Commit Graph

6 Commits

Author SHA1 Message Date
Mark Aron Szulyovszky 1042c82333 Update README.md 2022-01-26 22:06:40 +01:00
Mark Aron Szulyovszky b1dcdfc09d chore(Documentation): updated README (#113)
* chore(Documentation): updated README

* chore(Docs): updated README
2022-01-06 11:27:24 +01:00
Mark Aron Szulyovszky 867269df2b feat(Data): added daily_glassnode DataCollection (#99) 2022-01-03 13:57:36 +01:00
Mark Aron Szulyovszky cc7061b456 feat(Core): ensemble models, correct forward returns calculation, scaling, only train from when asset returns are available, major bug fixed in walk_forward_train_test (#35)
* fix(Core): correct forward returns calculation, classifiers are now working again, only train from when asset returns are available

* feat(Utils): added get_first_valid_return_index()

* feat(Ensemble): return models from `run_whole_pipeline`

* feat(Ensemble): added ensemble step, fixed walk_forward_train_test predictions index confusion,

* chore(Pipeline): remove unnecessary extra ensemble results dataframe

* refactor(Core): removed unnecessary ensemble_train_predict, moved run_single_asset_trainig_pipeline to a separate file

* feat(Training): added scaling on expanding window (the past) to walk_forward_train_test(), now printing out mean sharpe ratio

* feat(CI): added environment.yml file

* chore(Environment): update env.yml

* feat(CI): added testing workflow

* fix(CI): renamed enviroment.yml

* fix(Tests): added missing new parameter to walk_forward_train_test()
2021-12-17 14:32:17 +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 842e99e4c7 Initial commit 2021-11-06 13:50:13 +01:00