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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/DOT_TRX.csv
+28 -28
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
@@ -1458,7 +1432,7 @@ time,high,low,open,close
2021-10-04,350.58,329.68,338.07,333.05
2021-10-05,342.46,325.35,333.05,326.1
2021-10-06,353.06,329.19,326.1,336.47
2021-10-07,368.25,321.58,336.47,356.67
2021-10-07,369.21,320.96,336.47,356.78
2021-10-08,350.5,332.82,356.67,341.49
2021-10-09,365.4,326.58,341.49,353.53
2021-10-10,383.41,350.78,353.53,351.79
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,411.06,395.25,417.83,395.81
2021-11-15,370.1,359.74,395.81,360.72
2021-11-16,387.2,360.33,360.72,373.63
2021-11-17,385.27,352.34,373.63,371.89
2021-11-17,384.89,360.0,373.63,384.67
2021-11-18,405.17,376.59,384.67,389.6
2021-11-19,406.76,379.72,389.6,396.65
2021-11-20,406.36,394.72,396.65,400.51
2021-11-21,403.41,379.73,400.51,393.19
2021-11-22,396.63,380.66,393.19,387.73
2021-11-23,405.39,387.19,387.73,398.03
2021-11-24,415.15,391.23,398.03,391.93
2021-11-25,407.59,392.0,391.93,393.71
2021-11-26,393.33,363.39,393.71,376.02
2021-11-27,384.53,375.24,376.02,377.88
2021-11-28,386.99,364.04,377.88,376.27
2021-11-29,387.6,372.93,376.27,384.61
2021-11-30,403.94,370.76,384.61,392.0
2021-12-01,398.28,379.23,392.0,380.36
2021-12-02,374.07,362.5,380.36,368.02
2021-12-03,367.77,352.17,368.02,359.14
2021-12-04,355.82,313.5,359.14,337.68
2021-12-05,350.58,322.87,337.68,335.38
2021-12-06,331.5,304.39,335.38,322.49
2021-12-07,342.25,308.43,322.49,338.71
2021-12-08,330.71,311.86,338.71,322.9
2021-12-09,318.49,303.92,322.9,304.25
2021-12-10,306.94,292.63,304.25,301.83
2021-12-11,313.44,297.2,301.83,302.42
2021-12-12,329.84,306.7,302.42,324.45
2021-12-13,331.1,302.88,324.45,307.75
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
1432 2021-10-04 350.58 329.68 338.07 333.05
1433 2021-10-05 342.46 325.35 333.05 326.1
1434 2021-10-06 353.06 329.19 326.1 336.47
1435 2021-10-07 368.25 369.21 321.58 320.96 336.47 356.67 356.78
1436 2021-10-08 350.5 332.82 356.67 341.49
1437 2021-10-09 365.4 326.58 341.49 353.53
1438 2021-10-10 383.41 350.78 353.53 351.79
1473 2021-11-14 411.06 395.25 417.83 395.81
1474 2021-11-15 370.1 359.74 395.81 360.72
1475 2021-11-16 387.2 360.33 360.72 373.63
1476 2021-11-17 385.27 384.89 352.34 360.0 373.63 371.89 384.67
1477 2021-11-18 405.17 376.59 384.67 389.6
1478 2021-11-19 406.76 379.72 389.6 396.65
1479 2021-11-20 406.36 394.72 396.65 400.51
1480 2021-11-21 403.41 379.73 400.51 393.19
1481 2021-11-22 396.63 380.66 393.19 387.73
1482 2021-11-23 405.39 387.19 387.73 398.03
1483 2021-11-24 415.15 391.23 398.03 391.93
1484 2021-11-25 407.59 392.0 391.93 393.71
1485 2021-11-26 393.33 363.39 393.71 376.02
1486 2021-11-27 384.53 375.24 376.02 377.88
1487 2021-11-28 386.99 364.04 377.88 376.27
1488 2021-11-29 387.6 372.93 376.27 384.61
1489 2021-11-30 403.94 370.76 384.61 392.0
1490 2021-12-01 398.28 379.23 392.0 380.36
1491 2021-12-02 374.07 362.5 380.36 368.02
1492 2021-12-03 367.77 352.17 368.02 359.14
1493 2021-12-04 355.82 313.5 359.14 337.68
1494 2021-12-05 350.58 322.87 337.68 335.38
1495 2021-12-06 331.5 304.39 335.38 322.49
1496 2021-12-07 342.25 308.43 322.49 338.71
1497 2021-12-08 330.71 311.86 338.71 322.9
1498 2021-12-09 318.49 303.92 322.9 304.25
1499 2021-12-10 306.94 292.63 304.25 301.83
1500 2021-12-11 313.44 297.2 301.83 302.42
1501 2021-12-12 329.84 306.7 302.42 324.45
1502 2021-12-13 331.1 302.88 324.45 307.75