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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_UNI.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
2021-10-04,1.294,1.217,1.235,1.229
2021-10-05,1.286,1.222,1.229,1.224
2021-10-06,1.337,1.247,1.224,1.274
2021-10-07,1.374,1.2,1.275,1.33
2021-10-07,1.377,1.197,1.275,1.331
2021-10-08,1.383,1.313,1.331,1.348
2021-10-09,1.495,1.336,1.348,1.446
2021-10-10,1.552,1.42,1.446,1.424
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,1.962,1.886,1.91,1.889
2021-11-15,1.913,1.859,1.889,1.864
2021-11-16,1.951,1.816,1.864,1.883
2021-11-17,1.967,1.812,1.883,1.91
2021-11-17,1.954,1.828,1.883,1.953
2021-11-18,2.02,1.878,1.953,1.942
2021-11-19,1.994,1.861,1.942,1.944
2021-11-20,1.939,1.884,1.944,1.911
2021-11-21,1.989,1.872,1.911,1.939
2021-11-22,1.928,1.851,1.939,1.885
2021-11-23,1.87,1.786,1.885,1.836
2021-11-24,1.95,1.838,1.836,1.841
2021-11-25,1.91,1.837,1.841,1.845
2021-11-26,1.877,1.734,1.845,1.795
2021-11-27,1.837,1.792,1.795,1.805
2021-11-28,1.826,1.718,1.805,1.775
2021-11-29,1.845,1.775,1.775,1.831
2021-11-30,1.841,1.689,1.831,1.786
2021-12-01,1.837,1.749,1.786,1.754
2021-12-02,1.62,1.57,1.754,1.594
2021-12-03,1.73,1.657,1.594,1.69
2021-12-04,1.801,1.587,1.69,1.71
2021-12-05,1.791,1.65,1.71,1.713
2021-12-06,1.671,1.534,1.713,1.625
2021-12-07,1.794,1.617,1.625,1.775
2021-12-08,1.63,1.537,1.775,1.591
2021-12-09,1.741,1.662,1.591,1.663
2021-12-10,1.776,1.694,1.663,1.747
2021-12-11,1.811,1.717,1.747,1.747
2021-12-12,1.876,1.744,1.747,1.845
2021-12-13,1.969,1.738,1.845,1.824
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 1.294 1.217 1.235 1.229
1433 2021-10-05 1.286 1.222 1.229 1.224
1434 2021-10-06 1.337 1.247 1.224 1.274
1435 2021-10-07 1.374 1.377 1.2 1.197 1.275 1.33 1.331
1436 2021-10-08 1.383 1.313 1.331 1.348
1437 2021-10-09 1.495 1.336 1.348 1.446
1438 2021-10-10 1.552 1.42 1.446 1.424
1473 2021-11-14 1.962 1.886 1.91 1.889
1474 2021-11-15 1.913 1.859 1.889 1.864
1475 2021-11-16 1.951 1.816 1.864 1.883
1476 2021-11-17 1.967 1.954 1.812 1.828 1.883 1.91 1.953
1477 2021-11-18 2.02 1.878 1.953 1.942
1478 2021-11-19 1.994 1.861 1.942 1.944
1479 2021-11-20 1.939 1.884 1.944 1.911
1480 2021-11-21 1.989 1.872 1.911 1.939
1481 2021-11-22 1.928 1.851 1.939 1.885
1482 2021-11-23 1.87 1.786 1.885 1.836
1483 2021-11-24 1.95 1.838 1.836 1.841
1484 2021-11-25 1.91 1.837 1.841 1.845
1485 2021-11-26 1.877 1.734 1.845 1.795
1486 2021-11-27 1.837 1.792 1.795 1.805
1487 2021-11-28 1.826 1.718 1.805 1.775
1488 2021-11-29 1.845 1.775 1.775 1.831
1489 2021-11-30 1.841 1.689 1.831 1.786
1490 2021-12-01 1.837 1.749 1.786 1.754
1491 2021-12-02 1.62 1.57 1.754 1.594
1492 2021-12-03 1.73 1.657 1.594 1.69
1493 2021-12-04 1.801 1.587 1.69 1.71
1494 2021-12-05 1.791 1.65 1.71 1.713
1495 2021-12-06 1.671 1.534 1.713 1.625
1496 2021-12-07 1.794 1.617 1.625 1.775
1497 2021-12-08 1.63 1.537 1.775 1.591
1498 2021-12-09 1.741 1.662 1.591 1.663
1499 2021-12-10 1.776 1.694 1.663 1.747
1500 2021-12-11 1.811 1.717 1.747 1.747
1501 2021-12-12 1.876 1.744 1.747 1.845
1502 2021-12-13 1.969 1.738 1.845 1.824