Mark Aron Szulyovszky 6b26643ece feat(Transformations): replaced feature selection pre-processing step with online version (with cache) (#170) ...

* feat(Transformations): removed feature-selection pre-processing step completely

* fix(Core): removed unnecessary `original_X`

* fix(Transformations): use the X_expanding_window to transform subsequent data

* fix(RFE): should check for model correctly

* fix(Config): only re-train the model every 40 timestamp

* fix(MetaLabeling): pass in the correct X to meta-labeling step

* fix(Transformation): PCA should at least keep as many features as sliding_window_size

* feat(Transformations): cache transformations across the same asset

* fix(Tests): missing preloaded_transformations arg

* chore(Config): got rid of unnecessary 'classification_models' and 'regression_models' dictionary keys

2022-01-17 11:43:51 +01:00

..

collections.py

feature(Inference): Created the inference process, added model saving. (#153)

2022-01-11 19:15:58 +01:00

get_prices.py

feat(Data): create DataSource, DataCollection, added hourly crypto data (#96)

2021-12-31 19:04:27 +01:00

load_data.py

feat(Evaluate): increase transactions costs, to get a more realistic view on performance (#137)

2022-01-09 14:18:20 +01:00

process_data.py

feat(Transformations): replaced feature selection pre-processing step with online version (with cache) (#170)

2022-01-17 11:43:51 +01:00