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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
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data/ETH_TRX.csv
+27 -27
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@@ -1,30 +1,4 @@
time,high,low,open,close
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2017-10-10,117648.15,111685.19,144627.91,116314.81
2017-10-11,129979.59,126000.0,116314.81,128265.31
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2017-10-17,171970.59,164235.29,156702.7,166058.82
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2017-10-19,165941.18,157588.24,156361.11,158500.0
2017-10-20,169750.0,155812.5,158500.0,157781.25
2017-10-21,133710.53,124236.84,153000.0,131131.58
2017-10-22,119511.63,113837.21,131157.89,114302.33
2017-10-23,120268.29,115365.85,114232.56,117097.56
2017-10-24,119191.49,101978.72,117097.56,114489.36
2017-10-25,102377.36,97320.75,114489.36,97415.09
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2017-10-17 171970.59 164235.29 156702.7 166058.82
2017-10-18 159694.44 154444.44 166000.0 156333.33
2017-10-19 165941.18 157588.24 156361.11 158500.0
2017-10-20 169750.0 155812.5 158500.0 157781.25
2017-10-21 133710.53 124236.84 153000.0 131131.58
2017-10-22 119511.63 113837.21 131157.89 114302.33
2017-10-23 120268.29 115365.85 114232.56 117097.56
2017-10-24 119191.49 101978.72 117097.56 114489.36
2017-10-25 102377.36 97320.75 114489.36 97415.09
2017-10-26 106387.76 101061.22 97415.09 102306.12
2017-10-27 99750.0 95480.77 102244.9 98923.08
2017-10-28 99730.77 97230.77 98923.08 98480.77
2017-10-29 112395.83 102083.33 98480.77 102791.67
2017-10-30 115250.0 112136.36 102791.67 113727.27
2017-10-31 117186.05 109372.09 113727.27 109465.12
2017-11-01 128729.73 115567.57 109465.12 115891.89
2017-11-02 126676.47 111029.41 115891.89 119029.41
2017-11-03 135500.0 123000.0 119029.41 133031.25
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