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
+28 -28
View File
@@ -1,30 +1,4 @@
time,high,low,open,close
2017-10-09,2373233.72,2070028.23,1714974.64,2245775.92
2017-10-10,2243707.47,2129985.79,2245775.92,2154402.12
2017-10-11,2050247.46,1987474.93,2154402.12,2014037.84
2017-10-12,2341467.98,2035979.01,2014037.84,2324638.02
2017-10-13,3122815.01,2563407.16,2324638.02,2659015.08
2017-10-14,2496145.95,2322258.94,2659015.08,2474649.69
2017-10-15,2587541.71,2464549.91,2474649.69,2513674.39
2017-10-16,2709392.71,2520446.49,2469574.84,2699577.76
2017-10-17,2984718.24,2850464.63,2699112.15,2951942.38
2017-10-18,2823486.89,2730663.96,2952988.42,2789372.27
2017-10-19,2925341.77,2778089.54,2788876.73,2908513.86
2017-10-20,3104668.3,2849756.29,2913079.82,3065929.13
2017-10-21,2736686.43,2542786.19,3080233.62,2592794.83
2017-10-22,2292818.09,2183954.96,2595628.13,2283488.21
2017-10-23,2493118.99,2391493.17,2284882.85,2456249.29
2017-10-24,2344242.66,2005704.22,2456249.29,2088079.36
2017-10-25,1913855.82,1819327.0,2088079.36,1912002.38
2017-10-26,2107918.69,2002381.23,1912002.38,2082268.77
2017-10-27,1951646.02,1868116.92,2083515.64,1883732.99
2017-10-28,1952466.04,1903522.62,1883732.99,1927683.72
2017-10-29,2097447.41,1905003.21,1927683.72,2082993.98
2017-10-30,2272144.78,2210759.68,2082993.98,2240360.18
2017-10-31,2288807.71,2136190.25,2240360.18,2286862.68
2017-11-01,2694279.08,2418798.52,2286862.68,2686739.12
2017-11-02,3340487.54,2927871.02,2686739.12,3115972.44
2017-11-03,3437957.25,3120802.52,3196592.69,3178717.34
2017-11-04,3603919.19,3334232.46,3186594.89,3530315.53
2017-11-05,3504383.46,3336406.16,3525257.77,3408085.14
2017-11-06,3528524.24,3239967.2,3408085.14,3300022.9
@@ -1458,7 +1432,7 @@ time,high,low,open,close
2021-10-04,526323.1,509569.72,507462.52,526093.5
2021-10-05,537850.42,528750.13,526093.5,535408.86
2021-10-06,580564.74,545102.67,535408.86,579935.93
2021-10-07,584795.32,552486.19,578034.68,564971.75
2021-10-07,587001.83,558891.39,579718.65,563416.15
2021-10-08,561083.07,545246.04,563500.63,552925.57
2021-10-09,535013.3,525869.85,552925.57,534519.82
2021-10-10,561082.5,538415.11,534519.82,561082.5
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,559996.04,548195.21,572650.02,559837.47
2021-11-15,523692.04,508314.81,559837.47,514054.88
2021-11-16,550872.22,535623.43,514054.88,549614.17
2021-11-17,549450.55,531914.89,549450.55,540540.54
2021-11-17,555296.88,542029.07,549614.17,542715.57
2021-11-18,570919.31,555614.02,542715.57,566449.48
2021-11-19,589485.45,556074.93,566449.48,558405.38
2021-11-20,574533.28,564106.88,558405.38,567924.09
2021-11-21,551199.43,538940.64,567924.09,550061.99
2021-11-22,556010.56,546552.02,550061.99,552872.28
2021-11-23,582554.56,555712.27,552872.28,559765.33
2021-11-24,589870.62,574731.8,559765.33,584345.27
2021-11-25,609078.42,588149.53,584345.27,589069.59
2021-11-26,599076.54,569504.04,589069.59,582829.31
2021-11-27,587615.88,577100.65,582829.31,586202.21
2021-11-28,609021.0,596075.08,586202.21,601876.11
2021-11-29,614246.24,598041.95,601876.11,598275.2
2021-11-30,623850.56,588630.72,598275.2,590296.99
2021-12-01,593653.75,566575.8,590296.99,590468.83
2021-12-02,586548.79,572478.01,590468.83,579500.52
2021-12-03,579806.95,554837.47,579500.52,571407.15
2021-12-04,607757.5,561134.42,571407.15,565154.96
2021-12-05,595988.47,580902.8,565154.96,586305.59
2021-12-06,600506.79,570041.32,586305.59,577581.9
2021-12-07,568457.36,554497.79,577581.9,562380.1
2021-12-08,564464.21,545603.83,562380.1,546162.47
2021-12-09,539327.2,525225.95,546162.47,537328.77
2021-12-10,538764.16,513621.42,537328.77,537461.7
2021-12-11,546538.82,532828.01,537461.7,539074.61
2021-12-12,560217.94,547707.04,539074.61,549830.96
2021-12-13,549450.55,543478.26,549450.55,549450.55
1 time high low open close
2017-10-09 2373233.72 2070028.23 1714974.64 2245775.92
2017-10-10 2243707.47 2129985.79 2245775.92 2154402.12
2017-10-11 2050247.46 1987474.93 2154402.12 2014037.84
2017-10-12 2341467.98 2035979.01 2014037.84 2324638.02
2017-10-13 3122815.01 2563407.16 2324638.02 2659015.08
2017-10-14 2496145.95 2322258.94 2659015.08 2474649.69
2017-10-15 2587541.71 2464549.91 2474649.69 2513674.39
2017-10-16 2709392.71 2520446.49 2469574.84 2699577.76
2017-10-17 2984718.24 2850464.63 2699112.15 2951942.38
2017-10-18 2823486.89 2730663.96 2952988.42 2789372.27
2017-10-19 2925341.77 2778089.54 2788876.73 2908513.86
2017-10-20 3104668.3 2849756.29 2913079.82 3065929.13
2017-10-21 2736686.43 2542786.19 3080233.62 2592794.83
2017-10-22 2292818.09 2183954.96 2595628.13 2283488.21
2017-10-23 2493118.99 2391493.17 2284882.85 2456249.29
2017-10-24 2344242.66 2005704.22 2456249.29 2088079.36
2017-10-25 1913855.82 1819327.0 2088079.36 1912002.38
2017-10-26 2107918.69 2002381.23 1912002.38 2082268.77
2017-10-27 1951646.02 1868116.92 2083515.64 1883732.99
2017-10-28 1952466.04 1903522.62 1883732.99 1927683.72
2017-10-29 2097447.41 1905003.21 1927683.72 2082993.98
2017-10-30 2272144.78 2210759.68 2082993.98 2240360.18
2017-10-31 2288807.71 2136190.25 2240360.18 2286862.68
2017-11-01 2694279.08 2418798.52 2286862.68 2686739.12
2017-11-02 3340487.54 2927871.02 2686739.12 3115972.44
2017-11-03 3437957.25 3120802.52 3196592.69 3178717.34
2 2017-11-04 3603919.19 3334232.46 3186594.89 3530315.53
3 2017-11-05 3504383.46 3336406.16 3525257.77 3408085.14
4 2017-11-06 3528524.24 3239967.2 3408085.14 3300022.9
1432 2021-10-04 526323.1 509569.72 507462.52 526093.5
1433 2021-10-05 537850.42 528750.13 526093.5 535408.86
1434 2021-10-06 580564.74 545102.67 535408.86 579935.93
1435 2021-10-07 584795.32 587001.83 552486.19 558891.39 578034.68 579718.65 564971.75 563416.15
1436 2021-10-08 561083.07 545246.04 563500.63 552925.57
1437 2021-10-09 535013.3 525869.85 552925.57 534519.82
1438 2021-10-10 561082.5 538415.11 534519.82 561082.5
1473 2021-11-14 559996.04 548195.21 572650.02 559837.47
1474 2021-11-15 523692.04 508314.81 559837.47 514054.88
1475 2021-11-16 550872.22 535623.43 514054.88 549614.17
1476 2021-11-17 549450.55 555296.88 531914.89 542029.07 549450.55 549614.17 540540.54 542715.57
1477 2021-11-18 570919.31 555614.02 542715.57 566449.48
1478 2021-11-19 589485.45 556074.93 566449.48 558405.38
1479 2021-11-20 574533.28 564106.88 558405.38 567924.09
1480 2021-11-21 551199.43 538940.64 567924.09 550061.99
1481 2021-11-22 556010.56 546552.02 550061.99 552872.28
1482 2021-11-23 582554.56 555712.27 552872.28 559765.33
1483 2021-11-24 589870.62 574731.8 559765.33 584345.27
1484 2021-11-25 609078.42 588149.53 584345.27 589069.59
1485 2021-11-26 599076.54 569504.04 589069.59 582829.31
1486 2021-11-27 587615.88 577100.65 582829.31 586202.21
1487 2021-11-28 609021.0 596075.08 586202.21 601876.11
1488 2021-11-29 614246.24 598041.95 601876.11 598275.2
1489 2021-11-30 623850.56 588630.72 598275.2 590296.99
1490 2021-12-01 593653.75 566575.8 590296.99 590468.83
1491 2021-12-02 586548.79 572478.01 590468.83 579500.52
1492 2021-12-03 579806.95 554837.47 579500.52 571407.15
1493 2021-12-04 607757.5 561134.42 571407.15 565154.96
1494 2021-12-05 595988.47 580902.8 565154.96 586305.59
1495 2021-12-06 600506.79 570041.32 586305.59 577581.9
1496 2021-12-07 568457.36 554497.79 577581.9 562380.1
1497 2021-12-08 564464.21 545603.83 562380.1 546162.47
1498 2021-12-09 539327.2 525225.95 546162.47 537328.77
1499 2021-12-10 538764.16 513621.42 537328.77 537461.7
1500 2021-12-11 546538.82 532828.01 537461.7 539074.61
1501 2021-12-12 560217.94 547707.04 539074.61 549830.96
1502 2021-12-13 549450.55 543478.26 549450.55 549450.55