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Mark Aron Szulyovszky 79d84cf0a3 feat(Model): added own Model class, SkLearnModel wrapper and StaticMomentumModel (#61) 
* feat(Model): added own `Model` class, SkLearnModel wrapper and StaticMomentumModel

* fix(Tests): added missing Model variable

* fix(Tests): added missing clone method()
2021-12-21 10:30:09 +01:00
.github/workflows
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
.vscode
feat(Pipeline): save results, train on all assets
2021-12-14 22:59:44 +01:00
archive
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
data
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
feature_extractors
feat(Data): added feature extractors, and feature extractor presets, removed a bunch of custom arguments from load_data (#42)
2021-12-19 12:14:59 +01:00
models
feat(Model): added own Model class, SkLearnModel wrapper and StaticMomentumModel (#61)
2021-12-21 10:30:09 +01:00
tests
feat(Model): added own Model class, SkLearnModel wrapper and StaticMomentumModel (#61)
2021-12-21 10:30:09 +01:00
training
feat(Model): added own Model class, SkLearnModel wrapper and StaticMomentumModel (#61)
2021-12-21 10:30:09 +01:00
utils
feat(Model): added own Model class, SkLearnModel wrapper and StaticMomentumModel (#61)
2021-12-21 10:30:09 +01:00
.gitignore
feature: Added Weights and Biases configuration to the repo. (#48)
2021-12-20 14:01:14 +01:00
conftest.py
feat(Tests): added basic unit tests for walk_forward_train_test() (#22)
2021-12-15 17:54:03 +01:00
environment.yml
feature: Added Weights and Biases configuration to the repo. (#48)
2021-12-20 14:01:14 +01:00
exploration.ipynb
feat(Models): added model that predicts 10 days ahead
2021-11-12 16:10:55 +01:00
README.md
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
run_fetch_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
run_pipeline.py
feat(Model): added own Model class, SkLearnModel wrapper and StaticMomentumModel (#61)
2021-12-21 10:30:09 +01:00
sweep.yaml
refactor(Core): small refactor in the pipeline to streamline classification/regression model handling (#60)
2021-12-21 09:23:06 +01:00
wandb_setup.py
feature: Added Weights and Biases configuration to the repo. (#48)
2021-12-20 14:01:14 +01:00

README.md

Financial time series prediction models

Installation

Use the conda environment file attached!:)

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Readme 11 MiB
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Python 85%
Jupyter Notebook 15%