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867269df2b0f89a85a1edcca4773dd23b2cb838e
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7 Commits
Author SHA1 Message Date
Mark Aron SzulyovszkyandGitHub 867269df2b feat(Data): added daily_glassnode DataCollection (#99) 2022-01-03 13:57:36 +01:00
Mark Aron SzulyovszkyandGitHub 442915f847 feat(Data): create DataSource, DataCollection, added hourly crypto data (#96) 
* feat(Data): create DataSource, DataCollection, added hourly crypto data

* fix(Data): hourly data format, loading & config
 2021-12-31 19:04:27 +01:00
Mark Aron SzulyovszkyandGitHub f762ceed2a feat(FeatureExtraction): added fractionally differentiated returns to remove lagged returns (#95) 
* feat(FeatureExtraction): added fractionally differentiated returns to remove lagged returns

* fix(Sweep): config

* fix(Sweep): name

* fix(Sweep): grid

* feat(Config): separated sliding_window_size_level1 & sliding_window_size_level2

* feat(Dependencies): added ray, now using it to parallel process feature extraction

* fix(Dependencies): added pip explicitly

* fix(Dependencies): removed ray from root

* fix(Models): average model was probably not taking the right timestamp to average

* feat(Config): separated expanding_window_level1 & expanding_window_level2

* fix(Config): set n_features_to_select to the optimal 30
 2021-12-28 22:50:09 +01:00
Mark Aron Szulyovszky baf7d261e8 feat(Models): added model that predicts 10 days ahead 2021-11-12 16:10:55 +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