gavindiaz/drift
1
0
Fork 0
mirror of https://github.com/webclinic017/drift.git synced 2026-08-14 11:28:06 +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_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
2021-11-14,0.0195,0.01902,0.01889,0.01902
2021-11-15,0.01949,0.01885,0.01902,0.0194
2021-11-16,0.0201,0.01894,0.0194,0.01952
2021-11-17,0.02,0.01917,0.01937,0.01959
2021-11-17,0.01985,0.01922,0.01952,0.01959
2021-11-18,0.02103,0.01976,0.01951,0.02012
2021-11-19,0.02053,0.0196,0.02009,0.02041
2021-11-20,0.02078,0.02002,0.02041,0.0202
2021-11-21,0.02039,0.01981,0.0202,0.02011
2021-11-22,0.02026,0.01934,0.02011,0.02007
2021-11-23,0.02076,0.02007,0.02007,0.02066
2021-11-24,0.02106,0.02011,0.02066,0.02052
2021-11-25,0.01931,0.01886,0.02041,0.01887
2021-11-26,0.01823,0.01697,0.0188,0.01781
2021-11-27,0.01675,0.01636,0.01778,0.01638
2021-11-28,0.01754,0.0168,0.01638,0.01717
2021-11-29,0.01823,0.0177,0.01714,0.01808
2021-11-30,0.01868,0.01815,0.01807,0.01856
2021-12-01,0.0188,0.01804,0.01853,0.01823
2021-12-02,0.01826,0.01783,0.01823,0.01818
2021-12-03,0.01895,0.0183,0.01818,0.01863
2021-12-04,0.02081,0.01723,0.01853,0.0206
2021-12-05,0.02189,0.02033,0.0206,0.02057
2021-12-06,0.02139,0.02066,0.02057,0.0213
2021-12-07,0.02138,0.02074,0.0213,0.02085
2021-12-08,0.02138,0.01949,0.02085,0.02082
2021-12-09,0.0239,0.02156,0.02076,0.02308
2021-12-10,0.02155,0.02008,0.02308,0.02012
2021-12-11,0.02111,0.0205,0.02006,0.02074
2021-12-12,0.02139,0.02083,0.02074,0.0211
2021-12-13,0.02201,0.02094,0.0211,0.02162
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 0.0195 0.01902 0.01889 0.01902
1474 2021-11-15 0.01949 0.01885 0.01902 0.0194
1475 2021-11-16 0.0201 0.01894 0.0194 0.01952
1476 2021-11-17 0.02 0.01985 0.01917 0.01922 0.01937 0.01952 0.01959
1477 2021-11-18 0.02103 0.01976 0.01951 0.02012
1478 2021-11-19 0.02053 0.0196 0.02009 0.02041
1479 2021-11-20 0.02078 0.02002 0.02041 0.0202
1480 2021-11-21 0.02039 0.01981 0.0202 0.02011
1481 2021-11-22 0.02026 0.01934 0.02011 0.02007
1482 2021-11-23 0.02076 0.02007 0.02007 0.02066
1483 2021-11-24 0.02106 0.02011 0.02066 0.02052
1484 2021-11-25 0.01931 0.01886 0.02041 0.01887
1485 2021-11-26 0.01823 0.01697 0.0188 0.01781
1486 2021-11-27 0.01675 0.01636 0.01778 0.01638
1487 2021-11-28 0.01754 0.0168 0.01638 0.01717
1488 2021-11-29 0.01823 0.0177 0.01714 0.01808
1489 2021-11-30 0.01868 0.01815 0.01807 0.01856
1490 2021-12-01 0.0188 0.01804 0.01853 0.01823
1491 2021-12-02 0.01826 0.01783 0.01823 0.01818
1492 2021-12-03 0.01895 0.0183 0.01818 0.01863
1493 2021-12-04 0.02081 0.01723 0.01853 0.0206
1494 2021-12-05 0.02189 0.02033 0.0206 0.02057
1495 2021-12-06 0.02139 0.02066 0.02057 0.0213
1496 2021-12-07 0.02138 0.02074 0.0213 0.02085
1497 2021-12-08 0.02138 0.01949 0.02085 0.02082
1498 2021-12-09 0.0239 0.02156 0.02076 0.02308
1499 2021-12-10 0.02155 0.02008 0.02308 0.02012
1500 2021-12-11 0.02111 0.0205 0.02006 0.02074
1501 2021-12-12 0.02139 0.02083 0.02074 0.0211
1502 2021-12-13 0.02201 0.02094 0.0211 0.02162