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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_XRP.csv
+28 -28
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@@ -1,30 +1,4 @@
time,high,low,open,close
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2017-10-11,18595.82,18026.47,18536.54,18267.39
2017-10-12,22339.6,19424.98,18267.39,22179.03
2017-10-13,25609.53,21021.94,22179.03,21806.0
2017-10-14,22865.46,21272.6,21806.0,22668.55
2017-10-15,6.37e-06,6.37e-06,6.37e-06,6.37e-06
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2017-10-17,25793.14,21556.37,22316.45,24515.81
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2017-10-20,29429.43,27013.1,26889.32,29062.22
2017-10-21,30403.26,28249.12,29075.02,28804.7
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2017-10-23,31274.63,29999.8,29702.81,30812.12
2017-10-24,30232.95,25866.93,30635.38,26929.29
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2017-10-26,29484.39,28008.19,28483.21,29125.62
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1 time high low open close
2017-10-09 20123.58 17552.58 16389.67 19042.82
2017-10-10 19304.92 18326.46 19042.82 18536.54
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2017-10-12 22339.6 19424.98 18267.39 22179.03
2017-10-13 25609.53 21021.94 22179.03 21806.0
2017-10-14 22865.46 21272.6 21806.0 22668.55
2017-10-15 6.37e-06 6.37e-06 6.37e-06 6.37e-06
2017-10-16 22935.78 18835.94 21477.66 22336.39
2017-10-17 25793.14 21556.37 22316.45 24515.81
2017-10-18 26616.98 23364.49 24497.8 25673.94
2017-10-19 27770.06 24348.67 25673.94 26624.07
2017-10-20 29429.43 27013.1 26889.32 29062.22
2017-10-21 30403.26 28249.12 29075.02 28804.7
2017-10-22 29805.97 28390.78 28865.21 29684.68
2017-10-23 31274.63 29999.8 29702.81 30812.12
2017-10-24 30232.95 25866.93 30635.38 26929.29
2017-10-25 28510.82 27102.62 26929.29 28483.21
2017-10-26 29484.39 28008.19 28483.21 29125.62
2017-10-27 29891.64 28612.3 29143.06 28851.48
2017-10-28 29090.28 28361.06 28851.48 28721.04
2017-10-29 30735.19 27915.18 28721.04 30523.39
2017-10-30 30708.38 29878.75 30523.39 30278.81
2017-10-31 32602.0 30428.1 30278.81 32574.29
2017-11-01 35380.25 31762.74 32574.29 35281.23
2017-11-02 37415.35 32793.81 35281.23 34900.65
2017-11-03 37583.59 34116.47 34900.65 34749.59
2 2017-11-04 37208.29 34423.94 34506.62 36448.38
3 2017-11-05 37775.19 35964.5 36448.38 36737.15
4 2017-11-06 36774.86 33767.47 36737.15 34393.38
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1502 2021-12-13 59772.86 58548.01 59594.76 59241.71