7 Commits

Author	SHA1	Message	Date
Mark Aron Szulyovszky	42a1bc59cb	feat(Events): added EventFilter, EventLabeller (#186)	2022-01-26 23:22:43 +01:00
Mark Aron Szulyovszky	18768c3925	fix(FeatureExtractor): use a rolling z-score instead of StandardScaler with unavoidable lookahead bias (#146) ... * fix(FeatureExtractor): use a rolling z-score instead of StandardScaler with unavoidable lookahead bias * chore(Archive): removed archived models * fix(FeatureExtractors): syntax * fix(FeatureExtractors): mistake with expanding window	2022-01-10 14:24:51 +01:00
Mark Aron Szulyovszky	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 Szulyovszky	0963df2087	refactor(Project): move out load_data to utils, rename fetch_data to run_fetch_data, got classifiers to work (#38)	2021-12-17 17:41:50 +01:00
Mark Aron Szulyovszky	d047b7417e	feat(WalkForward): added regression/classification switch, archived old experiments, wrapped the process into run_whole_pipeline() (#10) ... * refactor(WalkForward): cleaned up training & evaluation code * refactor: added run_whole_pipeline(), moved all previous models to archive	2021-12-14 18:16:17 +01:00
Daniel Szemerey	d4676e099b	feat(Pytorch): added custom model to pytorch-forecasting (#8) ... * feat: Refractored and created new model. Pipeline not ready yet. * feat: Implemented and refactored a data pipeline. * ref: Refractored to make more sense. * feat: Training works now with models that you can change. * feat: Added predict function but without working instructions. * feat: gitignore.	2021-11-18 10:59:06 +01:00
Mark Aron Szulyovszky	58137a0f36	feat(Data): fetch prices from cryptocompare (and alphavantage)	2021-11-09 12:58:05 +01:00