gavindiaz/drift
1
0
Fork 0
mirror of https://github.com/webclinic017/drift.git synced 2026-08-13 02:48:07 +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/ETH_DOT.csv
+29 -29
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
2021-10-04,112.2,108.63,106.47,108.68
2021-10-05,113.4,111.48,108.68,111.99
2021-10-06,118.12,110.91,111.99,111.03
2021-10-07,106.51,101.41,111.03,105.65
2021-10-07,106.48,101.38,111.03,105.62
2021-10-08,108.33,105.27,105.64,106.83
2021-10-09,100.02,98.31,106.83,98.4
2021-10-10,103.38,99.21,98.4,99.21
@@ -1498,5 +1472,31 @@ time,high,low,open,close
2021-11-13,99.9,98.55,101.66,98.65
2021-11-14,101.81,99.66,98.65,99.69
2021-11-15,103.13,100.1,99.69,101.98
2021-11-16,107.84,101.02,102.02,103.05
2021-11-17,106.36,99.04,103.03,101.85
2021-11-16,105.72,102.79,101.98,103.03
2021-11-17,100.52,98.12,103.03,100.4
2021-11-18,104.45,101.65,100.4,102.45
2021-11-19,104.62,98.69,102.45,104.18
2021-11-20,105.53,103.62,104.18,104.82
2021-11-21,103.68,101.37,104.82,101.58
2021-11-22,104.7,102.92,101.58,103.51
2021-11-23,107.21,102.27,103.51,106.44
2021-11-24,113.37,110.46,106.44,111.5
2021-11-25,114.79,110.85,111.5,114.61
2021-11-26,119.72,113.81,114.61,116.98
2021-11-27,118.31,116.19,116.98,116.47
2021-11-28,121.26,118.68,116.47,120.09
2021-11-29,119.8,116.64,120.09,119.76
2021-11-30,122.27,115.37,119.76,121.92
2021-12-01,129.95,124.02,121.92,124.69
2021-12-02,127.76,124.69,124.69,126.21
2021-12-03,128.94,123.39,126.21,125.2
2021-12-04,141.11,130.28,125.2,140.1
2021-12-05,149.49,145.7,140.1,148.11
2021-12-06,156.52,148.58,148.11,154.47
2021-12-07,143.19,139.67,154.47,141.18
2021-12-08,148.91,143.93,141.18,148.76
2021-12-09,156.12,152.04,148.76,152.61
2021-12-10,154.2,147.01,152.61,147.36
2021-12-11,148.82,145.08,147.36,147.09
2021-12-12,140.29,137.15,147.09,139.75
2021-12-13,148.12,133.09,139.75,143.24
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 2021-10-04 112.2 108.63 106.47 108.68
1433 2021-10-05 113.4 111.48 108.68 111.99
1434 2021-10-06 118.12 110.91 111.99 111.03
1435 2021-10-07 106.51 106.48 101.41 101.38 111.03 105.65 105.62
1436 2021-10-08 108.33 105.27 105.64 106.83
1437 2021-10-09 100.02 98.31 106.83 98.4
1438 2021-10-10 103.38 99.21 98.4 99.21
1472 2021-11-13 99.9 98.55 101.66 98.65
1473 2021-11-14 101.81 99.66 98.65 99.69
1474 2021-11-15 103.13 100.1 99.69 101.98
1475 2021-11-16 107.84 105.72 101.02 102.79 102.02 101.98 103.05 103.03
1476 2021-11-17 106.36 100.52 99.04 98.12 103.03 101.85 100.4
1477 2021-11-18 104.45 101.65 100.4 102.45
1478 2021-11-19 104.62 98.69 102.45 104.18
1479 2021-11-20 105.53 103.62 104.18 104.82
1480 2021-11-21 103.68 101.37 104.82 101.58
1481 2021-11-22 104.7 102.92 101.58 103.51
1482 2021-11-23 107.21 102.27 103.51 106.44
1483 2021-11-24 113.37 110.46 106.44 111.5
1484 2021-11-25 114.79 110.85 111.5 114.61
1485 2021-11-26 119.72 113.81 114.61 116.98
1486 2021-11-27 118.31 116.19 116.98 116.47
1487 2021-11-28 121.26 118.68 116.47 120.09
1488 2021-11-29 119.8 116.64 120.09 119.76
1489 2021-11-30 122.27 115.37 119.76 121.92
1490 2021-12-01 129.95 124.02 121.92 124.69
1491 2021-12-02 127.76 124.69 124.69 126.21
1492 2021-12-03 128.94 123.39 126.21 125.2
1493 2021-12-04 141.11 130.28 125.2 140.1
1494 2021-12-05 149.49 145.7 140.1 148.11
1495 2021-12-06 156.52 148.58 148.11 154.47
1496 2021-12-07 143.19 139.67 154.47 141.18
1497 2021-12-08 148.91 143.93 141.18 148.76
1498 2021-12-09 156.12 152.04 148.76 152.61
1499 2021-12-10 154.2 147.01 152.61 147.36
1500 2021-12-11 148.82 145.08 147.36 147.09
1501 2021-12-12 140.29 137.15 147.09 139.75
1502 2021-12-13 148.12 133.09 139.75 143.24