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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/ETH_ADA.csv
+27 -27
View File
@@ -1,30 +1,4 @@
time,high,low,open,close
2017-10-09,14603.9,12738.1,15078.65,13461.04
2017-10-10,14086.47,13372.51,13461.04,13926.83
2017-10-11,13638.12,13220.56,13926.83,13458.24
2017-10-12,13101.03,11391.75,13458.24,11474.23
2017-10-13,10423.53,8556.3,11474.23,10048.74
2017-10-14,11188.07,10408.68,10048.74,10499.1
2017-10-15,11435.61,10892.05,10499.1,11212.12
2017-10-16,12368.53,11505.98,11233.4,11547.81
2017-10-17,12030.86,11489.71,11549.8,11617.28
2017-10-18,12027.2,11631.8,11613.17,11774.06
2017-10-19,11902.95,11303.8,11776.15,11369.2
2017-10-20,10671.91,9795.68,11369.2,9919.45
2017-10-21,10742.07,9980.97,9919.45,10534.88
2017-10-22,11099.35,10572.35,10537.0,10615.55
2017-10-23,11283.75,10823.8,10609.07,10986.27
2017-10-24,11432.65,9781.63,10986.27,10981.63
2017-10-25,11351.46,10790.79,10981.63,10801.26
2017-10-26,11308.03,10741.87,10801.26,10874.19
2017-10-27,11300.65,10816.99,10867.68,11206.97
2017-10-28,11473.45,11185.84,11206.97,11329.65
2017-10-29,11702.82,10629.07,11329.65,10702.82
2017-10-30,10881.97,10587.98,10702.82,10738.2
2017-10-31,10653.28,9942.92,10738.2,9951.37
2017-11-01,13926.9,12502.92,9930.38,12538.01
2017-11-02,14214.52,12458.75,12538.01,13356.44
2017-11-03,13765.08,12495.24,13356.44,13514.29
2017-11-04,14439.6,13359.06,13647.44,13637.58
2017-11-05,14603.57,13903.57,13637.58,14296.43
2017-11-06,13824.84,12694.27,14296.43,13573.25
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,2315.57,2266.77,2265.39,2267.42
2021-11-15,2288.33,2221.14,2267.42,2262.78
2021-11-16,2303.43,2239.67,2262.78,2244.79
2021-11-17,2316.67,2213.19,2244.79,2249.76
2021-11-17,2287.78,2233.12,2244.79,2284.89
2021-11-18,2280.89,2219.75,2284.89,2237.26
2021-11-19,2315.46,2184.23,2237.26,2305.8
2021-11-20,2310.97,2269.03,2305.8,2295.43
2021-11-21,2368.77,2316.09,2295.43,2320.88
2021-11-22,2326.79,2287.21,2320.88,2300.19
2021-11-23,2497.04,2381.99,2300.19,2478.96
2021-11-24,2607.41,2540.49,2478.96,2564.52
2021-11-25,2703.38,2610.49,2564.52,2699.16
2021-11-26,2699.16,2565.92,2699.16,2637.45
2021-11-27,2695.99,2647.75,2637.45,2654.13
2021-11-28,2721.52,2663.67,2654.13,2695.29
2021-11-29,2775.97,2702.74,2695.29,2774.89
2021-11-30,2985.71,2817.15,2774.89,2977.28
2021-12-01,3087.99,2947.13,2977.28,2963.03
2021-12-02,2656.7,2592.97,2963.03,2624.51
2021-12-03,2792.56,2672.29,2624.51,2711.58
2021-12-04,2920.36,2696.33,2711.58,2899.58
2021-12-05,3070.56,2992.84,2899.58,3042.26
2021-12-06,3100.85,2943.54,3042.26,3060.37
2021-12-07,3168.07,3090.28,3060.37,3123.67
2021-12-08,3182.28,3075.95,3123.67,3179.02
2021-12-09,3260.15,3174.91,3179.02,3186.72
2021-12-10,3371.11,3213.79,3186.72,3221.57
2021-12-11,3053.99,2977.38,3221.57,3018.61
2021-12-12,3079.55,3010.78,3018.61,3067.66
2021-12-13,3148.36,2965.98,3067.66,3062.93
1 time high low open close
2017-10-09 14603.9 12738.1 15078.65 13461.04
2017-10-10 14086.47 13372.51 13461.04 13926.83
2017-10-11 13638.12 13220.56 13926.83 13458.24
2017-10-12 13101.03 11391.75 13458.24 11474.23
2017-10-13 10423.53 8556.3 11474.23 10048.74
2017-10-14 11188.07 10408.68 10048.74 10499.1
2017-10-15 11435.61 10892.05 10499.1 11212.12
2017-10-16 12368.53 11505.98 11233.4 11547.81
2017-10-17 12030.86 11489.71 11549.8 11617.28
2017-10-18 12027.2 11631.8 11613.17 11774.06
2017-10-19 11902.95 11303.8 11776.15 11369.2
2017-10-20 10671.91 9795.68 11369.2 9919.45
2017-10-21 10742.07 9980.97 9919.45 10534.88
2017-10-22 11099.35 10572.35 10537.0 10615.55
2017-10-23 11283.75 10823.8 10609.07 10986.27
2017-10-24 11432.65 9781.63 10986.27 10981.63
2017-10-25 11351.46 10790.79 10981.63 10801.26
2017-10-26 11308.03 10741.87 10801.26 10874.19
2017-10-27 11300.65 10816.99 10867.68 11206.97
2017-10-28 11473.45 11185.84 11206.97 11329.65
2017-10-29 11702.82 10629.07 11329.65 10702.82
2017-10-30 10881.97 10587.98 10702.82 10738.2
2017-10-31 10653.28 9942.92 10738.2 9951.37
2017-11-01 13926.9 12502.92 9930.38 12538.01
2017-11-02 14214.52 12458.75 12538.01 13356.44
2017-11-03 13765.08 12495.24 13356.44 13514.29
2 2017-11-04 14439.6 13359.06 13647.44 13637.58
3 2017-11-05 14603.57 13903.57 13637.58 14296.43
4 2017-11-06 13824.84 12694.27 14296.43 13573.25
1473 2021-11-14 2315.57 2266.77 2265.39 2267.42
1474 2021-11-15 2288.33 2221.14 2267.42 2262.78
1475 2021-11-16 2303.43 2239.67 2262.78 2244.79
1476 2021-11-17 2316.67 2287.78 2213.19 2233.12 2244.79 2249.76 2284.89
1477 2021-11-18 2280.89 2219.75 2284.89 2237.26
1478 2021-11-19 2315.46 2184.23 2237.26 2305.8
1479 2021-11-20 2310.97 2269.03 2305.8 2295.43
1480 2021-11-21 2368.77 2316.09 2295.43 2320.88
1481 2021-11-22 2326.79 2287.21 2320.88 2300.19
1482 2021-11-23 2497.04 2381.99 2300.19 2478.96
1483 2021-11-24 2607.41 2540.49 2478.96 2564.52
1484 2021-11-25 2703.38 2610.49 2564.52 2699.16
1485 2021-11-26 2699.16 2565.92 2699.16 2637.45
1486 2021-11-27 2695.99 2647.75 2637.45 2654.13
1487 2021-11-28 2721.52 2663.67 2654.13 2695.29
1488 2021-11-29 2775.97 2702.74 2695.29 2774.89
1489 2021-11-30 2985.71 2817.15 2774.89 2977.28
1490 2021-12-01 3087.99 2947.13 2977.28 2963.03
1491 2021-12-02 2656.7 2592.97 2963.03 2624.51
1492 2021-12-03 2792.56 2672.29 2624.51 2711.58
1493 2021-12-04 2920.36 2696.33 2711.58 2899.58
1494 2021-12-05 3070.56 2992.84 2899.58 3042.26
1495 2021-12-06 3100.85 2943.54 3042.26 3060.37
1496 2021-12-07 3168.07 3090.28 3060.37 3123.67
1497 2021-12-08 3182.28 3075.95 3123.67 3179.02
1498 2021-12-09 3260.15 3174.91 3179.02 3186.72
1499 2021-12-10 3371.11 3213.79 3186.72 3221.57
1500 2021-12-11 3053.99 2977.38 3221.57 3018.61
1501 2021-12-12 3079.55 3010.78 3018.61 3067.66
1502 2021-12-13 3148.36 2965.98 3067.66 3062.93