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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_BNB.csv
+27 -27
View File
@@ -1,30 +1,4 @@
time,high,low,open,close
2017-10-09,223.78,195.19,257.88,206.27
2017-10-10,214.92,204.03,206.27,212.48
2017-10-11,213.01,206.49,212.48,210.2
2017-10-12,255.28,221.98,210.2,223.58
2017-10-13,240.57,197.48,223.58,231.92
2017-10-14,233.82,217.54,231.92,219.43
2017-10-15,220.12,209.66,219.43,215.82
2017-10-16,246.88,229.66,215.82,230.5
2017-10-17,235.1,224.53,230.54,227.02
2017-10-18,241.96,234.01,226.94,236.87
2017-10-19,249.65,237.08,236.81,238.45
2017-10-20,262.54,240.99,238.45,244.03
2017-10-21,243.11,225.89,243.91,238.42
2017-10-22,248.02,236.25,237.33,237.21
2017-10-23,246.55,236.5,244.5,240.05
2017-10-24,247.55,211.8,240.05,237.78
2017-10-25,248.56,236.28,237.78,236.51
2017-10-26,252.45,239.81,232.57,242.76
2017-10-27,250.82,240.09,242.38,248.74
2017-10-28,248.49,242.26,248.5,245.38
2017-10-29,268.41,243.78,247.39,245.47
2017-10-30,232.4,226.12,245.47,229.33
2017-10-31,241.1,225.02,229.54,225.22
2017-11-01,254.71,228.66,224.79,229.3
2017-11-02,232.43,203.72,228.82,218.4
2017-11-03,212.76,193.13,219.59,208.88
2017-11-04,193.92,179.41,208.93,183.15
2017-11-05,198.11,188.61,183.15,193.94
2017-11-06,192.16,176.45,193.38,188.67
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,7.261,7.108,7.149,7.11
2021-11-15,7.284,7.07,7.11,7.203
2021-11-16,7.333,7.13,7.203,7.146
2021-11-17,7.48,7.07,7.146,7.336
2021-11-17,7.429,7.252,7.146,7.42
2021-11-18,7.664,7.459,7.42,7.517
2021-11-19,7.421,7.0,7.517,7.39
2021-11-20,7.351,7.217,7.39,7.301
2021-11-21,7.446,7.28,7.301,7.295
2021-11-22,7.391,7.265,7.295,7.306
2021-11-23,7.396,7.056,7.306,7.343
2021-11-24,7.355,7.167,7.343,7.234
2021-11-25,7.088,6.844,7.234,7.077
2021-11-26,7.043,6.695,7.077,6.882
2021-11-27,6.934,6.81,6.882,6.827
2021-11-28,7.092,6.941,6.827,7.023
2021-11-29,7.132,6.943,7.023,7.129
2021-11-30,7.455,7.034,7.129,7.434
2021-12-01,7.614,7.267,7.434,7.306
2021-12-02,7.365,7.189,7.306,7.276
2021-12-03,7.301,6.986,7.276,7.089
2021-12-04,7.29,6.73,7.089,7.238
2021-12-05,7.587,7.395,7.238,7.517
2021-12-06,7.495,7.115,7.517,7.397
2021-12-07,7.546,7.361,7.397,7.441
2021-12-08,7.314,7.07,7.441,7.307
2021-12-09,7.362,7.17,7.307,7.197
2021-12-10,7.387,7.042,7.197,7.059
2021-12-11,7.324,7.14,7.059,7.239
2021-12-12,7.273,7.111,7.239,7.245
2021-12-13,7.424,7.01,7.245,7.212
1 time high low open close
2017-10-09 223.78 195.19 257.88 206.27
2017-10-10 214.92 204.03 206.27 212.48
2017-10-11 213.01 206.49 212.48 210.2
2017-10-12 255.28 221.98 210.2 223.58
2017-10-13 240.57 197.48 223.58 231.92
2017-10-14 233.82 217.54 231.92 219.43
2017-10-15 220.12 209.66 219.43 215.82
2017-10-16 246.88 229.66 215.82 230.5
2017-10-17 235.1 224.53 230.54 227.02
2017-10-18 241.96 234.01 226.94 236.87
2017-10-19 249.65 237.08 236.81 238.45
2017-10-20 262.54 240.99 238.45 244.03
2017-10-21 243.11 225.89 243.91 238.42
2017-10-22 248.02 236.25 237.33 237.21
2017-10-23 246.55 236.5 244.5 240.05
2017-10-24 247.55 211.8 240.05 237.78
2017-10-25 248.56 236.28 237.78 236.51
2017-10-26 252.45 239.81 232.57 242.76
2017-10-27 250.82 240.09 242.38 248.74
2017-10-28 248.49 242.26 248.5 245.38
2017-10-29 268.41 243.78 247.39 245.47
2017-10-30 232.4 226.12 245.47 229.33
2017-10-31 241.1 225.02 229.54 225.22
2017-11-01 254.71 228.66 224.79 229.3
2017-11-02 232.43 203.72 228.82 218.4
2017-11-03 212.76 193.13 219.59 208.88
2 2017-11-04 193.92 179.41 208.93 183.15
3 2017-11-05 198.11 188.61 183.15 193.94
4 2017-11-06 192.16 176.45 193.38 188.67
1473 2021-11-14 7.261 7.108 7.149 7.11
1474 2021-11-15 7.284 7.07 7.11 7.203
1475 2021-11-16 7.333 7.13 7.203 7.146
1476 2021-11-17 7.48 7.429 7.07 7.252 7.146 7.336 7.42
1477 2021-11-18 7.664 7.459 7.42 7.517
1478 2021-11-19 7.421 7.0 7.517 7.39
1479 2021-11-20 7.351 7.217 7.39 7.301
1480 2021-11-21 7.446 7.28 7.301 7.295
1481 2021-11-22 7.391 7.265 7.295 7.306
1482 2021-11-23 7.396 7.056 7.306 7.343
1483 2021-11-24 7.355 7.167 7.343 7.234
1484 2021-11-25 7.088 6.844 7.234 7.077
1485 2021-11-26 7.043 6.695 7.077 6.882
1486 2021-11-27 6.934 6.81 6.882 6.827
1487 2021-11-28 7.092 6.941 6.827 7.023
1488 2021-11-29 7.132 6.943 7.023 7.129
1489 2021-11-30 7.455 7.034 7.129 7.434
1490 2021-12-01 7.614 7.267 7.434 7.306
1491 2021-12-02 7.365 7.189 7.306 7.276
1492 2021-12-03 7.301 6.986 7.276 7.089
1493 2021-12-04 7.29 6.73 7.089 7.238
1494 2021-12-05 7.587 7.395 7.238 7.517
1495 2021-12-06 7.495 7.115 7.517 7.397
1496 2021-12-07 7.546 7.361 7.397 7.441
1497 2021-12-08 7.314 7.07 7.441 7.307
1498 2021-12-09 7.362 7.17 7.307 7.197
1499 2021-12-10 7.387 7.042 7.197 7.059
1500 2021-12-11 7.324 7.14 7.059 7.239
1501 2021-12-12 7.273 7.111 7.239 7.245
1502 2021-12-13 7.424 7.01 7.245 7.212