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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_UNI.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
2021-11-14,0.04966,0.04845,0.04824,0.04845
2021-11-15,0.04947,0.04785,0.04845,0.04925
2021-11-16,0.05203,0.04904,0.04925,0.05054
2021-11-17,0.05149,0.04934,0.05014,0.05032
2021-11-17,0.05095,0.04932,0.05054,0.05028
2021-11-18,0.05416,0.05088,0.05008,0.05181
2021-11-19,0.05206,0.04969,0.05174,0.05176
2021-11-20,0.05134,0.04946,0.05176,0.04992
2021-11-21,0.05011,0.04868,0.04992,0.04942
2021-11-22,0.05007,0.0478,0.04942,0.04961
2021-11-23,0.04832,0.04672,0.04961,0.04811
2021-11-24,0.05123,0.04892,0.04811,0.04991
2021-11-25,0.04994,0.04879,0.04964,0.04881
2021-11-26,0.04999,0.04654,0.04864,0.04884
2021-11-27,0.04959,0.04844,0.04876,0.0485
2021-11-28,0.04915,0.04707,0.0485,0.0481
2021-11-29,0.04926,0.04784,0.04801,0.04886
2021-11-30,0.04725,0.04591,0.04883,0.04696
2021-12-01,0.04874,0.04678,0.04687,0.04727
2021-12-02,0.04372,0.0427,0.04727,0.04353
2021-12-03,0.04723,0.04561,0.04353,0.04643
2021-12-04,0.04969,0.04113,0.04618,0.0492
2021-12-05,0.05181,0.0481,0.0492,0.04867
2021-12-06,0.04789,0.04626,0.04867,0.04768
2021-12-07,0.04867,0.0472,0.04768,0.04747
2021-12-08,0.04721,0.04304,0.04747,0.04597
2021-12-09,0.05543,0.05001,0.04584,0.05353
2021-12-10,0.05668,0.05281,0.05353,0.0529
2021-12-11,0.05371,0.05216,0.05274,0.05278
2021-12-12,0.05316,0.05175,0.05278,0.05244
2021-12-13,0.0558,0.05217,0.05244,0.05495
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 0.04966 0.04845 0.04824 0.04845
1474 2021-11-15 0.04947 0.04785 0.04845 0.04925
1475 2021-11-16 0.05203 0.04904 0.04925 0.05054
1476 2021-11-17 0.05149 0.05095 0.04934 0.04932 0.05014 0.05054 0.05032 0.05028
1477 2021-11-18 0.05416 0.05088 0.05008 0.05181
1478 2021-11-19 0.05206 0.04969 0.05174 0.05176
1479 2021-11-20 0.05134 0.04946 0.05176 0.04992
1480 2021-11-21 0.05011 0.04868 0.04992 0.04942
1481 2021-11-22 0.05007 0.0478 0.04942 0.04961
1482 2021-11-23 0.04832 0.04672 0.04961 0.04811
1483 2021-11-24 0.05123 0.04892 0.04811 0.04991
1484 2021-11-25 0.04994 0.04879 0.04964 0.04881
1485 2021-11-26 0.04999 0.04654 0.04864 0.04884
1486 2021-11-27 0.04959 0.04844 0.04876 0.0485
1487 2021-11-28 0.04915 0.04707 0.0485 0.0481
1488 2021-11-29 0.04926 0.04784 0.04801 0.04886
1489 2021-11-30 0.04725 0.04591 0.04883 0.04696
1490 2021-12-01 0.04874 0.04678 0.04687 0.04727
1491 2021-12-02 0.04372 0.0427 0.04727 0.04353
1492 2021-12-03 0.04723 0.04561 0.04353 0.04643
1493 2021-12-04 0.04969 0.04113 0.04618 0.0492
1494 2021-12-05 0.05181 0.0481 0.0492 0.04867
1495 2021-12-06 0.04789 0.04626 0.04867 0.04768
1496 2021-12-07 0.04867 0.0472 0.04768 0.04747
1497 2021-12-08 0.04721 0.04304 0.04747 0.04597
1498 2021-12-09 0.05543 0.05001 0.04584 0.05353
1499 2021-12-10 0.05668 0.05281 0.05353 0.0529
1500 2021-12-11 0.05371 0.05216 0.05274 0.05278
1501 2021-12-12 0.05316 0.05175 0.05278 0.05244
1502 2021-12-13 0.0558 0.05217 0.05244 0.05495