Mark Aron SzulyovszkyandGitHub 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

..

feature_extractor_presets.py

fix(FeatureExtractor): use a rolling z-score instead of StandardScaler with unavoidable lookahead bias (#146)

2022-01-10 14:24:51 +01:00

feature_extractors.py

fix(FeatureExtractor): use a rolling z-score instead of StandardScaler with unavoidable lookahead bias (#146)

2022-01-10 14:24:51 +01:00

fractional_differentiation.py

feat(DataLoader): caching MVP, added ability to use standard scaling for exogenous data, scaling is now also done before feature selection (#105)

2022-01-04 11:44:35 +01:00

ta.py

feat(Data): added daily_glassnode DataCollection (#99)

2022-01-03 13:57:36 +01:00

utils.py

feat(DataLoader): caching MVP, added ability to use standard scaling for exogenous data, scaling is now also done before feature selection (#105)

2022-01-04 11:44:35 +01:00