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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/LTC_FIL.csv
+30 -30
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
2021-10-04,2.498,2.397,2.468,2.404
2021-10-05,2.521,2.434,2.404,2.45
2021-10-06,2.619,2.484,2.45,2.485
2021-10-07,2.579,2.406,2.485,2.498
2021-10-07,2.582,2.403,2.485,2.498
2021-10-08,2.272,2.2,2.498,2.212
2021-10-09,2.381,2.3,2.212,2.336
2021-10-10,2.605,2.502,2.336,2.503
@@ -1490,8 +1464,8 @@ time,high,low,open,close
2021-11-05,3.172,3.088,3.248,3.133
2021-11-06,3.266,3.169,3.133,3.195
2021-11-07,3.279,3.224,3.195,3.229
2021-11-08,3.662,3.296,3.229,3.558
2021-11-09,4.116,3.388,3.558,3.929
2021-11-08,3.664,3.294,3.23,3.558
2021-11-09,4.117,3.384,3.558,3.93
2021-11-10,4.507,3.917,3.929,4.1
2021-11-11,4.311,4.034,4.1,4.176
2021-11-12,4.402,3.972,4.176,3.996
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,4.493,4.061,4.094,4.459
2021-11-15,4.456,4.264,4.459,4.317
2021-11-16,4.438,4.075,4.317,4.099
2021-11-17,4.237,3.97,4.099,4.144
2021-11-17,4.179,4.017,4.099,4.09
2021-11-18,4.214,3.879,4.09,3.948
2021-11-19,4.094,3.84,3.948,4.054
2021-11-20,4.204,4.068,4.054,4.17
2021-11-21,4.241,4.121,4.17,4.161
2021-11-22,4.114,3.992,4.161,4.038
2021-11-23,4.215,4.101,4.038,4.183
2021-11-24,4.287,4.117,4.183,4.195
2021-11-25,4.16,3.93,4.195,4.028
2021-11-26,3.867,3.533,4.028,3.704
2021-11-27,3.505,3.352,3.704,3.38
2021-11-28,3.619,3.478,3.38,3.534
2021-11-29,3.785,3.628,3.534,3.754
2021-11-30,3.929,3.743,3.754,3.866
2021-12-01,3.979,3.817,3.866,3.843
2021-12-02,3.849,3.767,3.843,3.787
2021-12-03,3.917,3.741,3.787,3.781
2021-12-04,4.211,3.645,3.781,3.967
2021-12-05,4.195,3.919,3.967,3.999
2021-12-06,4.205,3.897,3.999,4.163
2021-12-07,4.168,4.027,4.163,4.14
2021-12-08,4.083,3.876,4.14,3.988
2021-12-09,4.166,4.012,3.988,4.035
2021-12-10,3.79,3.712,4.035,3.724
2021-12-11,3.989,3.799,3.724,3.907
2021-12-12,4.046,3.961,3.907,3.993
2021-12-13,4.116,3.91,3.993,4.005
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 2.498 2.397 2.468 2.404
1433 2021-10-05 2.521 2.434 2.404 2.45
1434 2021-10-06 2.619 2.484 2.45 2.485
1435 2021-10-07 2.579 2.582 2.406 2.403 2.485 2.498
1436 2021-10-08 2.272 2.2 2.498 2.212
1437 2021-10-09 2.381 2.3 2.212 2.336
1438 2021-10-10 2.605 2.502 2.336 2.503
1464 2021-11-05 3.172 3.088 3.248 3.133
1465 2021-11-06 3.266 3.169 3.133 3.195
1466 2021-11-07 3.279 3.224 3.195 3.229
1467 2021-11-08 3.662 3.664 3.296 3.294 3.229 3.23 3.558
1468 2021-11-09 4.116 4.117 3.388 3.384 3.558 3.929 3.93
1469 2021-11-10 4.507 3.917 3.929 4.1
1470 2021-11-11 4.311 4.034 4.1 4.176
1471 2021-11-12 4.402 3.972 4.176 3.996
1473 2021-11-14 4.493 4.061 4.094 4.459
1474 2021-11-15 4.456 4.264 4.459 4.317
1475 2021-11-16 4.438 4.075 4.317 4.099
1476 2021-11-17 4.237 4.179 3.97 4.017 4.099 4.144 4.09
1477 2021-11-18 4.214 3.879 4.09 3.948
1478 2021-11-19 4.094 3.84 3.948 4.054
1479 2021-11-20 4.204 4.068 4.054 4.17
1480 2021-11-21 4.241 4.121 4.17 4.161
1481 2021-11-22 4.114 3.992 4.161 4.038
1482 2021-11-23 4.215 4.101 4.038 4.183
1483 2021-11-24 4.287 4.117 4.183 4.195
1484 2021-11-25 4.16 3.93 4.195 4.028
1485 2021-11-26 3.867 3.533 4.028 3.704
1486 2021-11-27 3.505 3.352 3.704 3.38
1487 2021-11-28 3.619 3.478 3.38 3.534
1488 2021-11-29 3.785 3.628 3.534 3.754
1489 2021-11-30 3.929 3.743 3.754 3.866
1490 2021-12-01 3.979 3.817 3.866 3.843
1491 2021-12-02 3.849 3.767 3.843 3.787
1492 2021-12-03 3.917 3.741 3.787 3.781
1493 2021-12-04 4.211 3.645 3.781 3.967
1494 2021-12-05 4.195 3.919 3.967 3.999
1495 2021-12-06 4.205 3.897 3.999 4.163
1496 2021-12-07 4.168 4.027 4.163 4.14
1497 2021-12-08 4.083 3.876 4.14 3.988
1498 2021-12-09 4.166 4.012 3.988 4.035
1499 2021-12-10 3.79 3.712 4.035 3.724
1500 2021-12-11 3.989 3.799 3.724 3.907
1501 2021-12-12 4.046 3.961 3.907 3.993
1502 2021-12-13 4.116 3.91 3.993 4.005