gavindiaz/drift
1
0
Fork 0
mirror of https://github.com/webclinic017/drift.git synced 2026-08-13 10:58:06 +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_FIL.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
2021-11-14,75.5,73.91,73.78,73.93
2021-11-15,75.74,73.51,73.93,74.89
2021-11-16,76.88,74.75,74.89,74.92
2021-11-17,76.78,73.8,74.92,75.73
2021-11-17,76.5,74.67,74.92,76.4
2021-11-18,78.78,76.67,76.4,77.27
2021-11-19,80.22,75.68,77.27,79.89
2021-11-20,81.64,80.16,79.89,81.09
2021-11-21,81.78,79.96,81.09,80.13
2021-11-22,79.85,78.49,80.13,78.94
2021-11-23,84.54,80.65,78.94,83.93
2021-11-24,85.81,83.61,83.93,84.4
2021-11-25,81.86,79.04,84.4,81.73
2021-11-26,78.34,74.47,81.73,76.54
2021-11-27,72.11,70.82,76.54,70.99
2021-11-28,76.85,75.22,70.99,76.11
2021-11-29,81.17,79.03,76.11,81.14
2021-11-30,86.33,81.46,81.14,86.09
2021-12-01,87.93,83.92,86.09,84.37
2021-12-02,85.03,82.99,84.37,84.0
2021-12-03,87.41,83.65,84.0,84.88
2021-12-04,101.03,93.28,84.88,100.31
2021-12-05,108.23,105.49,100.31,107.23
2021-12-06,113.59,107.83,107.23,112.11
2021-12-07,111.68,108.94,112.11,110.12
2021-12-08,107.3,103.72,110.12,107.2
2021-12-09,111.96,109.04,107.2,109.44
2021-12-10,102.44,97.66,109.44,97.89
2021-12-11,102.19,99.62,97.89,101.0
2021-12-12,104.19,101.86,101.0,103.79
2021-12-13,106.38,100.4,103.79,102.92
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 75.5 73.91 73.78 73.93
1474 2021-11-15 75.74 73.51 73.93 74.89
1475 2021-11-16 76.88 74.75 74.89 74.92
1476 2021-11-17 76.78 76.5 73.8 74.67 74.92 75.73 76.4
1477 2021-11-18 78.78 76.67 76.4 77.27
1478 2021-11-19 80.22 75.68 77.27 79.89
1479 2021-11-20 81.64 80.16 79.89 81.09
1480 2021-11-21 81.78 79.96 81.09 80.13
1481 2021-11-22 79.85 78.49 80.13 78.94
1482 2021-11-23 84.54 80.65 78.94 83.93
1483 2021-11-24 85.81 83.61 83.93 84.4
1484 2021-11-25 81.86 79.04 84.4 81.73
1485 2021-11-26 78.34 74.47 81.73 76.54
1486 2021-11-27 72.11 70.82 76.54 70.99
1487 2021-11-28 76.85 75.22 70.99 76.11
1488 2021-11-29 81.17 79.03 76.11 81.14
1489 2021-11-30 86.33 81.46 81.14 86.09
1490 2021-12-01 87.93 83.92 86.09 84.37
1491 2021-12-02 85.03 82.99 84.37 84.0
1492 2021-12-03 87.41 83.65 84.0 84.88
1493 2021-12-04 101.03 93.28 84.88 100.31
1494 2021-12-05 108.23 105.49 100.31 107.23
1495 2021-12-06 113.59 107.83 107.23 112.11
1496 2021-12-07 111.68 108.94 112.11 110.12
1497 2021-12-08 107.3 103.72 110.12 107.2
1498 2021-12-09 111.96 109.04 107.2 109.44
1499 2021-12-10 102.44 97.66 109.44 97.89
1500 2021-12-11 102.19 99.62 97.89 101.0
1501 2021-12-12 104.19 101.86 101.0 103.79
1502 2021-12-13 106.38 100.4 103.79 102.92