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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_TRX.csv
+29 -29
View File
@@ -1,30 +1,4 @@
time,high,low,open,close
2017-10-09,141.67,110.84,114.89,121.56
2017-10-10,102.94,91.35,121.56,100.37
2017-10-11,113.22,107.96,100.37,111.39
2017-10-12,124.77,102.45,111.39,102.45
2017-10-13,126.92,106.3,102.45,124.59
2017-10-14,119.4,108.18,124.59,109.08
2017-10-15,125.05,110.9,109.08,119.38
2017-10-16,143.49,117.84,119.38,121.0
2017-10-17,136.44,114.03,121.11,119.97
2017-10-18,118.89,104.36,120.06,108.19
2017-10-19,120.79,105.91,108.19,110.47
2017-10-20,122.81,104.62,110.47,108.31
2017-10-21,92.37,84.76,104.97,91.71
2017-10-22,81.58,77.56,92.05,78.44
2017-10-23,82.51,77.34,78.51,79.27
2017-10-24,81.85,66.7,79.17,78.72
2017-10-25,70.47,66.13,78.72,66.36
2017-10-26,72.71,68.73,66.32,69.73
2017-10-27,67.62,64.96,69.73,66.85
2017-10-28,67.73,65.73,66.85,66.54
2017-10-29,72.46,64.25,66.56,68.06
2017-10-30,76.55,74.0,68.08,74.93
2017-10-31,78.49,70.79,74.93,71.21
2017-11-01,84.65,76.03,71.23,76.38
2017-11-02,87.24,71.85,76.43,84.5
2017-11-03,103.88,84.09,84.5,89.97
2017-11-04,100.52,92.9,89.97,94.03
2017-11-05,88.74,84.29,94.07,87.29
2017-11-06,97.27,89.83,87.29,97.03
@@ -1490,8 +1464,8 @@ time,high,low,open,close
2021-11-05,11.57,11.05,11.64,11.24
2021-11-06,11.47,11.07,11.24,11.22
2021-11-07,12.03,11.22,11.22,11.67
2021-11-08,12.16,11.58,11.67,11.65
2021-11-09,11.16,10.68,11.65,10.99
2021-11-08,12.18,11.58,11.68,11.65
2021-11-09,11.18,10.64,11.65,10.98
2021-11-10,12.12,10.89,10.99,11.13
2021-11-11,11.46,10.88,11.13,11.16
2021-11-12,11.3,10.86,11.16,11.03
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,10.34,10.13,10.55,10.13
2021-11-15,9.518,9.277,10.13,9.451
2021-11-16,10.19,9.797,9.451,9.951
2021-11-17,9.99,9.709,9.96,9.785
2021-11-17,9.973,9.804,9.951,9.864
2021-11-18,10.86,10.2,9.864,10.39
2021-11-19,10.6,10.16,10.39,10.49
2021-11-20,10.69,10.4,10.49,10.44
2021-11-21,10.11,9.885,10.44,9.918
2021-11-22,10.23,9.884,9.918,10.17
2021-11-23,10.45,10.21,10.17,10.41
2021-11-24,10.88,10.46,10.41,10.57
2021-11-25,10.66,10.41,10.57,10.42
2021-11-26,10.44,9.708,10.42,10.22
2021-11-27,10.38,10.14,10.22,10.15
2021-11-28,10.42,9.976,10.15,10.19
2021-11-29,10.36,10.04,10.19,10.26
2021-11-30,10.37,10.08,10.26,10.31
2021-12-01,10.52,10.18,10.31,10.24
2021-12-02,10.06,9.93,10.24,10.01
2021-12-03,9.931,9.754,10.01,9.817
2021-12-04,9.814,8.124,9.817,9.718
2021-12-05,10.14,9.415,9.718,9.526
2021-12-06,9.503,9.179,9.526,9.462
2021-12-07,9.287,9.006,9.462,9.056
2021-12-08,9.579,8.732,9.056,9.328
2021-12-09,10.17,9.151,9.328,9.704
2021-12-10,9.758,9.081,9.704,9.113
2021-12-11,9.296,9.027,9.113,9.134
2021-12-12,9.346,9.099,9.134,9.22
2021-12-13,9.372,9.158,9.217,9.234
1 time high low open close
2017-10-09 141.67 110.84 114.89 121.56
2017-10-10 102.94 91.35 121.56 100.37
2017-10-11 113.22 107.96 100.37 111.39
2017-10-12 124.77 102.45 111.39 102.45
2017-10-13 126.92 106.3 102.45 124.59
2017-10-14 119.4 108.18 124.59 109.08
2017-10-15 125.05 110.9 109.08 119.38
2017-10-16 143.49 117.84 119.38 121.0
2017-10-17 136.44 114.03 121.11 119.97
2017-10-18 118.89 104.36 120.06 108.19
2017-10-19 120.79 105.91 108.19 110.47
2017-10-20 122.81 104.62 110.47 108.31
2017-10-21 92.37 84.76 104.97 91.71
2017-10-22 81.58 77.56 92.05 78.44
2017-10-23 82.51 77.34 78.51 79.27
2017-10-24 81.85 66.7 79.17 78.72
2017-10-25 70.47 66.13 78.72 66.36
2017-10-26 72.71 68.73 66.32 69.73
2017-10-27 67.62 64.96 69.73 66.85
2017-10-28 67.73 65.73 66.85 66.54
2017-10-29 72.46 64.25 66.56 68.06
2017-10-30 76.55 74.0 68.08 74.93
2017-10-31 78.49 70.79 74.93 71.21
2017-11-01 84.65 76.03 71.23 76.38
2017-11-02 87.24 71.85 76.43 84.5
2017-11-03 103.88 84.09 84.5 89.97
2 2017-11-04 100.52 92.9 89.97 94.03
3 2017-11-05 88.74 84.29 94.07 87.29
4 2017-11-06 97.27 89.83 87.29 97.03
1464 2021-11-05 11.57 11.05 11.64 11.24
1465 2021-11-06 11.47 11.07 11.24 11.22
1466 2021-11-07 12.03 11.22 11.22 11.67
1467 2021-11-08 12.16 12.18 11.58 11.67 11.68 11.65
1468 2021-11-09 11.16 11.18 10.68 10.64 11.65 10.99 10.98
1469 2021-11-10 12.12 10.89 10.99 11.13
1470 2021-11-11 11.46 10.88 11.13 11.16
1471 2021-11-12 11.3 10.86 11.16 11.03
1473 2021-11-14 10.34 10.13 10.55 10.13
1474 2021-11-15 9.518 9.277 10.13 9.451
1475 2021-11-16 10.19 9.797 9.451 9.951
1476 2021-11-17 9.99 9.973 9.709 9.804 9.96 9.951 9.785 9.864
1477 2021-11-18 10.86 10.2 9.864 10.39
1478 2021-11-19 10.6 10.16 10.39 10.49
1479 2021-11-20 10.69 10.4 10.49 10.44
1480 2021-11-21 10.11 9.885 10.44 9.918
1481 2021-11-22 10.23 9.884 9.918 10.17
1482 2021-11-23 10.45 10.21 10.17 10.41
1483 2021-11-24 10.88 10.46 10.41 10.57
1484 2021-11-25 10.66 10.41 10.57 10.42
1485 2021-11-26 10.44 9.708 10.42 10.22
1486 2021-11-27 10.38 10.14 10.22 10.15
1487 2021-11-28 10.42 9.976 10.15 10.19
1488 2021-11-29 10.36 10.04 10.19 10.26
1489 2021-11-30 10.37 10.08 10.26 10.31
1490 2021-12-01 10.52 10.18 10.31 10.24
1491 2021-12-02 10.06 9.93 10.24 10.01
1492 2021-12-03 9.931 9.754 10.01 9.817
1493 2021-12-04 9.814 8.124 9.817 9.718
1494 2021-12-05 10.14 9.415 9.718 9.526
1495 2021-12-06 9.503 9.179 9.526 9.462
1496 2021-12-07 9.287 9.006 9.462 9.056
1497 2021-12-08 9.579 8.732 9.056 9.328
1498 2021-12-09 10.17 9.151 9.328 9.704
1499 2021-12-10 9.758 9.081 9.704 9.113
1500 2021-12-11 9.296 9.027 9.113 9.134
1501 2021-12-12 9.346 9.099 9.134 9.22
1502 2021-12-13 9.372 9.158 9.217 9.234