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

* 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
+30 -30
View File
@@ -1,30 +1,4 @@
time,high,low,open,close
2017-10-09,101.63,88.64,87.15,96.17
2017-10-10,98.52,93.53,96.17,94.6
2017-10-11,96.7,93.74,94.6,94.99
2017-10-12,92.87,80.75,94.99,92.2
2017-10-13,112.11,92.03,92.2,95.46
2017-10-14,92.02,85.61,95.46,91.23
2017-10-15,91.41,82.64,91.24,86.81
2017-10-16,89.8,83.54,86.49,89.47
2017-10-17,95.46,91.17,89.46,94.41
2017-10-18,91.81,88.79,94.45,90.7
2017-10-19,96.7,91.84,90.68,96.15
2017-10-20,101.5,93.17,96.15,100.23
2017-10-21,109.81,102.03,100.23,104.03
2017-10-22,106.4,101.35,104.07,105.97
2017-10-23,110.11,105.62,106.03,108.48
2017-10-24,111.1,95.05,108.48,98.96
2017-10-25,102.2,97.15,98.96,102.1
2017-10-26,107.99,102.58,102.05,106.67
2017-10-27,108.05,103.43,106.74,104.29
2017-10-28,106.74,104.06,104.29,105.38
2017-10-29,108.96,98.96,105.38,108.21
2017-10-30,110.57,107.58,108.21,109.02
2017-10-31,117.22,109.4,109.02,117.12
2017-11-01,128.0,114.92,117.12,127.65
2017-11-02,138.19,121.12,127.65,128.9
2017-11-03,137.48,124.8,128.9,127.11
2017-11-04,135.12,125.01,127.08,132.36
2017-11-05,138.85,132.19,132.36,135.03
2017-11-06,137.02,125.81,135.03,128.14
@@ -1458,7 +1432,7 @@ time,high,low,open,close
2021-10-04,293.42,284.08,282.67,293.29
2021-10-05,297.72,292.68,293.29,296.37
2021-10-06,310.78,291.8,296.37,310.45
2021-10-07,312.7,291.72,309.98,301.2
2021-10-07,313.34,298.34,310.45,300.75
2021-10-08,311.47,302.68,300.8,306.94
2021-10-09,306.21,300.98,306.94,305.93
2021-10-10,312.83,300.2,305.93,312.83
@@ -1490,8 +1464,8 @@ time,high,low,open,close
2021-11-05,308.65,304.43,302.84,306.29
2021-11-06,317.14,309.87,306.29,310.92
2021-11-07,313.17,305.46,310.92,313.17
2021-11-08,318.57,286.7,313.28,295.07
2021-11-09,296.12,243.78,295.07,255.36
2021-11-08,296.35,288.34,313.17,295.27
2021-11-09,296.47,243.72,295.07,255.3
2021-11-10,260.76,226.65,255.36,249.13
2021-11-11,252.99,245.02,248.94,246.84
2021-11-12,258.68,251.77,246.84,254.95
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,235.65,230.68,249.93,235.58
2021-11-15,246.36,239.12,235.58,241.82
2021-11-16,261.63,254.39,241.82,261.04
2021-11-17,267.67,257.27,260.89,260.69
2021-11-17,269.09,262.66,261.04,262.99
2021-11-18,280.49,272.97,262.99,278.3
2021-11-19,281.1,265.17,278.3,266.28
2021-11-20,266.31,261.48,266.28,263.25
2021-11-21,265.57,259.66,263.25,265.02
2021-11-22,270.83,266.22,265.02,269.3
2021-11-23,276.68,263.93,269.3,265.85
2021-11-24,272.17,265.19,265.85,269.63
2021-11-25,273.07,263.69,269.63,264.1
2021-11-26,283.09,269.12,264.1,275.42
2021-11-27,281.34,276.31,275.42,280.67
2021-11-28,290.67,284.49,280.67,287.26
2021-11-29,288.72,281.1,287.26,281.21
2021-11-30,289.31,272.97,281.21,273.75
2021-12-01,275.63,263.06,273.75,274.15
2021-12-02,280.92,274.18,274.15,277.54
2021-12-03,290.1,277.61,277.54,285.9
2021-12-04,324.45,299.56,285.9,301.71
2021-12-05,321.53,313.39,301.71,316.31
2021-12-06,325.0,308.52,316.31,312.6
2021-12-07,315.91,308.15,312.6,312.53
2021-12-08,315.98,305.43,312.53,305.74
2021-12-09,315.66,307.4,305.74,314.49
2021-12-10,318.95,304.06,314.49,318.18
2021-12-11,316.79,308.84,318.18,312.46
2021-12-12,320.12,312.98,312.46,314.19
2021-12-13,320.2,313.09,314.96,320.1
1 time high low open close
2017-10-09 101.63 88.64 87.15 96.17
2017-10-10 98.52 93.53 96.17 94.6
2017-10-11 96.7 93.74 94.6 94.99
2017-10-12 92.87 80.75 94.99 92.2
2017-10-13 112.11 92.03 92.2 95.46
2017-10-14 92.02 85.61 95.46 91.23
2017-10-15 91.41 82.64 91.24 86.81
2017-10-16 89.8 83.54 86.49 89.47
2017-10-17 95.46 91.17 89.46 94.41
2017-10-18 91.81 88.79 94.45 90.7
2017-10-19 96.7 91.84 90.68 96.15
2017-10-20 101.5 93.17 96.15 100.23
2017-10-21 109.81 102.03 100.23 104.03
2017-10-22 106.4 101.35 104.07 105.97
2017-10-23 110.11 105.62 106.03 108.48
2017-10-24 111.1 95.05 108.48 98.96
2017-10-25 102.2 97.15 98.96 102.1
2017-10-26 107.99 102.58 102.05 106.67
2017-10-27 108.05 103.43 106.74 104.29
2017-10-28 106.74 104.06 104.29 105.38
2017-10-29 108.96 98.96 105.38 108.21
2017-10-30 110.57 107.58 108.21 109.02
2017-10-31 117.22 109.4 109.02 117.12
2017-11-01 128.0 114.92 117.12 127.65
2017-11-02 138.19 121.12 127.65 128.9
2017-11-03 137.48 124.8 128.9 127.11
2 2017-11-04 135.12 125.01 127.08 132.36
3 2017-11-05 138.85 132.19 132.36 135.03
4 2017-11-06 137.02 125.81 135.03 128.14
1432 2021-10-04 293.42 284.08 282.67 293.29
1433 2021-10-05 297.72 292.68 293.29 296.37
1434 2021-10-06 310.78 291.8 296.37 310.45
1435 2021-10-07 312.7 313.34 291.72 298.34 309.98 310.45 301.2 300.75
1436 2021-10-08 311.47 302.68 300.8 306.94
1437 2021-10-09 306.21 300.98 306.94 305.93
1438 2021-10-10 312.83 300.2 305.93 312.83
1464 2021-11-05 308.65 304.43 302.84 306.29
1465 2021-11-06 317.14 309.87 306.29 310.92
1466 2021-11-07 313.17 305.46 310.92 313.17
1467 2021-11-08 318.57 296.35 286.7 288.34 313.28 313.17 295.07 295.27
1468 2021-11-09 296.12 296.47 243.78 243.72 295.07 255.36 255.3
1469 2021-11-10 260.76 226.65 255.36 249.13
1470 2021-11-11 252.99 245.02 248.94 246.84
1471 2021-11-12 258.68 251.77 246.84 254.95
1473 2021-11-14 235.65 230.68 249.93 235.58
1474 2021-11-15 246.36 239.12 235.58 241.82
1475 2021-11-16 261.63 254.39 241.82 261.04
1476 2021-11-17 267.67 269.09 257.27 262.66 260.89 261.04 260.69 262.99
1477 2021-11-18 280.49 272.97 262.99 278.3
1478 2021-11-19 281.1 265.17 278.3 266.28
1479 2021-11-20 266.31 261.48 266.28 263.25
1480 2021-11-21 265.57 259.66 263.25 265.02
1481 2021-11-22 270.83 266.22 265.02 269.3
1482 2021-11-23 276.68 263.93 269.3 265.85
1483 2021-11-24 272.17 265.19 265.85 269.63
1484 2021-11-25 273.07 263.69 269.63 264.1
1485 2021-11-26 283.09 269.12 264.1 275.42
1486 2021-11-27 281.34 276.31 275.42 280.67
1487 2021-11-28 290.67 284.49 280.67 287.26
1488 2021-11-29 288.72 281.1 287.26 281.21
1489 2021-11-30 289.31 272.97 281.21 273.75
1490 2021-12-01 275.63 263.06 273.75 274.15
1491 2021-12-02 280.92 274.18 274.15 277.54
1492 2021-12-03 290.1 277.61 277.54 285.9
1493 2021-12-04 324.45 299.56 285.9 301.71
1494 2021-12-05 321.53 313.39 301.71 316.31
1495 2021-12-06 325.0 308.52 316.31 312.6
1496 2021-12-07 315.91 308.15 312.6 312.53
1497 2021-12-08 315.98 305.43 312.53 305.74
1498 2021-12-09 315.66 307.4 305.74 314.49
1499 2021-12-10 318.95 304.06 314.49 318.18
1500 2021-12-11 316.79 308.84 318.18 312.46
1501 2021-12-12 320.12 312.98 312.46 314.19
1502 2021-12-13 320.2 313.09 314.96 320.1