Commit Graph

11 Commits

Author SHA1 Message Date
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