Commit Graph

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 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 07302a7541 feat(Models): added MAE & RMSE metrics, fixed NaN & Inf values in data, 2021-11-14 23:50:25 +01:00