4 Commits

Author	SHA1	Message	Date
Mark Aron Szulyovszky	b5ddee8dce	feat(HPO): added run_hpo script (#237) ... * feat(HPO): added `run_hpo` script * fix(Linter): ran * feat(HPO): removed any reference to sweep (superseeded by optuna) * fix(HPO): optimize for sharpe * fix(Config): removed glassnode data, save trials from hpo * feat(Labelling): added three-balanced method works again * fix(BetSizing): set the correct class labels * fix(HPO): powerset should return what's expected, added two new normalization methods * fix(Linter): ran * fix(DataLoader): sort the dataframe when fetching data * fix(Config): only take z-score of other assets	2022-03-15 14:43:16 +01:00
Mark Aron Szulyovszky	95b0499430	fix(Config): rename sliding_window_size to initial_window_size (#235)	2022-03-13 16:05:16 +01:00
Mark Aron Szulyovszky	7a443d93e4	feat(Transformations): added robust scaler (#223) ... * feat(Transformations): added robust scaler * fix(Config): set back default scaler to MinMax	2022-02-20 00:41:46 +01:00
Mark Aron Szulyovszky	3b9d7f554a	feature(Config): added transformation parameters to Config, removed expanding_window (it's ON now)	2022-02-19 14:44:49 +01:00