gavindiaz/drift
1
0
Fork 0
mirror of https://github.com/webclinic017/drift.git synced 2026-08-15 03:48:09 +00:00
Code Issues Packages Projects Releases Wiki Activity

feat(WalkForward): added regression/classification switch, archived old experiments, wrapped the process into run_whole_pipeline() (#10)

Browse Source 
* 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/XRP_DOT.csv
+28 -28
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
2021-10-04,0.03479,0.03324,0.033,0.03373
2021-10-05,0.03544,0.03386,0.03347,0.03455
2021-10-06,0.03641,0.03332,0.03441,0.03351
2021-10-07,0.03185,0.03025,0.03351,0.03149
2021-10-07,0.03184,0.03024,0.03351,0.03148
2021-10-08,0.03223,0.03139,0.03143,0.03186
2021-10-09,0.03313,0.02935,0.03177,0.03217
2021-10-10,0.03496,0.03307,0.03217,0.03307
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,0.02629,0.02565,0.02526,0.02565
2021-11-15,0.02653,0.02567,0.02565,0.02642
2021-11-16,0.02764,0.02605,0.02642,0.02685
2021-11-17,0.0277,0.02573,0.02663,0.02636
2021-11-17,0.02609,0.02525,0.02685,0.02574
2021-11-18,0.02788,0.02619,0.02564,0.02667
2021-11-19,0.02678,0.02556,0.02664,0.02662
2021-11-20,0.02686,0.02588,0.02662,0.02612
2021-11-21,0.02585,0.02511,0.02612,0.02549
2021-11-22,0.02656,0.02536,0.02549,0.02632
2021-11-23,0.02632,0.02545,0.02632,0.0262
2021-11-24,0.02782,0.02657,0.0262,0.02711
2021-11-25,0.02707,0.02645,0.02696,0.02646
2021-11-26,0.02785,0.02593,0.02636,0.02722
2021-11-27,0.02748,0.02684,0.02717,0.02687
2021-11-28,0.02768,0.02651,0.02687,0.02709
2021-11-29,0.0269,0.02613,0.02704,0.02669
2021-11-30,0.02646,0.02571,0.02667,0.02629
2021-12-01,0.02778,0.02666,0.02624,0.02694
2021-12-02,0.02744,0.02679,0.02694,0.02731
2021-12-03,0.02796,0.02699,0.02731,0.02748
2021-12-04,0.02906,0.02406,0.02733,0.02878
2021-12-05,0.03024,0.02807,0.02878,0.0284
2021-12-06,0.02947,0.02846,0.0284,0.02934
2021-12-07,0.02742,0.02659,0.02934,0.02674
2021-12-08,0.02967,0.02704,0.02674,0.02889
2021-12-09,0.03333,0.03007,0.0288,0.03218
2021-12-10,0.03245,0.03023,0.03218,0.03028
2021-12-11,0.03074,0.02985,0.03019,0.0302
2021-12-12,0.02881,0.02804,0.0302,0.02842
2021-12-13,0.03065,0.02776,0.02842,0.03012
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 0.03479 0.03324 0.033 0.03373
1433 2021-10-05 0.03544 0.03386 0.03347 0.03455
1434 2021-10-06 0.03641 0.03332 0.03441 0.03351
1435 2021-10-07 0.03185 0.03184 0.03025 0.03024 0.03351 0.03149 0.03148
1436 2021-10-08 0.03223 0.03139 0.03143 0.03186
1437 2021-10-09 0.03313 0.02935 0.03177 0.03217
1438 2021-10-10 0.03496 0.03307 0.03217 0.03307
1473 2021-11-14 0.02629 0.02565 0.02526 0.02565
1474 2021-11-15 0.02653 0.02567 0.02565 0.02642
1475 2021-11-16 0.02764 0.02605 0.02642 0.02685
1476 2021-11-17 0.0277 0.02609 0.02573 0.02525 0.02663 0.02685 0.02636 0.02574
1477 2021-11-18 0.02788 0.02619 0.02564 0.02667
1478 2021-11-19 0.02678 0.02556 0.02664 0.02662
1479 2021-11-20 0.02686 0.02588 0.02662 0.02612
1480 2021-11-21 0.02585 0.02511 0.02612 0.02549
1481 2021-11-22 0.02656 0.02536 0.02549 0.02632
1482 2021-11-23 0.02632 0.02545 0.02632 0.0262
1483 2021-11-24 0.02782 0.02657 0.0262 0.02711
1484 2021-11-25 0.02707 0.02645 0.02696 0.02646
1485 2021-11-26 0.02785 0.02593 0.02636 0.02722
1486 2021-11-27 0.02748 0.02684 0.02717 0.02687
1487 2021-11-28 0.02768 0.02651 0.02687 0.02709
1488 2021-11-29 0.0269 0.02613 0.02704 0.02669
1489 2021-11-30 0.02646 0.02571 0.02667 0.02629
1490 2021-12-01 0.02778 0.02666 0.02624 0.02694
1491 2021-12-02 0.02744 0.02679 0.02694 0.02731
1492 2021-12-03 0.02796 0.02699 0.02731 0.02748
1493 2021-12-04 0.02906 0.02406 0.02733 0.02878
1494 2021-12-05 0.03024 0.02807 0.02878 0.0284
1495 2021-12-06 0.02947 0.02846 0.0284 0.02934
1496 2021-12-07 0.02742 0.02659 0.02934 0.02674
1497 2021-12-08 0.02967 0.02704 0.02674 0.02889
1498 2021-12-09 0.03333 0.03007 0.0288 0.03218
1499 2021-12-10 0.03245 0.03023 0.03218 0.03028
1500 2021-12-11 0.03074 0.02985 0.03019 0.0302
1501 2021-12-12 0.02881 0.02804 0.0302 0.02842
1502 2021-12-13 0.03065 0.02776 0.02842 0.03012