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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
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data/BTC_USD.csv
+27 -27
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@@ -1,30 +1,4 @@
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2017-10-11,4874.89,4718.6,4763.36,4824.2
2017-10-12,5432.63,4814.98,4824.2,5432.62
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2017-10-18,5601.3,5114.87,5598.58,5575.83
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2017-10-21 6187.2 5874.54 5993.11 6006.65
2017-10-22 6070.56 5722.98 6006.65 5982.86
2017-10-23 6048.98 5644.22 5982.86 5903.61
2017-10-24 5904.63 5463.41 5903.61 5513.08
2017-10-25 5747.96 5375.64 5513.08 5734.0
2017-10-26 5970.4 5689.92 5734.0 5887.61
2017-10-27 5997.83 5692.32 5887.62 5764.56
2017-10-28 5871.04 5654.8 5764.56 5726.61
2017-10-29 6295.43 5679.37 5726.61 6147.52
2017-10-30 6226.18 6018.97 6147.7 6124.28
2017-10-31 6467.2 6090.83 6124.28 6451.24
2017-11-01 6738.74 6355.0 6449.1 6737.78
2017-11-02 7339.91 6737.77 6737.78 7024.81
2017-11-03 7445.62 6938.93 7024.81 7152.12
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3 2017-11-05 7599.44 7284.33 7363.8 7389.55
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