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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_UNI.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
2021-10-04,6.873,6.597,6.557,6.615
2021-10-05,6.97,6.731,6.615,6.775
2021-10-06,7.441,7.058,6.775,7.062
2021-10-07,7.224,6.74,7.065,6.997
2021-10-07,7.233,6.729,7.065,6.997
2021-10-08,7.295,7.066,6.998,7.103
2021-10-09,7.29,7.043,7.103,7.154
2021-10-10,7.53,7.234,7.154,7.236
@@ -1490,8 +1464,8 @@ time,high,low,open,close
2021-11-05,7.88,7.673,7.877,7.785
2021-11-06,8.032,7.793,7.785,7.856
2021-11-07,8.096,7.962,7.856,7.974
2021-11-08,8.974,8.076,7.974,8.719
2021-11-09,10.42,8.578,8.719,9.947
2021-11-08,8.979,8.073,7.977,8.719
2021-11-09,10.42,8.567,8.719,9.949
2021-11-10,11.32,9.841,9.947,10.3
2021-11-11,10.67,9.982,10.3,10.33
2021-11-12,11.26,10.16,10.33,10.22
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,11.44,10.34,10.46,11.36
2021-11-15,11.31,10.82,11.36,10.96
2021-11-16,11.49,10.55,10.96,10.61
2021-11-17,10.91,10.22,10.61,10.64
2021-11-17,10.73,10.31,10.61,10.5
2021-11-18,10.85,9.989,10.5,10.17
2021-11-19,10.38,9.734,10.17,10.28
2021-11-20,10.39,10.05,10.28,10.3
2021-11-21,10.42,10.13,10.3,10.23
2021-11-22,10.17,9.866,10.23,9.981
2021-11-23,9.813,9.549,9.981,9.738
2021-11-24,10.43,10.01,9.738,10.2
2021-11-25,10.76,10.17,10.2,10.42
2021-11-26,10.61,9.69,10.42,10.16
2021-11-27,10.38,9.927,10.16,10.01
2021-11-28,10.14,9.744,10.01,9.901
2021-11-29,10.23,9.803,9.901,10.15
2021-11-30,9.938,9.469,10.15,9.78
2021-12-01,10.32,9.896,9.78,9.965
2021-12-02,9.217,9.021,9.965,9.068
2021-12-03,9.761,9.323,9.068,9.422
2021-12-04,10.05,8.704,9.422,9.474
2021-12-05,9.928,9.274,9.474,9.465
2021-12-06,9.415,8.727,9.465,9.321
2021-12-07,9.488,9.167,9.321,9.423
2021-12-08,9.017,8.559,9.423,8.807
2021-12-09,9.662,9.306,8.807,9.359
2021-12-10,9.966,9.76,9.359,9.792
2021-12-11,10.15,9.668,9.792,9.944
2021-12-12,10.05,9.841,9.944,9.922
2021-12-13,10.43,9.738,9.922,10.18
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 6.873 6.597 6.557 6.615
1433 2021-10-05 6.97 6.731 6.615 6.775
1434 2021-10-06 7.441 7.058 6.775 7.062
1435 2021-10-07 7.224 7.233 6.74 6.729 7.065 6.997
1436 2021-10-08 7.295 7.066 6.998 7.103
1437 2021-10-09 7.29 7.043 7.103 7.154
1438 2021-10-10 7.53 7.234 7.154 7.236
1464 2021-11-05 7.88 7.673 7.877 7.785
1465 2021-11-06 8.032 7.793 7.785 7.856
1466 2021-11-07 8.096 7.962 7.856 7.974
1467 2021-11-08 8.974 8.979 8.076 8.073 7.974 7.977 8.719
1468 2021-11-09 10.42 8.578 8.567 8.719 9.947 9.949
1469 2021-11-10 11.32 9.841 9.947 10.3
1470 2021-11-11 10.67 9.982 10.3 10.33
1471 2021-11-12 11.26 10.16 10.33 10.22
1473 2021-11-14 11.44 10.34 10.46 11.36
1474 2021-11-15 11.31 10.82 11.36 10.96
1475 2021-11-16 11.49 10.55 10.96 10.61
1476 2021-11-17 10.91 10.73 10.22 10.31 10.61 10.64 10.5
1477 2021-11-18 10.85 9.989 10.5 10.17
1478 2021-11-19 10.38 9.734 10.17 10.28
1479 2021-11-20 10.39 10.05 10.28 10.3
1480 2021-11-21 10.42 10.13 10.3 10.23
1481 2021-11-22 10.17 9.866 10.23 9.981
1482 2021-11-23 9.813 9.549 9.981 9.738
1483 2021-11-24 10.43 10.01 9.738 10.2
1484 2021-11-25 10.76 10.17 10.2 10.42
1485 2021-11-26 10.61 9.69 10.42 10.16
1486 2021-11-27 10.38 9.927 10.16 10.01
1487 2021-11-28 10.14 9.744 10.01 9.901
1488 2021-11-29 10.23 9.803 9.901 10.15
1489 2021-11-30 9.938 9.469 10.15 9.78
1490 2021-12-01 10.32 9.896 9.78 9.965
1491 2021-12-02 9.217 9.021 9.965 9.068
1492 2021-12-03 9.761 9.323 9.068 9.422
1493 2021-12-04 10.05 8.704 9.422 9.474
1494 2021-12-05 9.928 9.274 9.474 9.465
1495 2021-12-06 9.415 8.727 9.465 9.321
1496 2021-12-07 9.488 9.167 9.321 9.423
1497 2021-12-08 9.017 8.559 9.423 8.807
1498 2021-12-09 9.662 9.306 8.807 9.359
1499 2021-12-10 9.966 9.76 9.359 9.792
1500 2021-12-11 10.15 9.668 9.792 9.944
1501 2021-12-12 10.05 9.841 9.944 9.922
1502 2021-12-13 10.43 9.738 9.922 10.18