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7aedb910697701b07128317b6005938e9cc36db7
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3 Commits

Author SHA1 Message Date
Mark Aron Szulyovszky 7aedb91069 feat(Data): added various data loading config options, walk forward method draft (#9) 
* feat(Eval): added format_data_for_backtest()

* feat(Data): added many configurable parameters to load_files to reduce boilerplate and prepare for HPO

* feat(Core): added walk forward method of training/testing

* fix(Model): remove the unnecessary softmax activation from the keras models

* feat(Core): added walk_forward_train_test()
 2021-12-01 09:28:24 +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