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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/QQQ.csv
+17
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@@ -1010,3 +1010,20 @@ time,open,high,low,close,volume
2021-11-12,391.77,395.25,390.13,394.7,32532903.0
2021-11-15,395.91,396.24,392.095,394.61,33716861.0
2021-11-16,393.86,397.93,393.66,397.42,27872940.0
2021-11-17,397.75,399.7196,396.64,397.63,28703263.0
2021-11-18,399.73,402.27,397.45,401.75,45721515.0
2021-11-19,403.43,405.3,402.58,403.99,45191721.0
2021-11-22,405.57,408.71,399.19,399.3,61715370.0
2021-11-23,398.11,400.23,392.92,397.48,70098736.0
2021-11-24,394.93,399.05,392.54,398.76,46954382.0
2021-11-26,396.11,397.54,389.77,391.2,51533314.0
2021-11-29,395.89,400.73,395.14,399.69,54447106.0
2021-11-30,398.78,401.19,391.75,393.82,81332693.0
2021-12-01,398.28,400.48,386.64,387.12,78379245.0
2021-12-02,385.8,391.74,384.34,389.91,84416623.0
2021-12-03,391.31,392.34,378.9,383.13,105349104.0
2021-12-06,383.63,387.6,379.3,386.2,67588801.0
2021-12-07,393.03,398.46,392.99,397.83,56005264.0
2021-12-08,398.17,399.82,396.22,399.61,39204041.0
2021-12-09,398.35,400.2,393.5299,393.73,49973714.0
2021-12-10,396.62,398.28,393.36,398.01,52545767.0
1 time open high low close volume
1010 2021-11-12 391.77 395.25 390.13 394.7 32532903.0
1011 2021-11-15 395.91 396.24 392.095 394.61 33716861.0
1012 2021-11-16 393.86 397.93 393.66 397.42 27872940.0
1013 2021-11-17 397.75 399.7196 396.64 397.63 28703263.0
1014 2021-11-18 399.73 402.27 397.45 401.75 45721515.0
1015 2021-11-19 403.43 405.3 402.58 403.99 45191721.0
1016 2021-11-22 405.57 408.71 399.19 399.3 61715370.0
1017 2021-11-23 398.11 400.23 392.92 397.48 70098736.0
1018 2021-11-24 394.93 399.05 392.54 398.76 46954382.0
1019 2021-11-26 396.11 397.54 389.77 391.2 51533314.0
1020 2021-11-29 395.89 400.73 395.14 399.69 54447106.0
1021 2021-11-30 398.78 401.19 391.75 393.82 81332693.0
1022 2021-12-01 398.28 400.48 386.64 387.12 78379245.0
1023 2021-12-02 385.8 391.74 384.34 389.91 84416623.0
1024 2021-12-03 391.31 392.34 378.9 383.13 105349104.0
1025 2021-12-06 383.63 387.6 379.3 386.2 67588801.0
1026 2021-12-07 393.03 398.46 392.99 397.83 56005264.0
1027 2021-12-08 398.17 399.82 396.22 399.61 39204041.0
1028 2021-12-09 398.35 400.2 393.5299 393.73 49973714.0
1029 2021-12-10 396.62 398.28 393.36 398.01 52545767.0