Commit Graph
3 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