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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/LTC_TRX.csv
+30 -30
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@@ -1,30 +1,4 @@
time,high,low,open,close
2017-10-09,26976.74,23046.51,21792.45,24348.84
2017-10-10,19833.33,19037.04,24348.84,19648.15
2017-10-11,21836.73,21265.31,19648.15,21448.98
2017-10-12,25045.45,22604.55,21448.98,24954.55
2017-10-13,29837.84,26589.19,24954.55,28378.38
2017-10-14,29025.0,25925.0,28378.38,27400.0
2017-10-15,31025.64,28051.28,27400.0,29538.46
2017-10-16,31378.38,30054.05,29538.46,30378.38
2017-10-17,33088.24,30882.35,30378.38,31088.24
2017-10-18,30944.44,28777.78,31088.24,30194.44
2017-10-19,32000.0,30294.12,30166.67,30735.29
2017-10-20,32812.5,31281.25,30735.29,31281.25
2017-10-21,26394.74,24265.79,30363.64,25373.68
2017-10-22,22753.49,21895.35,25386.84,21895.35
2017-10-23,23114.63,22321.95,21900.0,22612.2
2017-10-24,22191.49,19302.13,22617.07,21468.09
2017-10-25,19169.81,18283.02,21468.09,18503.77
2017-10-26,20012.24,19095.92,18492.45,19206.12
2017-10-27,18688.46,17867.31,19202.04,18365.38
2017-10-28,18461.54,18080.77,18350.0,18178.85
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2017-11-06,26516.67,24490.0,23783.87,26113.33
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2021-10-10,1859.78,1786.59,1749.2,1787.15
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2021-11-10,2673.94,2324.24,2290.06,2432.73
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2021-11-17,2112.5,2030.43,2106.04,2067.39
2021-11-18,2176.7,2003.41,2067.39,2039.2
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2021-11-20,2176.7,2106.25,2097.21,2159.09
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2021-12-09,1767.2,1702.15,1786.89,1711.83
2021-12-10,1722.04,1686.56,1711.83,1691.94
2021-12-11,1756.99,1673.12,1691.94,1720.97
2021-12-12,1767.58,1730.22,1720.97,1744.51
2021-12-13,1754.95,1697.28,1744.51,1717.03
1 time high low open close
2017-10-09 26976.74 23046.51 21792.45 24348.84
2017-10-10 19833.33 19037.04 24348.84 19648.15
2017-10-11 21836.73 21265.31 19648.15 21448.98
2017-10-12 25045.45 22604.55 21448.98 24954.55
2017-10-13 29837.84 26589.19 24954.55 28378.38
2017-10-14 29025.0 25925.0 28378.38 27400.0
2017-10-15 31025.64 28051.28 27400.0 29538.46
2017-10-16 31378.38 30054.05 29538.46 30378.38
2017-10-17 33088.24 30882.35 30378.38 31088.24
2017-10-18 30944.44 28777.78 31088.24 30194.44
2017-10-19 32000.0 30294.12 30166.67 30735.29
2017-10-20 32812.5 31281.25 30735.29 31281.25
2017-10-21 26394.74 24265.79 30363.64 25373.68
2017-10-22 22753.49 21895.35 25386.84 21895.35
2017-10-23 23114.63 22321.95 21900.0 22612.2
2017-10-24 22191.49 19302.13 22617.07 21468.09
2017-10-25 19169.81 18283.02 21468.09 18503.77
2017-10-26 20012.24 19095.92 18492.45 19206.12
2017-10-27 18688.46 17867.31 19202.04 18365.38
2017-10-28 18461.54 18080.77 18350.0 18178.85
2017-10-29 20466.67 19077.08 18178.85 19233.33
2017-10-30 21693.18 20775.0 19233.33 20836.36
2017-10-31 21386.05 19937.21 20836.36 19965.12
2017-11-01 23435.14 21135.14 19965.12 21151.35
2017-11-02 23202.94 20008.82 21151.35 22676.47
2017-11-03 24721.88 22762.5 22676.47 24400.0
2 2017-11-04 27386.21 25317.24 24400.0 25651.72
3 2017-11-05 24083.87 23145.16 25651.72 23783.87
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1433 2021-10-05 1856.15 1792.51 1792.63 1804.28
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1437 2021-10-09 1782.35 1721.93 1800.0 1749.2
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1465 2021-11-06 1967.66 1908.98 1931.95 1924.55
1466 2021-11-07 1964.24 1931.52 1924.55 1934.55
1467 2021-11-08 2139.88 2141.1 1925.77 1925.15 1934.55 1935.15 2079.14
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1469 2021-11-10 2673.94 2324.24 2290.06 2432.73
1470 2021-11-11 2488.1 2328.57 2432.73 2410.12
1471 2021-11-12 2568.45 2317.26 2410.12 2331.55
1473 2021-11-14 2398.32 2167.6 2287.43 2379.89
1474 2021-11-15 2188.72 2094.36 2379.89 2120.51
1475 2021-11-16 2280.22 2093.96 2120.51 2106.04
1476 2021-11-17 2135.71 2112.5 1987.23 2030.43 2106.04 2071.89 2067.39
1477 2021-11-18 2176.7 2003.41 2067.39 2039.2
1478 2021-11-19 2117.88 1986.03 2039.2 2097.21
1479 2021-11-20 2176.7 2106.25 2097.21 2159.09
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1486 2021-11-27 2172.94 2078.24 2128.65 2095.88
1487 2021-11-28 2148.8 2065.06 2095.88 2098.19
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1490 2021-12-01 2236.69 2145.56 2146.47 2160.36
1491 2021-12-02 2128.49 2083.14 2160.36 2094.19
1492 2021-12-03 2074.86 1981.71 2094.19 2002.86
1493 2021-12-04 1985.88 1719.21 2002.86 1871.19
1494 2021-12-05 1943.27 1815.2 1871.19 1852.63
1495 2021-12-06 1868.21 1731.79 1852.63 1849.71
1496 2021-12-07 1810.11 1748.88 1849.71 1797.75
1497 2021-12-08 1829.51 1736.61 1797.75 1786.89
1498 2021-12-09 1767.2 1702.15 1786.89 1711.83
1499 2021-12-10 1722.04 1686.56 1711.83 1691.94
1500 2021-12-11 1756.99 1673.12 1691.94 1720.97
1501 2021-12-12 1767.58 1730.22 1720.97 1744.51
1502 2021-12-13 1754.95 1697.28 1744.51 1717.03