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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/SOL_USD.csv
+27 -27
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
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,241.94,230.47,241.66,238.71
2021-11-15,246.33,234.5,238.71,238.17
2021-11-16,238.17,214.88,238.17,219.09
2021-11-17,222.24,209.95,219.09,216.17
2021-11-17,222.24,209.95,219.09,218.95
2021-11-18,222.78,186.78,218.95,195.24
2021-11-19,219.74,189.18,195.24,215.39
2021-11-20,221.28,206.17,215.39,217.89
2021-11-21,235.71,210.44,217.89,230.56
2021-11-22,232.18,211.75,230.56,215.78
2021-11-23,226.17,211.04,215.78,221.94
2021-11-24,222.31,200.2,221.94,205.75
2021-11-25,216.48,202.06,205.75,210.06
2021-11-26,210.6,182.81,210.06,192.24
2021-11-27,199.47,190.69,192.24,193.0
2021-11-28,202.3,181.17,193.0,200.92
2021-11-29,212.94,199.87,200.92,204.22
2021-11-30,218.52,199.73,204.22,208.43
2021-12-01,232.51,207.77,208.43,229.91
2021-12-02,243.31,220.2,229.91,233.89
2021-12-03,239.63,206.22,233.89,211.87
2021-12-04,212.63,175.73,211.87,201.01
2021-12-05,204.66,181.28,201.01,196.74
2021-12-06,197.72,176.61,196.74,194.03
2021-12-07,204.27,188.08,194.03,190.38
2021-12-08,196.33,183.89,190.38,194.74
2021-12-09,196.81,178.8,194.74,181.41
2021-12-10,184.56,167.31,181.41,167.65
2021-12-11,173.8,161.48,167.65,172.08
2021-12-12,176.87,167.8,172.08,173.0
2021-12-13,173.0,155.92,173.0,156.29
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
1473 2021-11-14 241.94 230.47 241.66 238.71
1474 2021-11-15 246.33 234.5 238.71 238.17
1475 2021-11-16 238.17 214.88 238.17 219.09
1476 2021-11-17 222.24 209.95 219.09 216.17 218.95
1477 2021-11-18 222.78 186.78 218.95 195.24
1478 2021-11-19 219.74 189.18 195.24 215.39
1479 2021-11-20 221.28 206.17 215.39 217.89
1480 2021-11-21 235.71 210.44 217.89 230.56
1481 2021-11-22 232.18 211.75 230.56 215.78
1482 2021-11-23 226.17 211.04 215.78 221.94
1483 2021-11-24 222.31 200.2 221.94 205.75
1484 2021-11-25 216.48 202.06 205.75 210.06
1485 2021-11-26 210.6 182.81 210.06 192.24
1486 2021-11-27 199.47 190.69 192.24 193.0
1487 2021-11-28 202.3 181.17 193.0 200.92
1488 2021-11-29 212.94 199.87 200.92 204.22
1489 2021-11-30 218.52 199.73 204.22 208.43
1490 2021-12-01 232.51 207.77 208.43 229.91
1491 2021-12-02 243.31 220.2 229.91 233.89
1492 2021-12-03 239.63 206.22 233.89 211.87
1493 2021-12-04 212.63 175.73 211.87 201.01
1494 2021-12-05 204.66 181.28 201.01 196.74
1495 2021-12-06 197.72 176.61 196.74 194.03
1496 2021-12-07 204.27 188.08 194.03 190.38
1497 2021-12-08 196.33 183.89 190.38 194.74
1498 2021-12-09 196.81 178.8 194.74 181.41
1499 2021-12-10 184.56 167.31 181.41 167.65
1500 2021-12-11 173.8 161.48 167.65 172.08
1501 2021-12-12 176.87 167.8 172.08 173.0
1502 2021-12-13 173.0 155.92 173.0 156.29