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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_SOL.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
2021-11-14,19.81,19.39,19.22,19.39
2021-11-15,19.42,18.85,19.39,19.2
2021-11-16,19.69,19.15,19.2,19.19
2021-11-17,19.92,18.87,19.19,19.55
2021-11-17,19.61,19.14,19.19,19.58
2021-11-18,20.9,20.34,19.58,20.5
2021-11-19,20.04,18.9,20.5,19.95
2021-11-20,20.39,20.02,19.95,20.25
2021-11-21,18.91,18.49,20.25,18.52
2021-11-22,19.17,18.84,18.52,18.95
2021-11-23,19.66,18.76,18.95,19.52
2021-11-24,21.11,20.56,19.52,20.76
2021-11-25,21.58,20.83,20.76,21.54
2021-11-26,21.51,20.45,21.54,21.02
2021-11-27,21.56,21.17,21.02,21.23
2021-11-28,21.6,21.14,21.23,21.39
2021-11-29,21.75,21.18,21.39,21.74
2021-11-30,22.26,21.0,21.74,22.19
2021-12-01,20.8,19.85,22.19,19.96
2021-12-02,19.54,19.07,19.96,19.31
2021-12-03,20.55,19.67,19.31,19.96
2021-12-04,20.66,19.07,19.96,20.51
2021-12-05,21.57,21.03,20.51,21.37
2021-12-06,22.72,21.57,21.37,22.43
2021-12-07,22.94,22.38,22.43,22.62
2021-12-08,22.85,22.09,22.62,22.83
2021-12-09,23.27,22.66,22.83,22.74
2021-12-10,24.34,23.2,22.74,23.26
2021-12-11,24.01,23.41,23.26,23.73
2021-12-12,23.96,23.42,23.73,23.86
2021-12-13,24.89,23.06,23.86,24.17
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 19.81 19.39 19.22 19.39
1474 2021-11-15 19.42 18.85 19.39 19.2
1475 2021-11-16 19.69 19.15 19.2 19.19
1476 2021-11-17 19.92 19.61 18.87 19.14 19.19 19.55 19.58
1477 2021-11-18 20.9 20.34 19.58 20.5
1478 2021-11-19 20.04 18.9 20.5 19.95
1479 2021-11-20 20.39 20.02 19.95 20.25
1480 2021-11-21 18.91 18.49 20.25 18.52
1481 2021-11-22 19.17 18.84 18.52 18.95
1482 2021-11-23 19.66 18.76 18.95 19.52
1483 2021-11-24 21.11 20.56 19.52 20.76
1484 2021-11-25 21.58 20.83 20.76 21.54
1485 2021-11-26 21.51 20.45 21.54 21.02
1486 2021-11-27 21.56 21.17 21.02 21.23
1487 2021-11-28 21.6 21.14 21.23 21.39
1488 2021-11-29 21.75 21.18 21.39 21.74
1489 2021-11-30 22.26 21.0 21.74 22.19
1490 2021-12-01 20.8 19.85 22.19 19.96
1491 2021-12-02 19.54 19.07 19.96 19.31
1492 2021-12-03 20.55 19.67 19.31 19.96
1493 2021-12-04 20.66 19.07 19.96 20.51
1494 2021-12-05 21.57 21.03 20.51 21.37
1495 2021-12-06 22.72 21.57 21.37 22.43
1496 2021-12-07 22.94 22.38 22.43 22.62
1497 2021-12-08 22.85 22.09 22.62 22.83
1498 2021-12-09 23.27 22.66 22.83 22.74
1499 2021-12-10 24.34 23.2 22.74 23.26
1500 2021-12-11 24.01 23.41 23.26 23.73
1501 2021-12-12 23.96 23.42 23.73 23.86
1502 2021-12-13 24.89 23.06 23.86 24.17