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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_USD.csv
+28 -28
View File
@@ -1,30 +1,4 @@
time,high,low,open,close
2017-10-09,53.44,48.12,53.3,50.08
2017-10-10,51.63,49.69,50.08,50.58
2017-10-11,51.05,50.18,50.58,50.79
2017-10-12,59.72,50.73,50.79,59.72
2017-10-13,60.76,55.11,59.72,59.05
2017-10-14,66.48,58.34,59.05,63.94
2017-10-15,69.95,62.08,63.94,65.57
2017-10-16,66.41,62.28,65.58,64.76
2017-10-17,64.97,58.5,64.76,59.19
2017-10-18,61.89,53.05,59.19,60.55
2017-10-19,61.39,58.35,60.55,59.68
2017-10-20,62.17,58.31,59.68,60.09
2017-10-21,60.36,56.17,60.08,58.09
2017-10-22,58.67,55.73,58.09,56.51
2017-10-23,56.57,51.92,56.52,54.63
2017-10-24,58.98,52.35,54.63,55.56
2017-10-25,56.4,53.52,55.56,56.19
2017-10-26,56.95,54.9,56.19,55.55
2017-10-27,55.99,54.69,55.55,55.02
2017-10-28,55.79,53.95,55.02,54.22
2017-10-29,57.83,53.86,54.22,56.75
2017-10-30,58.66,55.81,56.75,56.22
2017-10-31,56.74,55.49,56.22,55.5
2017-11-01,55.62,52.72,55.5,52.83
2017-11-02,54.9,50.03,52.82,54.19
2017-11-03,56.13,53.79,54.19,55.98
2017-11-04,56.12,54.62,55.98,54.83
2017-11-05,55.45,54.43,54.84,54.6
2017-11-06,55.79,53.43,54.6,54.5
@@ -1458,7 +1432,7 @@ time,high,low,open,close
2021-10-04,170.81,161.58,170.64,167.73
2021-10-05,175.46,166.74,167.73,173.82
2021-10-06,182.98,163.99,173.82,178.5
2021-10-07,184.42,172.04,178.54,178.61
2021-10-07,187.05,173.46,178.49,178.57
2021-10-08,183.32,174.57,178.56,175.85
2021-10-09,182.83,174.58,175.85,179.88
2021-10-10,183.96,174.27,179.88,174.93
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,279.5,248.61,257.84,279.22
2021-11-15,281.36,259.34,279.22,263.11
2021-11-16,263.17,224.26,263.11,230.42
2021-11-17,235.35,218.83,230.42,231.67
2021-11-17,235.35,218.83,230.42,229.7
2021-11-18,232.22,200.06,229.7,204.44
2021-11-19,221.46,199.82,204.44,218.24
2021-11-20,227.95,213.06,218.24,227.2
2021-11-21,230.87,220.03,227.2,221.86
2021-11-22,222.02,205.56,221.86,209.34
2021-11-23,218.71,205.49,209.34,216.34
2021-11-24,217.52,206.15,216.34,212.42
2021-11-25,229.74,210.84,212.42,223.04
2021-11-26,224.93,190.29,223.04,195.52
2021-11-27,201.06,190.93,195.52,195.45
2021-11-28,200.04,182.28,195.45,199.64
2021-11-29,209.58,195.56,199.64,205.8
2021-11-30,219.64,197.74,205.8,207.82
2021-12-01,217.83,205.5,207.82,208.96
2021-12-02,210.19,200.27,208.96,203.62
2021-12-03,208.24,181.29,203.62,187.98
2021-12-04,189.23,136.05,187.98,163.09
2021-12-05,165.14,148.91,163.09,156.58
2021-12-06,164.67,141.53,156.58,161.81
2021-12-07,165.95,158.45,161.81,162.06
2021-12-08,170.32,156.34,162.06,165.22
2021-12-09,167.15,151.49,165.22,151.5
2021-12-10,159.86,147.79,151.5,148.53
2021-12-11,159.56,145.85,148.53,158.0
2021-12-12,162.91,153.39,158.0,159.1
2021-12-13,159.94,146.87,159.1,146.97
1 time high low open close
2017-10-09 53.44 48.12 53.3 50.08
2017-10-10 51.63 49.69 50.08 50.58
2017-10-11 51.05 50.18 50.58 50.79
2017-10-12 59.72 50.73 50.79 59.72
2017-10-13 60.76 55.11 59.72 59.05
2017-10-14 66.48 58.34 59.05 63.94
2017-10-15 69.95 62.08 63.94 65.57
2017-10-16 66.41 62.28 65.58 64.76
2017-10-17 64.97 58.5 64.76 59.19
2017-10-18 61.89 53.05 59.19 60.55
2017-10-19 61.39 58.35 60.55 59.68
2017-10-20 62.17 58.31 59.68 60.09
2017-10-21 60.36 56.17 60.08 58.09
2017-10-22 58.67 55.73 58.09 56.51
2017-10-23 56.57 51.92 56.52 54.63
2017-10-24 58.98 52.35 54.63 55.56
2017-10-25 56.4 53.52 55.56 56.19
2017-10-26 56.95 54.9 56.19 55.55
2017-10-27 55.99 54.69 55.55 55.02
2017-10-28 55.79 53.95 55.02 54.22
2017-10-29 57.83 53.86 54.22 56.75
2017-10-30 58.66 55.81 56.75 56.22
2017-10-31 56.74 55.49 56.22 55.5
2017-11-01 55.62 52.72 55.5 52.83
2017-11-02 54.9 50.03 52.82 54.19
2017-11-03 56.13 53.79 54.19 55.98
2 2017-11-04 56.12 54.62 55.98 54.83
3 2017-11-05 55.45 54.43 54.84 54.6
4 2017-11-06 55.79 53.43 54.6 54.5
1432 2021-10-04 170.81 161.58 170.64 167.73
1433 2021-10-05 175.46 166.74 167.73 173.82
1434 2021-10-06 182.98 163.99 173.82 178.5
1435 2021-10-07 184.42 187.05 172.04 173.46 178.54 178.49 178.61 178.57
1436 2021-10-08 183.32 174.57 178.56 175.85
1437 2021-10-09 182.83 174.58 175.85 179.88
1438 2021-10-10 183.96 174.27 179.88 174.93
1473 2021-11-14 279.5 248.61 257.84 279.22
1474 2021-11-15 281.36 259.34 279.22 263.11
1475 2021-11-16 263.17 224.26 263.11 230.42
1476 2021-11-17 235.35 218.83 230.42 231.67 229.7
1477 2021-11-18 232.22 200.06 229.7 204.44
1478 2021-11-19 221.46 199.82 204.44 218.24
1479 2021-11-20 227.95 213.06 218.24 227.2
1480 2021-11-21 230.87 220.03 227.2 221.86
1481 2021-11-22 222.02 205.56 221.86 209.34
1482 2021-11-23 218.71 205.49 209.34 216.34
1483 2021-11-24 217.52 206.15 216.34 212.42
1484 2021-11-25 229.74 210.84 212.42 223.04
1485 2021-11-26 224.93 190.29 223.04 195.52
1486 2021-11-27 201.06 190.93 195.52 195.45
1487 2021-11-28 200.04 182.28 195.45 199.64
1488 2021-11-29 209.58 195.56 199.64 205.8
1489 2021-11-30 219.64 197.74 205.8 207.82
1490 2021-12-01 217.83 205.5 207.82 208.96
1491 2021-12-02 210.19 200.27 208.96 203.62
1492 2021-12-03 208.24 181.29 203.62 187.98
1493 2021-12-04 189.23 136.05 187.98 163.09
1494 2021-12-05 165.14 148.91 163.09 156.58
1495 2021-12-06 164.67 141.53 156.58 161.81
1496 2021-12-07 165.95 158.45 161.81 162.06
1497 2021-12-08 170.32 156.34 162.06 165.22
1498 2021-12-09 167.15 151.49 165.22 151.5
1499 2021-12-10 159.86 147.79 151.5 148.53
1500 2021-12-11 159.56 145.85 148.53 158.0
1501 2021-12-12 162.91 153.39 158.0 159.1
1502 2021-12-13 159.94 146.87 159.1 146.97