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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_SOL.csv
+27 -27
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
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,274.62,268.84,266.72,274.55
2021-11-15,272.29,264.29,274.55,267.28
2021-11-16,275.01,267.4,267.28,274.38
2021-11-17,282.73,271.74,273.9,279.02
2021-11-17,282.39,275.64,274.38,275.99
2021-11-18,293.82,285.94,275.99,291.52
2021-11-19,284.92,268.77,291.52,269.89
2021-11-20,277.26,272.23,269.89,274.07
2021-11-21,255.62,249.93,274.07,255.09
2021-11-22,262.21,257.75,255.09,260.73
2021-11-23,269.91,257.48,260.73,259.36
2021-11-24,280.37,273.17,259.36,277.74
2021-11-25,290.37,280.39,277.74,280.83
2021-11-26,287.62,273.42,280.83,279.82
2021-11-27,284.39,279.3,279.82,283.71
2021-11-28,288.8,282.66,283.71,285.41
2021-11-29,290.42,282.76,285.41,282.87
2021-11-30,288.73,272.43,282.87,273.2
2021-12-01,250.48,239.05,273.2,249.13
2021-12-02,255.04,233.86,249.0,241.66
2021-12-03,257.33,246.25,242.02,253.6
2021-12-04,263.1,242.92,253.6,244.66
2021-12-05,255.77,249.3,244.66,251.61
2021-12-06,270.62,256.89,251.61,260.29
2021-12-07,268.61,262.01,260.29,265.73
2021-12-08,268.38,259.41,265.73,259.68
2021-12-09,263.61,256.72,259.68,262.63
2021-12-10,280.68,267.58,262.63,280.0
2021-12-11,291.4,284.09,280.0,287.42
2021-12-12,295.03,288.45,287.42,289.56
2021-12-13,301.57,287.52,289.18,301.2
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
1473 2021-11-14 274.62 268.84 266.72 274.55
1474 2021-11-15 272.29 264.29 274.55 267.28
1475 2021-11-16 275.01 267.4 267.28 274.38
1476 2021-11-17 282.73 282.39 271.74 275.64 273.9 274.38 279.02 275.99
1477 2021-11-18 293.82 285.94 275.99 291.52
1478 2021-11-19 284.92 268.77 291.52 269.89
1479 2021-11-20 277.26 272.23 269.89 274.07
1480 2021-11-21 255.62 249.93 274.07 255.09
1481 2021-11-22 262.21 257.75 255.09 260.73
1482 2021-11-23 269.91 257.48 260.73 259.36
1483 2021-11-24 280.37 273.17 259.36 277.74
1484 2021-11-25 290.37 280.39 277.74 280.83
1485 2021-11-26 287.62 273.42 280.83 279.82
1486 2021-11-27 284.39 279.3 279.82 283.71
1487 2021-11-28 288.8 282.66 283.71 285.41
1488 2021-11-29 290.42 282.76 285.41 282.87
1489 2021-11-30 288.73 272.43 282.87 273.2
1490 2021-12-01 250.48 239.05 273.2 249.13
1491 2021-12-02 255.04 233.86 249.0 241.66
1492 2021-12-03 257.33 246.25 242.02 253.6
1493 2021-12-04 263.1 242.92 253.6 244.66
1494 2021-12-05 255.77 249.3 244.66 251.61
1495 2021-12-06 270.62 256.89 251.61 260.29
1496 2021-12-07 268.61 262.01 260.29 265.73
1497 2021-12-08 268.38 259.41 265.73 259.68
1498 2021-12-09 263.61 256.72 259.68 262.63
1499 2021-12-10 280.68 267.58 262.63 280.0
1500 2021-12-11 291.4 284.09 280.0 287.42
1501 2021-12-12 295.03 288.45 287.42 289.56
1502 2021-12-13 301.57 287.52 289.18 301.2