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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_LTC.csv
+28 -28
View File
@@ -1,30 +1,4 @@
time,high,low,open,close
2017-10-09,6.444,5.621,5.81,5.94
2017-10-10,5.988,5.684,5.94,5.92
2017-10-11,6.06,5.874,5.92,5.98
2017-10-12,5.787,5.032,5.98,5.068
2017-10-13,5.907,4.849,5.068,5.694
2017-10-14,5.645,5.252,5.694,5.297
2017-10-15,5.241,4.992,5.297,5.139
2017-10-16,5.524,5.139,5.139,5.157
2017-10-17,5.532,5.283,5.158,5.342
2017-10-18,5.289,5.115,5.34,5.178
2017-10-19,5.399,5.127,5.183,5.157
2017-10-20,5.427,4.981,5.157,5.044
2017-10-21,5.27,4.896,5.039,5.168
2017-10-22,5.458,5.199,5.166,5.22
2017-10-23,5.319,5.102,5.216,5.179
2017-10-24,5.552,4.75,5.177,5.333
2017-10-25,5.533,5.26,5.333,5.265
2017-10-26,5.539,5.262,5.268,5.327
2017-10-27,5.431,5.199,5.325,5.386
2017-10-28,5.486,5.349,5.391,5.417
2017-10-29,5.844,5.308,5.417,5.344
2017-10-30,5.531,5.382,5.344,5.458
2017-10-31,5.87,5.478,5.458,5.483
2017-11-01,6.086,5.464,5.483,5.479
2017-11-02,5.586,4.896,5.479,5.249
2017-11-03,5.553,5.041,5.249,5.452
2017-11-04,5.784,5.352,5.453,5.463
2017-11-05,5.546,5.28,5.463,5.429
2017-11-06,5.541,5.088,5.429,5.44
@@ -1491,7 +1465,7 @@ time,high,low,open,close
2021-11-06,22.94,22.41,22.48,22.86
2021-11-07,23.42,22.84,22.86,22.84
2021-11-08,21.52,20.94,22.84,21.01
2021-11-09,18.33,17.94,21.01,18.06
2021-11-09,18.33,17.94,21.01,18.05
2021-11-10,17.84,17.47,18.06,17.78
2021-11-11,18.13,17.55,17.78,17.99
2021-11-12,18.81,18.31,17.99,18.58
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,16.93,16.58,18.02,16.58
2021-11-15,17.54,17.03,16.58,17.35
2021-11-16,18.76,18.24,17.35,18.28
2021-11-17,18.86,17.87,18.28,18.27
2021-11-17,18.7,18.26,18.28,18.68
2021-11-18,19.96,19.42,18.68,19.57
2021-11-19,19.79,18.67,19.57,19.7
2021-11-20,19.58,19.22,19.7,19.44
2021-11-21,19.65,19.22,19.44,19.26
2021-11-22,19.77,19.44,19.26,19.55
2021-11-23,20.21,19.28,19.55,20.07
2021-11-24,20.46,19.93,20.07,20.12
2021-11-25,20.32,19.62,20.12,20.29
2021-11-26,21.15,20.1,20.29,20.66
2021-11-27,21.33,20.95,20.66,21.0
2021-11-28,21.75,21.28,21.0,21.54
2021-11-29,21.62,21.05,21.54,21.61
2021-11-30,22.33,21.07,21.61,22.27
2021-12-01,22.88,21.84,22.27,21.95
2021-12-02,22.45,21.91,21.95,22.18
2021-12-03,23.12,22.13,22.18,22.45
2021-12-04,25.46,23.51,22.45,25.28
2021-12-05,27.06,26.38,25.28,26.81
2021-12-06,27.29,25.9,26.81,26.93
2021-12-07,26.98,26.32,26.93,26.6
2021-12-08,26.91,26.01,26.6,26.88
2021-12-09,27.75,27.02,26.88,27.12
2021-12-10,27.51,26.22,27.12,26.29
2021-12-11,26.15,25.5,26.29,25.85
2021-12-12,26.09,25.51,25.85,25.99
2021-12-13,26.43,25.11,25.99,25.69
1 time high low open close
2017-10-09 6.444 5.621 5.81 5.94
2017-10-10 5.988 5.684 5.94 5.92
2017-10-11 6.06 5.874 5.92 5.98
2017-10-12 5.787 5.032 5.98 5.068
2017-10-13 5.907 4.849 5.068 5.694
2017-10-14 5.645 5.252 5.694 5.297
2017-10-15 5.241 4.992 5.297 5.139
2017-10-16 5.524 5.139 5.139 5.157
2017-10-17 5.532 5.283 5.158 5.342
2017-10-18 5.289 5.115 5.34 5.178
2017-10-19 5.399 5.127 5.183 5.157
2017-10-20 5.427 4.981 5.157 5.044
2017-10-21 5.27 4.896 5.039 5.168
2017-10-22 5.458 5.199 5.166 5.22
2017-10-23 5.319 5.102 5.216 5.179
2017-10-24 5.552 4.75 5.177 5.333
2017-10-25 5.533 5.26 5.333 5.265
2017-10-26 5.539 5.262 5.268 5.327
2017-10-27 5.431 5.199 5.325 5.386
2017-10-28 5.486 5.349 5.391 5.417
2017-10-29 5.844 5.308 5.417 5.344
2017-10-30 5.531 5.382 5.344 5.458
2017-10-31 5.87 5.478 5.458 5.483
2017-11-01 6.086 5.464 5.483 5.479
2017-11-02 5.586 4.896 5.479 5.249
2017-11-03 5.553 5.041 5.249 5.452
2 2017-11-04 5.784 5.352 5.453 5.463
3 2017-11-05 5.546 5.28 5.463 5.429
4 2017-11-06 5.541 5.088 5.429 5.44
1465 2021-11-06 22.94 22.41 22.48 22.86
1466 2021-11-07 23.42 22.84 22.86 22.84
1467 2021-11-08 21.52 20.94 22.84 21.01
1468 2021-11-09 18.33 17.94 21.01 18.06 18.05
1469 2021-11-10 17.84 17.47 18.06 17.78
1470 2021-11-11 18.13 17.55 17.78 17.99
1471 2021-11-12 18.81 18.31 17.99 18.58
1473 2021-11-14 16.93 16.58 18.02 16.58
1474 2021-11-15 17.54 17.03 16.58 17.35
1475 2021-11-16 18.76 18.24 17.35 18.28
1476 2021-11-17 18.86 18.7 17.87 18.26 18.28 18.27 18.68
1477 2021-11-18 19.96 19.42 18.68 19.57
1478 2021-11-19 19.79 18.67 19.57 19.7
1479 2021-11-20 19.58 19.22 19.7 19.44
1480 2021-11-21 19.65 19.22 19.44 19.26
1481 2021-11-22 19.77 19.44 19.26 19.55
1482 2021-11-23 20.21 19.28 19.55 20.07
1483 2021-11-24 20.46 19.93 20.07 20.12
1484 2021-11-25 20.32 19.62 20.12 20.29
1485 2021-11-26 21.15 20.1 20.29 20.66
1486 2021-11-27 21.33 20.95 20.66 21.0
1487 2021-11-28 21.75 21.28 21.0 21.54
1488 2021-11-29 21.62 21.05 21.54 21.61
1489 2021-11-30 22.33 21.07 21.61 22.27
1490 2021-12-01 22.88 21.84 22.27 21.95
1491 2021-12-02 22.45 21.91 21.95 22.18
1492 2021-12-03 23.12 22.13 22.18 22.45
1493 2021-12-04 25.46 23.51 22.45 25.28
1494 2021-12-05 27.06 26.38 25.28 26.81
1495 2021-12-06 27.29 25.9 26.81 26.93
1496 2021-12-07 26.98 26.32 26.93 26.6
1497 2021-12-08 26.91 26.01 26.6 26.88
1498 2021-12-09 27.75 27.02 26.88 27.12
1499 2021-12-10 27.51 26.22 27.12 26.29
1500 2021-12-11 26.15 25.5 26.29 25.85
1501 2021-12-12 26.09 25.51 25.85 25.99
1502 2021-12-13 26.43 25.11 25.99 25.69