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

..

evaluate.py

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

get_prices.py

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)

2021-12-17 14:32:17 +01:00

helpers.py

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

load_data.py

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

normalize.py

feat(Model): now successfully training the basic LSTM model

2021-11-11 18:29:05 +01:00

rolling.py

feat(Models): added MAE & RMSE metrics, fixed NaN & Inf values in data,

2021-11-14 23:50:25 +01:00

sktime.py

feat(Models): added a basic sktime model and missing USD crypto currency pairs (#7)

2021-11-17 22:28:34 +01:00

technical_indicators.py

feat(Data): added new derived features + asset pairs for crypto tickers (#6)

2021-11-17 12:07:49 +01:00

typing.py

fix(WalkForward): major bug where we passed in "window of windows of data" is resolved, refactored walk_forward_train_test() and load_data()

2021-12-14 21:07:03 +01:00

visualize.py

feat(Model): now successfully training the basic LSTM model

2021-11-11 18:29:05 +01:00