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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/XRP_LTC.csv
+28 -28
View File
@@ -1,30 +1,4 @@
time,high,low,open,close
2017-10-09,0.005819,0.004552,0.005272,0.004992
2017-10-10,0.005239,0.004649,0.004992,0.005108
2017-10-11,0.005279,0.005033,0.005108,0.005193
2017-10-12,0.005,0.004106,0.005193,0.004106
2017-10-13,0.004472,0.003746,0.004106,0.00439
2017-10-14,0.004358,0.003948,0.00439,0.003981
2017-10-15,0.004234,0.003754,0.003981,0.004042
2017-10-16,0.004723,0.003879,0.004042,0.003983
2017-10-17,0.004389,0.003668,0.003987,0.003859
2017-10-18,0.003937,0.003456,0.003862,0.003583
2017-10-19,0.00393,0.003446,0.003587,0.003594
2017-10-20,0.003926,0.003345,0.003594,0.003463
2017-10-21,0.00364,0.003341,0.003457,0.003614
2017-10-22,0.003726,0.003542,0.003626,0.003583
2017-10-23,0.003649,0.00342,0.003585,0.003506
2017-10-24,0.003813,0.003107,0.0035,0.003667
2017-10-25,0.003809,0.003574,0.003667,0.003586
2017-10-26,0.003786,0.003579,0.003586,0.003631
2017-10-27,0.003682,0.003537,0.003632,0.00364
2017-10-28,0.003726,0.003616,0.003643,0.00366
2017-10-29,0.003767,0.003341,0.003661,0.003539
2017-10-30,0.003674,0.003551,0.00354,0.003596
2017-10-31,0.003931,0.003546,0.003596,0.003567
2017-11-01,0.004002,0.003594,0.003568,0.003611
2017-11-02,0.003847,0.003169,0.003614,0.003726
2017-11-03,0.004257,0.003446,0.003726,0.003687
2017-11-04,0.003919,0.003621,0.003687,0.003666
2017-11-05,0.003731,0.003544,0.003667,0.00367
2017-11-06,0.003725,0.00344,0.00367,0.003716
@@ -1458,7 +1432,7 @@ time,high,low,open,close
2021-10-04,0.006339,0.00616,0.00619,0.006237
2021-10-05,0.006336,0.00614,0.006237,0.006229
2021-10-06,0.006261,0.005923,0.006229,0.006029
2021-10-07,0.006039,0.005792,0.006032,0.005976
2021-10-07,0.006053,0.005856,0.006029,0.005971
2021-10-08,0.006075,0.005886,0.005971,0.006044
2021-10-09,0.006572,0.006005,0.006044,0.006452
2021-10-10,0.006632,0.006376,0.006452,0.006502
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,0.004759,0.004268,0.004614,0.004289
2021-11-15,0.004537,0.004258,0.004289,0.004473
2021-11-16,0.004788,0.004462,0.004473,0.004763
2021-11-17,0.004912,0.004641,0.004725,0.00473
2021-11-17,0.004897,0.004658,0.004763,0.004736
2021-11-18,0.005191,0.004736,0.004736,0.005115
2021-11-19,0.00513,0.004873,0.005115,0.005031
2021-11-20,0.005051,0.004815,0.005031,0.004868
2021-11-21,0.0049,0.004713,0.004868,0.004819
2021-11-22,0.005015,0.004774,0.004819,0.004958
2021-11-23,0.005064,0.004876,0.004958,0.004939
2021-11-24,0.004974,0.004787,0.004939,0.004833
2021-11-25,0.004893,0.004584,0.004833,0.00466
2021-11-26,0.004984,0.004627,0.00466,0.004767
2021-11-27,0.004903,0.004699,0.004767,0.004848
2021-11-28,0.004954,0.004784,0.004848,0.004844
2021-11-29,0.004976,0.0047,0.004844,0.004773
2021-11-30,0.004965,0.004656,0.004773,0.004785
2021-12-01,0.004824,0.004621,0.004785,0.004747
2021-12-02,0.004957,0.004682,0.004747,0.004804
2021-12-03,0.004968,0.004698,0.004804,0.004893
2021-12-04,0.005477,0.00463,0.004893,0.005214
2021-12-05,0.005355,0.005082,0.005214,0.005122
2021-12-06,0.0054,0.005038,0.005122,0.005079
2021-12-07,0.005261,0.005011,0.005079,0.005049
2021-12-08,0.005337,0.004948,0.005049,0.005176
2021-12-09,0.005856,0.005176,0.005176,0.005728
2021-12-10,0.005728,0.005346,0.005728,0.005395
2021-12-11,0.005459,0.005187,0.005395,0.005283
2021-12-12,0.005363,0.005154,0.005283,0.005263
2021-12-13,0.005469,0.005238,0.005285,0.005398
1 time high low open close
2017-10-09 0.005819 0.004552 0.005272 0.004992
2017-10-10 0.005239 0.004649 0.004992 0.005108
2017-10-11 0.005279 0.005033 0.005108 0.005193
2017-10-12 0.005 0.004106 0.005193 0.004106
2017-10-13 0.004472 0.003746 0.004106 0.00439
2017-10-14 0.004358 0.003948 0.00439 0.003981
2017-10-15 0.004234 0.003754 0.003981 0.004042
2017-10-16 0.004723 0.003879 0.004042 0.003983
2017-10-17 0.004389 0.003668 0.003987 0.003859
2017-10-18 0.003937 0.003456 0.003862 0.003583
2017-10-19 0.00393 0.003446 0.003587 0.003594
2017-10-20 0.003926 0.003345 0.003594 0.003463
2017-10-21 0.00364 0.003341 0.003457 0.003614
2017-10-22 0.003726 0.003542 0.003626 0.003583
2017-10-23 0.003649 0.00342 0.003585 0.003506
2017-10-24 0.003813 0.003107 0.0035 0.003667
2017-10-25 0.003809 0.003574 0.003667 0.003586
2017-10-26 0.003786 0.003579 0.003586 0.003631
2017-10-27 0.003682 0.003537 0.003632 0.00364
2017-10-28 0.003726 0.003616 0.003643 0.00366
2017-10-29 0.003767 0.003341 0.003661 0.003539
2017-10-30 0.003674 0.003551 0.00354 0.003596
2017-10-31 0.003931 0.003546 0.003596 0.003567
2017-11-01 0.004002 0.003594 0.003568 0.003611
2017-11-02 0.003847 0.003169 0.003614 0.003726
2017-11-03 0.004257 0.003446 0.003726 0.003687
2 2017-11-04 0.003919 0.003621 0.003687 0.003666
3 2017-11-05 0.003731 0.003544 0.003667 0.00367
4 2017-11-06 0.003725 0.00344 0.00367 0.003716
1432 2021-10-04 0.006339 0.00616 0.00619 0.006237
1433 2021-10-05 0.006336 0.00614 0.006237 0.006229
1434 2021-10-06 0.006261 0.005923 0.006229 0.006029
1435 2021-10-07 0.006039 0.006053 0.005792 0.005856 0.006032 0.006029 0.005976 0.005971
1436 2021-10-08 0.006075 0.005886 0.005971 0.006044
1437 2021-10-09 0.006572 0.006005 0.006044 0.006452
1438 2021-10-10 0.006632 0.006376 0.006452 0.006502
1473 2021-11-14 0.004759 0.004268 0.004614 0.004289
1474 2021-11-15 0.004537 0.004258 0.004289 0.004473
1475 2021-11-16 0.004788 0.004462 0.004473 0.004763
1476 2021-11-17 0.004912 0.004897 0.004641 0.004658 0.004725 0.004763 0.00473 0.004736
1477 2021-11-18 0.005191 0.004736 0.004736 0.005115
1478 2021-11-19 0.00513 0.004873 0.005115 0.005031
1479 2021-11-20 0.005051 0.004815 0.005031 0.004868
1480 2021-11-21 0.0049 0.004713 0.004868 0.004819
1481 2021-11-22 0.005015 0.004774 0.004819 0.004958
1482 2021-11-23 0.005064 0.004876 0.004958 0.004939
1483 2021-11-24 0.004974 0.004787 0.004939 0.004833
1484 2021-11-25 0.004893 0.004584 0.004833 0.00466
1485 2021-11-26 0.004984 0.004627 0.00466 0.004767
1486 2021-11-27 0.004903 0.004699 0.004767 0.004848
1487 2021-11-28 0.004954 0.004784 0.004848 0.004844
1488 2021-11-29 0.004976 0.0047 0.004844 0.004773
1489 2021-11-30 0.004965 0.004656 0.004773 0.004785
1490 2021-12-01 0.004824 0.004621 0.004785 0.004747
1491 2021-12-02 0.004957 0.004682 0.004747 0.004804
1492 2021-12-03 0.004968 0.004698 0.004804 0.004893
1493 2021-12-04 0.005477 0.00463 0.004893 0.005214
1494 2021-12-05 0.005355 0.005082 0.005214 0.005122
1495 2021-12-06 0.0054 0.005038 0.005122 0.005079
1496 2021-12-07 0.005261 0.005011 0.005079 0.005049
1497 2021-12-08 0.005337 0.004948 0.005049 0.005176
1498 2021-12-09 0.005856 0.005176 0.005176 0.005728
1499 2021-12-10 0.005728 0.005346 0.005728 0.005395
1500 2021-12-11 0.005459 0.005187 0.005395 0.005283
1501 2021-12-12 0.005363 0.005154 0.005283 0.005263
1502 2021-12-13 0.005469 0.005238 0.005285 0.005398