Mark Aron Szulyovszky
6e192ebc8a
feat(Models): added a basic sktime model and missing USD crypto currency pairs ( #7 )
2021-11-17 22:28:34 +01:00
Mark Aron Szulyovszky
3fec439c08
feat(Data): added new derived features + asset pairs for crypto tickers ( #6 )
2021-11-17 12:07:49 +01:00
Mark Aron Szulyovszky
1d6eed3a94
feat(Core): added the first classification model & the feature necessary ( #4 )
...
* feat(Core): added the first classification model & the feature necessary
* feat(Models): added basic transformers model
2021-11-16 10:02:02 +01:00
Mark Aron Szulyovszky
797791d2f4
feat(Forecasting): pytorch-forecasting scaffolding is now working, added narrow data format, fixed missing time column index name ( #5 )
...
* 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
Mark Aron Szulyovszky
07302a7541
feat(Models): added MAE & RMSE metrics, fixed NaN & Inf values in data,
2021-11-14 23:50:25 +01:00
Mark Aron Szulyovszky
478a15a7cb
feat(Data): added day/month/dayofweek features
2021-11-14 17:24:56 +01:00
Mark Aron Szulyovszky
9d342d6039
feat(Data): added day_month, month, day_week columns as features
2021-11-14 11:59:59 +01:00
Mark Aron Szulyovszky
78b3c07420
feat(Model): trying to get to a model that can train
2021-11-11 17:53:24 +01:00
Mark Aron Szulyovszky
3188aab220
feat(Model): continued with the keras model scaffolding
2021-11-10 14:51:12 +01:00
Mark Aron Szulyovszky
20aa1474d6
feat(Data): added extra features, exploration notebook
2021-11-09 17:16:40 +01:00
Mark Aron Szulyovszky
d5086a4785
feat(Data): added load_data, to aggregate everything into one dataframe
2021-11-09 16:12:48 +01:00