gavindiaz/drift
1
0
Fork 0
mirror of https://github.com/webclinic017/drift.git synced 2026-08-17 21:08:08 +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_USD.csv
+28 -28
View File
@@ -1,30 +1,4 @@
time,high,low,open,close
2017-10-09,0.2802,0.234,0.2799,0.2501
2017-10-10,0.2666,0.2406,0.2501,0.2582
2017-10-11,0.2656,0.2553,0.2582,0.2632
2017-10-12,0.2652,0.2461,0.2632,0.2464
2017-10-13,0.2651,0.233,0.2464,0.2602
2017-10-14,0.2685,0.2542,0.2602,0.2556
2017-10-15,0.2691,0.2482,0.2556,0.2652
2017-10-16,0.2977,0.2523,0.2652,0.2579
2017-10-17,0.2654,0.214,0.2579,0.2295
2017-10-18,0.2344,0.2016,0.2295,0.217
2017-10-19,0.232,0.2064,0.217,0.2139
2017-10-20,0.2234,0.2056,0.2141,0.2082
2017-10-21,0.2107,0.1971,0.2081,0.2097
2017-10-22,0.2114,0.1954,0.2097,0.2014
2017-10-23,0.202,0.1845,0.2015,0.1917
2017-10-24,0.2169,0.183,0.1917,0.2038
2017-10-25,0.2047,0.1961,0.2038,0.2023
2017-10-26,0.2046,0.1999,0.2023,0.2019
2017-10-27,0.2027,0.198,0.2019,0.2001
2017-10-28,0.2008,0.1974,0.2001,0.1982
2017-10-29,0.2053,0.1966,0.1981,0.2015
2017-10-30,0.2044,0.2001,0.2015,0.2024
2017-10-31,0.2034,0.1975,0.2024,0.1975
2017-11-01,0.2006,0.1896,0.1975,0.1903
2017-11-02,0.2065,0.1755,0.191,0.2003
2017-11-03,0.2263,0.1961,0.2003,0.2059
2017-11-04,0.2061,0.2001,0.2059,0.2015
2017-11-05,0.2033,0.1984,0.2014,0.1997
2017-11-06,0.2067,0.1981,0.1997,0.2013
@@ -1458,7 +1432,7 @@ time,high,low,open,close
2021-10-04,1.06,1.008,1.055,1.043
2021-10-05,1.088,1.039,1.043,1.085
2021-10-06,1.106,1.02,1.085,1.078
2021-10-07,1.094,1.045,1.078,1.068
2021-10-07,1.094,1.044,1.078,1.068
2021-10-08,1.092,1.052,1.068,1.063
2021-10-09,1.208,1.058,1.063,1.16
2021-10-10,1.229,1.128,1.16,1.136
@@ -1499,4 +1473,30 @@ time,high,low,open,close
2021-11-14,1.199,1.169,1.189,1.188
2021-11-15,1.22,1.167,1.188,1.172
2021-11-16,1.172,1.045,1.172,1.089
2021-11-17,1.113,1.061,1.089,1.095
2021-11-17,1.113,1.061,1.089,1.096
2021-11-18,1.159,1.018,1.096,1.042
2021-11-19,1.103,1.019,1.042,1.091
2021-11-20,1.102,1.064,1.091,1.098
2021-11-21,1.099,1.058,1.098,1.061
2021-11-22,1.071,1.028,1.061,1.038
2021-11-23,1.073,1.021,1.038,1.067
2021-11-24,1.073,1.008,1.067,1.034
2021-11-25,1.064,1.023,1.034,1.043
2021-11-26,1.047,0.9134,1.043,0.9384
2021-11-27,0.9659,0.9349,0.9384,0.946
2021-11-28,0.9694,0.8867,0.946,0.969
2021-11-29,1.003,0.9647,0.969,0.9905
2021-11-30,1.03,0.9713,0.9905,0.999
2021-12-01,1.018,0.9811,0.999,0.9905
2021-12-02,0.9905,0.9566,0.9905,0.9731
2021-12-03,0.9844,0.8978,0.9731,0.9225
2021-12-04,0.9247,0.6081,0.9225,0.8479
2021-12-05,0.8625,0.7728,0.8479,0.805
2021-12-06,0.8309,0.7504,0.805,0.8277
2021-12-07,0.8457,0.8059,0.8277,0.8162
2021-12-08,0.884,0.8052,0.8162,0.8624
2021-12-09,0.9336,0.8333,0.8624,0.8594
2021-12-10,0.8823,0.7938,0.8594,0.7994
2021-12-11,0.844,0.7857,0.7994,0.8387
2021-12-12,0.8565,0.81,0.8387,0.8404
2021-12-13,0.8444,0.7938,0.8404,0.7948
1 time high low open close
2017-10-09 0.2802 0.234 0.2799 0.2501
2017-10-10 0.2666 0.2406 0.2501 0.2582
2017-10-11 0.2656 0.2553 0.2582 0.2632
2017-10-12 0.2652 0.2461 0.2632 0.2464
2017-10-13 0.2651 0.233 0.2464 0.2602
2017-10-14 0.2685 0.2542 0.2602 0.2556
2017-10-15 0.2691 0.2482 0.2556 0.2652
2017-10-16 0.2977 0.2523 0.2652 0.2579
2017-10-17 0.2654 0.214 0.2579 0.2295
2017-10-18 0.2344 0.2016 0.2295 0.217
2017-10-19 0.232 0.2064 0.217 0.2139
2017-10-20 0.2234 0.2056 0.2141 0.2082
2017-10-21 0.2107 0.1971 0.2081 0.2097
2017-10-22 0.2114 0.1954 0.2097 0.2014
2017-10-23 0.202 0.1845 0.2015 0.1917
2017-10-24 0.2169 0.183 0.1917 0.2038
2017-10-25 0.2047 0.1961 0.2038 0.2023
2017-10-26 0.2046 0.1999 0.2023 0.2019
2017-10-27 0.2027 0.198 0.2019 0.2001
2017-10-28 0.2008 0.1974 0.2001 0.1982
2017-10-29 0.2053 0.1966 0.1981 0.2015
2017-10-30 0.2044 0.2001 0.2015 0.2024
2017-10-31 0.2034 0.1975 0.2024 0.1975
2017-11-01 0.2006 0.1896 0.1975 0.1903
2017-11-02 0.2065 0.1755 0.191 0.2003
2017-11-03 0.2263 0.1961 0.2003 0.2059
2 2017-11-04 0.2061 0.2001 0.2059 0.2015
3 2017-11-05 0.2033 0.1984 0.2014 0.1997
4 2017-11-06 0.2067 0.1981 0.1997 0.2013
1432 2021-10-04 1.06 1.008 1.055 1.043
1433 2021-10-05 1.088 1.039 1.043 1.085
1434 2021-10-06 1.106 1.02 1.085 1.078
1435 2021-10-07 1.094 1.045 1.044 1.078 1.068
1436 2021-10-08 1.092 1.052 1.068 1.063
1437 2021-10-09 1.208 1.058 1.063 1.16
1438 2021-10-10 1.229 1.128 1.16 1.136
1473 2021-11-14 1.199 1.169 1.189 1.188
1474 2021-11-15 1.22 1.167 1.188 1.172
1475 2021-11-16 1.172 1.045 1.172 1.089
1476 2021-11-17 1.113 1.061 1.089 1.095 1.096
1477 2021-11-18 1.159 1.018 1.096 1.042
1478 2021-11-19 1.103 1.019 1.042 1.091
1479 2021-11-20 1.102 1.064 1.091 1.098
1480 2021-11-21 1.099 1.058 1.098 1.061
1481 2021-11-22 1.071 1.028 1.061 1.038
1482 2021-11-23 1.073 1.021 1.038 1.067
1483 2021-11-24 1.073 1.008 1.067 1.034
1484 2021-11-25 1.064 1.023 1.034 1.043
1485 2021-11-26 1.047 0.9134 1.043 0.9384
1486 2021-11-27 0.9659 0.9349 0.9384 0.946
1487 2021-11-28 0.9694 0.8867 0.946 0.969
1488 2021-11-29 1.003 0.9647 0.969 0.9905
1489 2021-11-30 1.03 0.9713 0.9905 0.999
1490 2021-12-01 1.018 0.9811 0.999 0.9905
1491 2021-12-02 0.9905 0.9566 0.9905 0.9731
1492 2021-12-03 0.9844 0.8978 0.9731 0.9225
1493 2021-12-04 0.9247 0.6081 0.9225 0.8479
1494 2021-12-05 0.8625 0.7728 0.8479 0.805
1495 2021-12-06 0.8309 0.7504 0.805 0.8277
1496 2021-12-07 0.8457 0.8059 0.8277 0.8162
1497 2021-12-08 0.884 0.8052 0.8162 0.8624
1498 2021-12-09 0.9336 0.8333 0.8624 0.8594
1499 2021-12-10 0.8823 0.7938 0.8594 0.7994
1500 2021-12-11 0.844 0.7857 0.7994 0.8387
1501 2021-12-12 0.8565 0.81 0.8387 0.8404
1502 2021-12-13 0.8444 0.7938 0.8404 0.7948