d047b7417e
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
2021-12-14 18:16:17 +01:00
6e192ebc8a
feat(Models): added a basic sktime model and missing USD crypto currency pairs ( #7 )
2021-11-17 22:28:34 +01:00
3fec439c08
feat(Data): added new derived features + asset pairs for crypto tickers ( #6 )
2021-11-17 12:07:49 +01:00
797791d2f4
feat(Forecasting): pytorch-forecasting scaffolding is now working, added narrow data format, fixed missing time column index name ( #5 )
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* feat: Started implementing pytorch-forecasting.
* feat(Forecasting): pytorch-forecasting scaffolding is now working, added narrow data format, fixed missing `time` column index name
Co-authored-by: Daniel Szemerey <szemy2@gmail.com >
2021-11-16 10:00:26 +01:00
3188aab220
feat(Model): continued with the keras model scaffolding
2021-11-10 14:51:12 +01:00
20aa1474d6
feat(Data): added extra features, exploration notebook
2021-11-09 17:16:40 +01:00
d5086a4785
feat(Data): added load_data, to aggregate everything into one dataframe
2021-11-09 16:12:48 +01:00
51b7d35660
feat(Data): downloading data for pre-defined tickers
2021-11-09 15:21:22 +01:00
Mark Aron Szulyovszky