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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/TRX_FIL.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
2021-11-14,0.001905,0.00179,0.00179,0.001874
2021-11-15,0.002057,0.001838,0.001874,0.002036
2021-11-16,0.002085,0.001925,0.002036,0.001946
2021-11-17,0.002049,0.001934,0.001946,0.001999
2021-11-17,0.002021,0.001957,0.001946,0.001978
2021-11-18,0.002046,0.001925,0.001978,0.001936
2021-11-19,0.001966,0.00189,0.001936,0.001933
2021-11-20,0.001975,0.001921,0.001933,0.001932
2021-11-21,0.002028,0.00194,0.001932,0.002006
2021-11-22,0.001989,0.001913,0.002006,0.001967
2021-11-23,0.002037,0.001981,0.001967,0.001981
2021-11-24,0.002033,0.001909,0.001981,0.001931
2021-11-25,0.001843,0.001801,0.001931,0.001811
2021-11-26,0.001771,0.001679,0.001811,0.00174
2021-11-27,0.001641,0.001613,0.00174,0.001613
2021-11-28,0.001735,0.001674,0.001613,0.001684
2021-11-29,0.001772,0.00173,0.001684,0.001762
2021-11-30,0.001822,0.001769,0.001762,0.001801
2021-12-01,0.001821,0.001768,0.001801,0.001779
2021-12-02,0.001819,0.001777,0.001779,0.001808
2021-12-03,0.001952,0.001855,0.001808,0.001888
2021-12-04,0.002132,0.002,0.001888,0.00212
2021-12-05,0.002235,0.002146,0.00212,0.002159
2021-12-06,0.002329,0.002172,0.002159,0.002251
2021-12-07,0.002342,0.002212,0.002251,0.002303
2021-12-08,0.002268,0.002159,0.002303,0.002232
2021-12-09,0.002395,0.002294,0.002232,0.002357
2021-12-10,0.002248,0.002189,0.002357,0.002201
2021-12-11,0.002295,0.002246,0.002201,0.002271
2021-12-12,0.002352,0.002289,0.002271,0.002289
2021-12-13,0.002371,0.002278,0.002289,0.002332
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 0.001905 0.00179 0.00179 0.001874
1474 2021-11-15 0.002057 0.001838 0.001874 0.002036
1475 2021-11-16 0.002085 0.001925 0.002036 0.001946
1476 2021-11-17 0.002049 0.002021 0.001934 0.001957 0.001946 0.001999 0.001978
1477 2021-11-18 0.002046 0.001925 0.001978 0.001936
1478 2021-11-19 0.001966 0.00189 0.001936 0.001933
1479 2021-11-20 0.001975 0.001921 0.001933 0.001932
1480 2021-11-21 0.002028 0.00194 0.001932 0.002006
1481 2021-11-22 0.001989 0.001913 0.002006 0.001967
1482 2021-11-23 0.002037 0.001981 0.001967 0.001981
1483 2021-11-24 0.002033 0.001909 0.001981 0.001931
1484 2021-11-25 0.001843 0.001801 0.001931 0.001811
1485 2021-11-26 0.001771 0.001679 0.001811 0.00174
1486 2021-11-27 0.001641 0.001613 0.00174 0.001613
1487 2021-11-28 0.001735 0.001674 0.001613 0.001684
1488 2021-11-29 0.001772 0.00173 0.001684 0.001762
1489 2021-11-30 0.001822 0.001769 0.001762 0.001801
1490 2021-12-01 0.001821 0.001768 0.001801 0.001779
1491 2021-12-02 0.001819 0.001777 0.001779 0.001808
1492 2021-12-03 0.001952 0.001855 0.001808 0.001888
1493 2021-12-04 0.002132 0.002 0.001888 0.00212
1494 2021-12-05 0.002235 0.002146 0.00212 0.002159
1495 2021-12-06 0.002329 0.002172 0.002159 0.002251
1496 2021-12-07 0.002342 0.002212 0.002251 0.002303
1497 2021-12-08 0.002268 0.002159 0.002303 0.002232
1498 2021-12-09 0.002395 0.002294 0.002232 0.002357
1499 2021-12-10 0.002248 0.002189 0.002357 0.002201
1500 2021-12-11 0.002295 0.002246 0.002201 0.002271
1501 2021-12-12 0.002352 0.002289 0.002271 0.002289
1502 2021-12-13 0.002371 0.002278 0.002289 0.002332