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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_XRP.csv
+29 -29
View File
@@ -1,30 +1,4 @@
time,high,low,open,close
2017-10-09,1290.8,1125.88,1101.99,1189.78
2017-10-10,1172.14,1112.73,1189.78,1158.86
2017-10-11,1166.91,1131.18,1158.86,1151.52
2017-10-12,1409.49,1225.6,1151.52,1234.47
2017-10-13,1345.34,1104.34,1234.47,1296.96
2017-10-14,1418.06,1319.28,1296.96,1330.74
2017-10-15,1296.82,1235.18,1330.74,1271.48
2017-10-16,1386.87,1290.15,1271.48,1294.84
2017-10-17,1433.44,1368.96,1293.91,1384.16
2017-10-18,1475.99,1427.47,1382.66,1444.93
2017-10-19,1502.13,1426.52,1445.19,1434.77
2017-10-20,1567.22,1438.55,1434.77,1456.72
2017-10-21,1457.96,1354.66,1457.56,1429.84
2017-10-22,1523.57,1451.23,1424.81,1457.16
2017-10-23,1517.23,1455.38,1454.98,1477.23
2017-10-24,1514.05,1295.41,1479.05,1454.32
2017-10-25,1542.79,1466.59,1454.32,1468.01
2017-10-26,1525.61,1449.22,1468.85,1467.08
2017-10-27,1492.23,1428.37,1466.2,1479.86
2017-10-28,1498.84,1461.27,1479.86,1480.06
2017-10-29,1651.36,1499.85,1479.63,1510.25
2017-10-30,1538.06,1496.51,1509.79,1517.74
2017-10-31,1645.66,1535.92,1517.74,1537.23
2017-11-01,1685.42,1513.09,1536.73,1517.34
2017-11-02,1499.13,1313.96,1516.27,1408.63
2017-11-03,1506.08,1367.14,1408.63,1478.64
2017-11-04,1577.92,1459.85,1478.99,1490.28
2017-11-05,1511.09,1438.65,1489.74,1479.31
2017-11-06,1491.24,1369.29,1479.31,1464.1
@@ -1490,8 +1464,8 @@ time,high,low,open,close
2021-11-05,3886.84,3833.68,3776.98,3863.16
2021-11-06,3936.47,3846.24,3863.16,3923.12
2021-11-07,3883.64,3788.05,3923.12,3788.05
2021-11-08,3839.92,3736.18,3788.05,3749.87
2021-11-09,3820.12,3739.22,3749.87,3763.17
2021-11-08,3839.92,3736.18,3784.12,3749.87
2021-11-09,3822.15,3741.21,3749.87,3765.18
2021-11-10,3899.78,3819.17,3763.17,3886.17
2021-11-11,3914.13,3790.93,3886.17,3885.33
2021-11-12,3976.79,3870.48,3885.33,3927.15
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,3976.3,3892.5,3905.25,3893.61
2021-11-15,3935.97,3820.4,3893.61,3892.02
2021-11-16,3969.63,3859.75,3892.02,3868.58
2021-11-17,3905.21,3784.74,3868.58,3863.29
2021-11-17,3920.11,3826.45,3868.58,3915.15
2021-11-18,3915.8,3810.83,3915.15,3840.9
2021-11-19,3957.38,3733.08,3840.9,3940.86
2021-11-20,4049.54,3976.05,3940.86,4022.32
2021-11-21,4110.25,4018.84,4022.32,4027.15
2021-11-22,3991.31,3923.41,4027.15,3945.68
2021-11-23,4099.3,3910.42,3945.68,4069.62
2021-11-24,4204.76,4096.85,4069.62,4135.58
2021-11-25,4338.23,4189.16,4135.58,4331.45
2021-11-26,4406.41,4188.9,4331.45,4305.67
2021-11-27,4410.63,4331.7,4298.03,4342.15
2021-11-28,4484.04,4388.73,4342.15,4440.82
2021-11-29,4492.12,4373.61,4433.22,4490.37
2021-11-30,4650.68,4388.13,4490.37,4637.56
2021-12-01,4825.53,4605.43,4637.56,4630.27
2021-12-02,4699.01,4586.29,4630.27,4642.07
2021-12-03,4717.11,4513.97,4642.07,4580.33
2021-12-04,4931.17,4552.89,4555.83,4896.09
2021-12-05,5262.74,5129.53,4868.6,5214.24
2021-12-06,5363.09,5091.0,5233.83,5293.07
2021-12-07,5356.17,5224.64,5293.07,5281.1
2021-12-08,5154.66,4982.43,5280.4,5149.38
2021-12-09,4894.74,4766.76,5149.38,4784.49
2021-12-10,5107.37,4869.03,4784.49,4880.83
2021-12-11,4927.02,4803.41,4880.83,4869.92
2021-12-12,4936.83,4826.58,4869.92,4917.76
2021-12-13,4934.25,4695.55,4917.76,4757.7
1 time high low open close
2017-10-09 1290.8 1125.88 1101.99 1189.78
2017-10-10 1172.14 1112.73 1189.78 1158.86
2017-10-11 1166.91 1131.18 1158.86 1151.52
2017-10-12 1409.49 1225.6 1151.52 1234.47
2017-10-13 1345.34 1104.34 1234.47 1296.96
2017-10-14 1418.06 1319.28 1296.96 1330.74
2017-10-15 1296.82 1235.18 1330.74 1271.48
2017-10-16 1386.87 1290.15 1271.48 1294.84
2017-10-17 1433.44 1368.96 1293.91 1384.16
2017-10-18 1475.99 1427.47 1382.66 1444.93
2017-10-19 1502.13 1426.52 1445.19 1434.77
2017-10-20 1567.22 1438.55 1434.77 1456.72
2017-10-21 1457.96 1354.66 1457.56 1429.84
2017-10-22 1523.57 1451.23 1424.81 1457.16
2017-10-23 1517.23 1455.38 1454.98 1477.23
2017-10-24 1514.05 1295.41 1479.05 1454.32
2017-10-25 1542.79 1466.59 1454.32 1468.01
2017-10-26 1525.61 1449.22 1468.85 1467.08
2017-10-27 1492.23 1428.37 1466.2 1479.86
2017-10-28 1498.84 1461.27 1479.86 1480.06
2017-10-29 1651.36 1499.85 1479.63 1510.25
2017-10-30 1538.06 1496.51 1509.79 1517.74
2017-10-31 1645.66 1535.92 1517.74 1537.23
2017-11-01 1685.42 1513.09 1536.73 1517.34
2017-11-02 1499.13 1313.96 1516.27 1408.63
2017-11-03 1506.08 1367.14 1408.63 1478.64
2 2017-11-04 1577.92 1459.85 1478.99 1490.28
3 2017-11-05 1511.09 1438.65 1489.74 1479.31
4 2017-11-06 1491.24 1369.29 1479.31 1464.1
1464 2021-11-05 3886.84 3833.68 3776.98 3863.16
1465 2021-11-06 3936.47 3846.24 3863.16 3923.12
1466 2021-11-07 3883.64 3788.05 3923.12 3788.05
1467 2021-11-08 3839.92 3736.18 3788.05 3784.12 3749.87
1468 2021-11-09 3820.12 3822.15 3739.22 3741.21 3749.87 3763.17 3765.18
1469 2021-11-10 3899.78 3819.17 3763.17 3886.17
1470 2021-11-11 3914.13 3790.93 3886.17 3885.33
1471 2021-11-12 3976.79 3870.48 3885.33 3927.15
1473 2021-11-14 3976.3 3892.5 3905.25 3893.61
1474 2021-11-15 3935.97 3820.4 3893.61 3892.02
1475 2021-11-16 3969.63 3859.75 3892.02 3868.58
1476 2021-11-17 3905.21 3920.11 3784.74 3826.45 3868.58 3863.29 3915.15
1477 2021-11-18 3915.8 3810.83 3915.15 3840.9
1478 2021-11-19 3957.38 3733.08 3840.9 3940.86
1479 2021-11-20 4049.54 3976.05 3940.86 4022.32
1480 2021-11-21 4110.25 4018.84 4022.32 4027.15
1481 2021-11-22 3991.31 3923.41 4027.15 3945.68
1482 2021-11-23 4099.3 3910.42 3945.68 4069.62
1483 2021-11-24 4204.76 4096.85 4069.62 4135.58
1484 2021-11-25 4338.23 4189.16 4135.58 4331.45
1485 2021-11-26 4406.41 4188.9 4331.45 4305.67
1486 2021-11-27 4410.63 4331.7 4298.03 4342.15
1487 2021-11-28 4484.04 4388.73 4342.15 4440.82
1488 2021-11-29 4492.12 4373.61 4433.22 4490.37
1489 2021-11-30 4650.68 4388.13 4490.37 4637.56
1490 2021-12-01 4825.53 4605.43 4637.56 4630.27
1491 2021-12-02 4699.01 4586.29 4630.27 4642.07
1492 2021-12-03 4717.11 4513.97 4642.07 4580.33
1493 2021-12-04 4931.17 4552.89 4555.83 4896.09
1494 2021-12-05 5262.74 5129.53 4868.6 5214.24
1495 2021-12-06 5363.09 5091.0 5233.83 5293.07
1496 2021-12-07 5356.17 5224.64 5293.07 5281.1
1497 2021-12-08 5154.66 4982.43 5280.4 5149.38
1498 2021-12-09 4894.74 4766.76 5149.38 4784.49
1499 2021-12-10 5107.37 4869.03 4784.49 4880.83
1500 2021-12-11 4927.02 4803.41 4880.83 4869.92
1501 2021-12-12 4936.83 4826.58 4869.92 4917.76
1502 2021-12-13 4934.25 4695.55 4917.76 4757.7