1218.31 1271.07
1499 2021-12-10 1186.76 1131.38 1271.07 1183.89
1500 2021-12-11 1239.09 1208.01 1183.89 1222.17
1501 2021-12-12 1282.69 1254.05 1222.17 1258.91
1502 2021-12-13 1288.66 1251.88 1257.7 1282.05