gavindiaz/drift
1
0
Fork 0
mirror of https://github.com/webclinic017/drift.git synced 2026-08-16 20:38:07 +00:00
Code Issues Packages Projects Releases Wiki Activity

feat(WalkForward): added regression/classification switch, archived old experiments, wrapped the process into run_whole_pipeline() (#10)

Browse Source 
* 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_USD.csv
+27 -27
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
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,47.82,45.05,47.1,46.39
2021-11-15,47.47,44.61,46.39,44.75
2021-11-16,44.76,38.71,44.75,40.87
2021-11-17,42.58,38.68,40.87,41.55
2021-11-17,42.78,38.68,40.87,42.78
2021-11-18,43.28,37.63,42.78,39.05
2021-11-19,42.31,38.42,39.05,41.26
2021-11-20,42.13,39.91,41.26,42.13
2021-11-21,43.63,40.67,42.13,42.0
2021-11-22,42.17,38.84,42.0,39.51
2021-11-23,41.49,38.58,39.51,40.78
2021-11-24,40.86,38.08,40.78,38.31
2021-11-25,40.95,38.07,38.31,39.46
2021-11-26,39.62,33.77,39.46,34.56
2021-11-27,35.96,34.47,34.56,35.2
2021-11-28,35.87,32.25,35.2,35.79
2021-11-29,37.56,35.45,35.79,37.14
2021-11-30,39.37,35.46,37.14,37.94
2021-12-01,38.79,36.25,37.94,36.82
2021-12-02,36.83,35.12,36.82,35.78
2021-12-03,36.87,32.68,35.78,33.69
2021-12-04,33.86,25.84,33.69,29.42
2021-12-05,29.74,26.45,29.42,28.34
2021-12-06,28.95,24.88,28.34,28.2
2021-12-07,31.49,27.76,28.2,30.53
2021-12-08,30.62,28.09,30.53,29.83
2021-12-09,30.16,26.81,29.83,26.95
2021-12-10,28.43,25.7,26.95,26.42
2021-12-11,28.18,25.83,26.42,27.8
2021-12-12,30.01,27.34,27.8,29.59
2021-12-13,29.86,26.31,29.59,26.31
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
1473 2021-11-14 47.82 45.05 47.1 46.39
1474 2021-11-15 47.47 44.61 46.39 44.75
1475 2021-11-16 44.76 38.71 44.75 40.87
1476 2021-11-17 42.58 42.78 38.68 40.87 41.55 42.78
1477 2021-11-18 43.28 37.63 42.78 39.05
1478 2021-11-19 42.31 38.42 39.05 41.26
1479 2021-11-20 42.13 39.91 41.26 42.13
1480 2021-11-21 43.63 40.67 42.13 42.0
1481 2021-11-22 42.17 38.84 42.0 39.51
1482 2021-11-23 41.49 38.58 39.51 40.78
1483 2021-11-24 40.86 38.08 40.78 38.31
1484 2021-11-25 40.95 38.07 38.31 39.46
1485 2021-11-26 39.62 33.77 39.46 34.56
1486 2021-11-27 35.96 34.47 34.56 35.2
1487 2021-11-28 35.87 32.25 35.2 35.79
1488 2021-11-29 37.56 35.45 35.79 37.14
1489 2021-11-30 39.37 35.46 37.14 37.94
1490 2021-12-01 38.79 36.25 37.94 36.82
1491 2021-12-02 36.83 35.12 36.82 35.78
1492 2021-12-03 36.87 32.68 35.78 33.69
1493 2021-12-04 33.86 25.84 33.69 29.42
1494 2021-12-05 29.74 26.45 29.42 28.34
1495 2021-12-06 28.95 24.88 28.34 28.2
1496 2021-12-07 31.49 27.76 28.2 30.53
1497 2021-12-08 30.62 28.09 30.53 29.83
1498 2021-12-09 30.16 26.81 29.83 26.95
1499 2021-12-10 28.43 25.7 26.95 26.42
1500 2021-12-11 28.18 25.83 26.42 27.8
1501 2021-12-12 30.01 27.34 27.8 29.59
1502 2021-12-13 29.86 26.31 29.59 26.31