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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/FIL_USD.csv
+28 -28
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
@@ -1458,7 +1432,7 @@ time,high,low,open,close
2021-10-04,70.67,65.71,69.1,69.7
2021-10-05,72.95,68.53,69.7,70.99
2021-10-06,74.7,66.69,70.99,71.87
2021-10-07,72.79,68.48,71.84,71.5
2021-10-07,74.02,68.95,71.87,71.45
2021-10-08,81.26,70.62,71.45,79.5
2021-10-09,80.63,75.2,79.5,76.96
2021-10-10,77.09,69.08,76.96,69.88
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,63.46,61.04,62.93,62.57
2021-11-15,63.42,60.25,62.57,60.83
2021-11-16,60.94,52.26,60.83,56.15
2021-11-17,56.84,54.11,56.15,55.87
2021-11-17,56.84,54.11,56.15,56.18
2021-11-18,58.11,48.68,56.18,51.75
2021-11-19,54.5,51.22,51.75,53.76
2021-11-20,55.27,52.28,53.76,54.42
2021-11-21,54.53,53.05,54.42,53.31
2021-11-22,53.46,51.44,53.31,51.79
2021-11-23,52.15,50.37,51.79,51.74
2021-11-24,51.9,48.65,51.74,50.65
2021-11-25,56.1,49.84,50.65,55.38
2021-11-26,59.48,51.34,55.38,52.8
2021-11-27,59.38,52.64,52.8,57.94
2021-11-28,57.95,52.52,57.94,56.51
2021-11-29,57.22,53.93,56.51,54.75
2021-11-30,55.68,53.16,54.75,53.75
2021-12-01,55.86,53.59,53.75,54.39
2021-12-02,54.4,52.65,54.39,53.78
2021-12-03,53.9,48.25,53.78,49.75
2021-12-04,49.76,33.66,49.75,41.16
2021-12-05,41.76,36.97,41.16,39.15
2021-12-06,39.64,35.59,39.15,38.78
2021-12-07,40.03,38.59,38.78,39.15
2021-12-08,43.62,38.84,39.15,41.41
2021-12-09,41.64,37.01,41.41,37.53
2021-12-10,41.35,37.45,37.53,39.91
2021-12-11,40.54,38.67,39.91,40.4
2021-12-12,40.56,38.74,40.4,39.77
2021-12-13,40.07,36.67,39.77,36.7
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
1432 2021-10-04 70.67 65.71 69.1 69.7
1433 2021-10-05 72.95 68.53 69.7 70.99
1434 2021-10-06 74.7 66.69 70.99 71.87
1435 2021-10-07 72.79 74.02 68.48 68.95 71.84 71.87 71.5 71.45
1436 2021-10-08 81.26 70.62 71.45 79.5
1437 2021-10-09 80.63 75.2 79.5 76.96
1438 2021-10-10 77.09 69.08 76.96 69.88
1473 2021-11-14 63.46 61.04 62.93 62.57
1474 2021-11-15 63.42 60.25 62.57 60.83
1475 2021-11-16 60.94 52.26 60.83 56.15
1476 2021-11-17 56.84 54.11 56.15 55.87 56.18
1477 2021-11-18 58.11 48.68 56.18 51.75
1478 2021-11-19 54.5 51.22 51.75 53.76
1479 2021-11-20 55.27 52.28 53.76 54.42
1480 2021-11-21 54.53 53.05 54.42 53.31
1481 2021-11-22 53.46 51.44 53.31 51.79
1482 2021-11-23 52.15 50.37 51.79 51.74
1483 2021-11-24 51.9 48.65 51.74 50.65
1484 2021-11-25 56.1 49.84 50.65 55.38
1485 2021-11-26 59.48 51.34 55.38 52.8
1486 2021-11-27 59.38 52.64 52.8 57.94
1487 2021-11-28 57.95 52.52 57.94 56.51
1488 2021-11-29 57.22 53.93 56.51 54.75
1489 2021-11-30 55.68 53.16 54.75 53.75
1490 2021-12-01 55.86 53.59 53.75 54.39
1491 2021-12-02 54.4 52.65 54.39 53.78
1492 2021-12-03 53.9 48.25 53.78 49.75
1493 2021-12-04 49.76 33.66 49.75 41.16
1494 2021-12-05 41.76 36.97 41.16 39.15
1495 2021-12-06 39.64 35.59 39.15 38.78
1496 2021-12-07 40.03 38.59 38.78 39.15
1497 2021-12-08 43.62 38.84 39.15 41.41
1498 2021-12-09 41.64 37.01 41.41 37.53
1499 2021-12-10 41.35 37.45 37.53 39.91
1500 2021-12-11 40.54 38.67 39.91 40.4
1501 2021-12-12 40.56 38.74 40.4 39.77
1502 2021-12-13 40.07 36.67 39.77 36.7