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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_USD.csv
+27 -27
View File
@@ -1,30 +1,4 @@
time,high,low,open,close
2017-10-09,310.14,286.52,309.49,296.95
2017-10-10,305.95,292.28,296.95,298.46
2017-10-11,305.12,297.18,298.46,302.86
2017-10-12,308.77,301.65,302.86,302.89
2017-10-13,347.7,298.29,302.89,336.83
2017-10-14,347.14,333.83,336.83,338.81
2017-10-15,341.93,318.35,338.81,336.58
2017-10-16,352.39,332.9,336.58,334.23
2017-10-17,334.42,310.57,334.23,316.14
2017-10-18,316.34,287.95,316.14,313.54
2017-10-19,316.38,304.63,313.54,307.41
2017-10-20,312.11,301.86,307.41,303.08
2017-10-21,303.09,290.92,303.08,299.55
2017-10-22,305.89,290.69,299.55,294.03
2017-10-23,294.25,274.96,294.03,285.27
2017-10-24,311.23,280.01,285.27,296.5
2017-10-25,300.36,289.46,296.5,296.35
2017-10-26,299.37,292.7,296.35,295.54
2017-10-27,298.9,292.24,295.54,296.36
2017-10-28,297.05,291.11,296.37,293.35
2017-10-29,311.3,292.06,293.33,304.04
2017-10-30,311.94,303.58,304.04,306.8
2017-10-31,310.86,303.4,306.8,303.64
2017-11-01,304.77,288.5,303.63,289.42
2017-11-02,293.03,276.89,289.42,284.92
2017-11-03,307.14,284.85,284.92,304.51
2017-11-04,304.65,294.05,304.51,300.04
2017-11-05,302.16,287.68,299.26,295.8
2017-11-06,306.8,292.26,296.22,296.82
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,4694.35,4517.53,4645.64,4627.5
2021-11-15,4769.78,4542.39,4627.5,4561.38
2021-11-16,4564.74,4119.14,4561.38,4210.14
2021-11-17,4264.27,4072.31,4210.14,4233.74
2021-11-17,4299.27,4072.31,4210.14,4289.75
2021-11-18,4345.89,3960.96,4289.75,3998.17
2021-11-19,4312.99,3976.76,3998.17,4299.27
2021-11-20,4438.77,4207.89,4299.27,4415.72
2021-11-21,4427.16,4249.1,4415.72,4264.61
2021-11-22,4316.81,4026.8,4264.61,4090.46
2021-11-23,4388.46,4064.13,4090.46,4341.17
2021-11-24,4372.59,4170.12,4341.17,4271.96
2021-11-25,4553.76,4250.21,4271.96,4523.8
2021-11-26,4553.39,3924.75,4523.8,4042.55
2021-11-27,4186.32,4032.49,4042.55,4100.3
2021-11-28,4301.69,3966.8,4100.3,4297.92
2021-11-29,4461.9,4283.21,4297.92,4448.49
2021-11-30,4757.28,4351.26,4448.49,4631.1
2021-12-01,4781.93,4527.67,4631.1,4587.74
2021-12-02,4635.8,4436.52,4587.74,4514.8
2021-12-03,4659.62,4088.98,4514.8,4219.32
2021-12-04,4238.26,3692.26,4219.32,4124.26
2021-12-05,4255.77,4039.23,4124.26,4201.09
2021-12-06,4378.45,3921.25,4201.09,4357.17
2021-12-07,4431.06,4261.1,4357.17,4309.7
2021-12-08,4455.48,4229.69,4309.7,4439.98
2021-12-09,4489.81,4077.39,4439.98,4111.92
2021-12-10,4229.29,3890.33,4111.92,3902.49
2021-12-11,4099.04,3835.8,3902.49,4088.68
2021-12-12,4179.55,3990.11,4088.68,4135.31
2021-12-13,4144.68,3769.76,4135.31,3776.88
1 time high low open close
2017-10-09 310.14 286.52 309.49 296.95
2017-10-10 305.95 292.28 296.95 298.46
2017-10-11 305.12 297.18 298.46 302.86
2017-10-12 308.77 301.65 302.86 302.89
2017-10-13 347.7 298.29 302.89 336.83
2017-10-14 347.14 333.83 336.83 338.81
2017-10-15 341.93 318.35 338.81 336.58
2017-10-16 352.39 332.9 336.58 334.23
2017-10-17 334.42 310.57 334.23 316.14
2017-10-18 316.34 287.95 316.14 313.54
2017-10-19 316.38 304.63 313.54 307.41
2017-10-20 312.11 301.86 307.41 303.08
2017-10-21 303.09 290.92 303.08 299.55
2017-10-22 305.89 290.69 299.55 294.03
2017-10-23 294.25 274.96 294.03 285.27
2017-10-24 311.23 280.01 285.27 296.5
2017-10-25 300.36 289.46 296.5 296.35
2017-10-26 299.37 292.7 296.35 295.54
2017-10-27 298.9 292.24 295.54 296.36
2017-10-28 297.05 291.11 296.37 293.35
2017-10-29 311.3 292.06 293.33 304.04
2017-10-30 311.94 303.58 304.04 306.8
2017-10-31 310.86 303.4 306.8 303.64
2017-11-01 304.77 288.5 303.63 289.42
2017-11-02 293.03 276.89 289.42 284.92
2017-11-03 307.14 284.85 284.92 304.51
2 2017-11-04 304.65 294.05 304.51 300.04
3 2017-11-05 302.16 287.68 299.26 295.8
4 2017-11-06 306.8 292.26 296.22 296.82
1473 2021-11-14 4694.35 4517.53 4645.64 4627.5
1474 2021-11-15 4769.78 4542.39 4627.5 4561.38
1475 2021-11-16 4564.74 4119.14 4561.38 4210.14
1476 2021-11-17 4264.27 4299.27 4072.31 4210.14 4233.74 4289.75
1477 2021-11-18 4345.89 3960.96 4289.75 3998.17
1478 2021-11-19 4312.99 3976.76 3998.17 4299.27
1479 2021-11-20 4438.77 4207.89 4299.27 4415.72
1480 2021-11-21 4427.16 4249.1 4415.72 4264.61
1481 2021-11-22 4316.81 4026.8 4264.61 4090.46
1482 2021-11-23 4388.46 4064.13 4090.46 4341.17
1483 2021-11-24 4372.59 4170.12 4341.17 4271.96
1484 2021-11-25 4553.76 4250.21 4271.96 4523.8
1485 2021-11-26 4553.39 3924.75 4523.8 4042.55
1486 2021-11-27 4186.32 4032.49 4042.55 4100.3
1487 2021-11-28 4301.69 3966.8 4100.3 4297.92
1488 2021-11-29 4461.9 4283.21 4297.92 4448.49
1489 2021-11-30 4757.28 4351.26 4448.49 4631.1
1490 2021-12-01 4781.93 4527.67 4631.1 4587.74
1491 2021-12-02 4635.8 4436.52 4587.74 4514.8
1492 2021-12-03 4659.62 4088.98 4514.8 4219.32
1493 2021-12-04 4238.26 3692.26 4219.32 4124.26
1494 2021-12-05 4255.77 4039.23 4124.26 4201.09
1495 2021-12-06 4378.45 3921.25 4201.09 4357.17
1496 2021-12-07 4431.06 4261.1 4357.17 4309.7
1497 2021-12-08 4455.48 4229.69 4309.7 4439.98
1498 2021-12-09 4489.81 4077.39 4439.98 4111.92
1499 2021-12-10 4229.29 3890.33 4111.92 3902.49
1500 2021-12-11 4099.04 3835.8 3902.49 4088.68
1501 2021-12-12 4179.55 3990.11 4088.68 4135.31
1502 2021-12-13 4144.68 3769.76 4135.31 3776.88